Probability Theory II: Stochastic Calculas (Record no. 1308600)
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| fixed length control field | 01638nam a2200217 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250409140232.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250409b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031631924 |
| 037 ## - SOURCE OF ACQUISITION | |
| Terms of availability | Textual |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | RTL |
| Transcribing agency | RTL |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B281 R4 |
| Assigning agency | RTL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pascucci, Andrea |
| 9 (RLIN) | 428382 |
| 245 ## - TITLE STATEMENT | |
| Title | Probability Theory II: Stochastic Calculas |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Verlag |
| Name of publisher, distributor, etc. | Springer |
| Date of publication, distribution, etc. | 2024 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 426 p. |
| Other physical details | Includes bibliographical references and index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion and the Poisson process. Subsequently, the theory of stochastic integration for continuous semimartingales was developed. A substantial portion is dedicated to stochastic differential equations, the main results of solvability and uniqueness in weak and strong sense, linear stochastic equations, and their relation to deterministic partial differential equations. Each chapter is accompanied by numerous examples. This text stems from over twenty years of teaching experience in stochastic processes and calculus within master's degrees in mathematics, quantitative finance, and postgraduate courses in mathematics for applications and mathematical finance at the University of Bologna. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic differential equations |
| 9 (RLIN) | 752016 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Brownian motion |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Markov process |
| 9 (RLIN) | 752017 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| Koha item type | Textbook |
| Classification part | B281 R4 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Colon Classification (CC) | Ratan Tata Library | Ratan Tata Library | 2025-04-09 | B281 R4 | RT1528402 | 2025-04-09 | 2025-04-09 | Textbook |