Probability Theory II (Record no. 63053)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03997nam a22005295i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-031-63193-1 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030112934.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240903s2024 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031631931 |
| -- | 978-3-031-63193-1 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-031-63193-1 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | thema |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | thema |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pascucci, Andrea. |
| Relator term | author. |
| Authority record control number | (orcid)0000-0001-8837-5568 |
| -- | https://orcid.org/0000-0001-8837-5568 |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 77738 |
| 245 10 - TITLE STATEMENT | |
| Title | Probability Theory II |
| Medium | [electronic resource] : |
| Remainder of title | Stochastic Calculus / |
| Statement of responsibility, etc. | by Andrea Pascucci. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2024. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer Nature Switzerland : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XIX, 426 p. 18 illus., 14 illus. in color. |
| Other physical details | online resource. |
| 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 |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | La Matematica per il 3+2, |
| International Standard Serial Number | 2038-5757 ; |
| Volume/sequential designation | 166 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 Stochastic processes -- 2 Markov processes -- 3 Continuous processes -- 4 Brownian motion -- 5 Poisson process -- 6 Stopping times -- 7 Strong Markov property -- 8 Continuous martingales -- 9 Theory of variation -- 10 Stochastic integral -- 11 Itô's formula -- 12 Multidimensional stochastic calculus -- 13 Change of measure and martingale representation -- 14 Stochastic differential equations -- 15 Feynman-Kac formulas -- 16 Linear stochastic equations -- 17 Strong solutions -- 18 Weak solutions -- 19 Complements.-20 A primer on parabolic PDEs. |
| 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. The book provides material for at least two semester-long courses in scientific studies (Mathematics, Physics, Engineering, Statistics, Economics, etc.) and aims to provide a solid background for those interested in the development of stochastic calculus theory and its applications. This text completes the journey started with the first volume of Probability Theory I - Random Variables and Distributions, through a selection of advanced classic topics in stochastic analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65724 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| General subdivision | Mathematics. |
| 9 (RLIN) | 69736 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 67428 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 69739 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031631924 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031631948 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | La Matematica per il 3+2, |
| International Standard Serial Number | 2038-5757 ; |
| Volume number/sequential designation | 166 |
| 9 (RLIN) | 70145 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-031-63193-1">https://doi.org/10.1007/978-3-031-63193-1</a> |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-SXMS |
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