Diffusions, markov processes and martingales (Record no. 1828)

000 -LEADER
fixed length control field 01316nam a2200229Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20241121162551.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180427s9999 xx 000 0 und d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521775946
040 ## - CATALOGING SOURCE
Original cataloging agency ICTS-TIFR
050 ## - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274.7
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name L. C. G. Rogers
245 ## - TITLE STATEMENT
Title Diffusions, markov processes and martingales
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. Cambridge University Press,
Date of publication, distribution, etc. [c2000]
Place of publication, distribution, etc. U.K.:
300 ## - Physical Description
Pages: 386 p.
490 ## - SERIES STATEMENT
Series statement Cambridge Mathematical Library
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note CHAPTER I - BROWNIAN MOTION <br/>CHAPTER II - SOME CLASSICAL THEORY <br/>CHAPTER III - MARKOV PROCESSES<br/> <br/>
520 ## - SUMMARY, ETC.
Summary, etc. The authors' aim is to present the subject of Brownian motion not as a dry part of mathematical analysis, but to convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively and readable account of the theory of Markov processes. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science. --- provided by publisher
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name David Williams
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Full call number Accession No. Koha item type
          ICTS Rack No 5 04/16/2018 QA274.7 01097 Book