Stochastic Differential Equations : (Record no. 67646)
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000 -LEADER | |
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fixed length control field | 02752nam a22004333i 4500 |
001 - CONTROL NUMBER | |
control field | EBC3097703 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | MiAaPQ |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20240729124507.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
fixed length control field | m o d | |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cnu|||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 240724s2000 xx o ||||0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783662036204 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9783540637202 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (MiAaPQ)EBC3097703 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (Au-PeEL)EBL3097703 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (CaPaEBR)ebr10971652 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (OCoLC)936316489 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | MiAaPQ |
Language of cataloging | eng |
Description conventions | rda |
-- | pn |
Transcribing agency | MiAaPQ |
Modifying agency | MiAaPQ |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Oksendal, Bernt. |
245 10 - TITLE STATEMENT | |
Title | Stochastic Differential Equations : |
Remainder of title | An Introduction with Applications. |
250 ## - EDITION STATEMENT | |
Edition statement | 5th ed. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
Name of producer, publisher, distributor, manufacturer | Springer Berlin / Heidelberg, |
Date of production, publication, distribution, manufacture, or copyright notice | 2000. |
264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Date of production, publication, distribution, manufacture, or copyright notice | ©1998. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource (333 pages) |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
490 1# - SERIES STATEMENT | |
Series statement | Universitext Series |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Universitext -- Stochastic Differential Equations An Introduction with Applications Fifth Edition -- Copyright -- Preface to the Fifth Edition -- Preface to the Fourth Edition -- Preface to the Third Edition -- Preface to the Second Edition -- Preface to the First Edition -- Table of Contents -- 1. Introduction -- 2. Some Mathematical Preliminaries -- 3. Ito Integrals -- 4. The Ito Formula and the Martingale Representation Theorem -- 5. Stochastic Differential Equations -- 6. The Filtering Problem -- 7. Diffusions: Basic Properties -- 8. Other Topics in Diffusion Theory -- 9. Applications to Boundary Value Problems -- 10. Application to Optimal Stopping -- 11. Application to Stochastic Control -- 12. Application to Mathematical Finance -- Appendix A: Normal Random Variables -- Appendix B: Conditional Expectation -- Appendix C: Uniform Integrability and Martingale Convergence -- Appendix D: An Approximation Result -- Solutions and Additional Hints to Some of the Exercises -- References -- List of Frequently Used Notation and Symbols -- Index. |
588 ## - SOURCE OF DESCRIPTION NOTE | |
Source of description note | Description based on publisher supplied metadata and other sources. |
590 ## - LOCAL NOTE (RLIN) | |
Local note | Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Stochastic differential equations. |
655 #4 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Print version: |
Main entry heading | Oksendal, Bernt |
Title | Stochastic Differential Equations |
Place, publisher, and date of publication | Berlin, Heidelberg : Springer Berlin / Heidelberg,c2000 |
International Standard Book Number | 9783540637202 |
797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) | |
Corporate name or jurisdiction name as entry element | ProQuest (Firm) |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Universitext Series |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3097703">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3097703</a> |
Public note | Click to View |
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