MARC details
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02095 a2200241 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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240328b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781107008007 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.232 BAS |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Bass, Richard F. |
| 245 ## - TITLE STATEMENT |
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| Title |
Stochastic processes |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Cambridge: |
| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2013. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xv, 390p.: |
| Other physical details |
hbk.: |
| Dimensions |
24cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
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| Title |
Cambridge Series in Statistical and Probabilistic Mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes References and Index |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black–Scholes formula for the pricing of derivatives in financial mathematics, the Kalman–Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.<br/><br/>Unlike existing books, is uniquely designed for graduate students<br/>Fully equips students to tackle the research literature and includes 350 exercises so readers can put the theory into practice<br/>Covers all of the necessary material for a first-year graduate course in probability<br/><br/>https://www.cambridge.org/in/universitypress/subjects/statistics-probability/probability-theory-and-stochastic-processes/stochastic-processes-1?format=HB |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stochastic Processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probabilistic Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Brownian Motion |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Girsanov Theorem |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Markov Properties |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Dirichlet Forms |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Item type |
Books |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
