Diffusion processes and stochastic calculus / (Record no. 419455)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01736cam a22002417i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 136311 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20151109153219.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140904t20142014sz b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783037191330 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | ISI Library |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.23 |
| Edition number | 23 |
| Item number | B341 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Baudoin, Fabrice. |
| 245 10 - TITLE STATEMENT | |
| Title | Diffusion processes and stochastic calculus / |
| Statement of responsibility, etc | Fabrice Baudoin. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Switzerland : |
| Name of publisher, distributor, etc | European Mathematical Society, |
| Date of publication, distribution, etc | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | ix, 276 p. ; |
| Dimensions | 24 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | EMS textbooks in mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (pages 269-273) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction--<br/>1. Stochastic processes --<br/>2. Brownian motion --<br/>3. Markov processes --<br/>4. Symmetric diffusion semigroups --<br/>5. Ito calculus --<br/>6. Stochastic differential equation and Malliavin calculus --<br/>7. An introduction to Lyons' rough paths theory --<br/>Appendix A. Unboounded operators --<br/>Appendix B. Regularity theory--<br/>References--<br/>Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The main purpose of the book is to present, at a graduate level and in a self-contained way, the most important aspects of the theory of continuous stochastic processes in continuous time and to introduce some of its ramifications such as the theory of semigroups, the Malliavin calculus, and the Lyons' rough paths. This book is intended for students, or even researchers, who wish to learn the basics in a concise but complete and rigorous manner. Several exercises are distributed throughout the text to test the understanding of the reader and each chapter ends with bibliographic comments aimed at those interested in exploring the materials further. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Lost status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|
| ISI Library, Kolkata | ISI Library, Kolkata | 17/09/2015 | 3039.12 | 519.23 B341 | 136311 | Books |
