Stochastic analysis: Ito and Malliavin calculus in tandem (Record no. 54537)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01614 a2200241 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210324b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781107140516 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.22 |
| Item number | MAT |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Matsumoto, Hiroyuki |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic analysis: Ito and Malliavin calculus in tandem |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | Cambridge University Press, |
| Date of publication, distribution, etc | 2016. |
| Place of publication, distribution, etc | Cambridge: |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 346 p. : |
| Other physical details | hb. |
| Dimensions | 24 cm. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 51.99 |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Cambridge studies in advanced mathematics ; 159. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (pages 337-343) and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Applied mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probabilities |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Taniguchi, Setsuo |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Date last borrowed | Copy number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | General | IIT Gandhinagar | IIT Gandhinagar | General Stacks | 22/03/2021 | Himanshu Books | 0.00 | 1 | 519.22 MAT | 030169 | 27/08/2022 | 04/08/2022 | 1 | 0.00 | Books |
