Stochastic differential equations (Record no. 2864)

000 -LEADER
fixed length control field 00995nam a22002177a 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20241113160038.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 191024b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 978-3-540-04758-2
040 ## - CATALOGING SOURCE
Transcribing agency Tata Book House
Original cataloging agency ICTS-TIFR
050 ## - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274.23
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Bernt Øksendal
245 ## - TITLE STATEMENT
Title Stochastic differential equations
Remainder of title : an introduction with applications
250 ## - EDITION STATEMENT
Edition statement 6th ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. New York:
Name of publisher, distributor, etc. Springer,
Date of publication, distribution, etc. [c2011]
300 ## - Physical Description
Pages: 324 p
490 ## - SERIES STATEMENT
Series statement Universitext
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Introduction<br/>2. Some Mathematical Preliminaries<br/>3. Itô Integrals<br/>4. The Itô Formula and the Martingale Representation Theorem<br/>5. Stochastic Differential Equations<br/>6. The Filtering Problem<br/>7. Diffusions: Basic Properties<br/>8. Other Topics in Diffusion Theory<br/>9. Applications to Boundary Value Problems<br/>10. Application to Optimal Stopping<br/>11. Application to Stochastic Control<br/>12. Application to Mathematical Finance<br/>
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics
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Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Full call number Accession No. Koha item type
        Physics ICTS Rack No 11 10/24/2019 QC274.23 02219 Book