Basic Stochastic Processes (Record no. 38439)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01607nam a2200205 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783540761754 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 3540761756 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Item number | BRZ |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Brzezniak, Zdzislaw |
| 245 ## - TITLE STATEMENT | |
| Title | Basic Stochastic Processes |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | London: |
| Name of publisher | Springer-Verlag, |
| Year of publication | 1999. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | x, 225 pages : |
| Other physical details | illustrations ; |
| 490 ## - SERIES STATEMENT | |
| Series statement | Springer undergraduate mathematics series. |
| 500 ## - GENERAL NOTE | |
| General note | Index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Review of probability --<br/>2. Conditional expectation --<br/>3. Martingles in discrete time --<br/>4. Martingale inequalities and convergence --<br/>5. Markov chains --<br/>6. Stochastic processes in continuous time --<br/>7. Ito Stocahstic calculus. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | <br/>"This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working, for example, in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which is essential as a tool for stochastic processes. Although the book is a final year text, the authors have chosen to use exercises as the main means of explanation for the various topics, hence the course has a strong self-study element. The authors have concentrated on major topics within stochastic analysis: martingales in discrete time and their convergence, Markov chains, stochastic processes in continuous time, with emphasis on the Poisson process and Brownian motion, as well as Ito stochastic calculus including stochastic differential equations."--Jacket. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Stochastic processes. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zastawniak, Thomaz |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Lending Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Stacks | 20/03/2008 | Purchased | 850.00 | 519.2 BRZ | 008567 | Lending Books |