Theory of Stochastic Integrals / (Record no. 67964)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03052cam a2200553 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9781003484912 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030122253.0 |
| 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|||unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250218s2025 flu go 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | OCoLC-P |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | OCoLC-P |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781003484912 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1003484913 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781032778105 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781032778129 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781040322970 |
| Qualifying information | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1040322972 |
| Qualifying information | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781040323014 |
| Qualifying information | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1040323014 |
| Qualifying information | (electronic bk. : EPUB) |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1201/9781003484912 |
| Source of number or code | doi |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1500087337 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC-P)1500087337 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.22 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029040 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 005000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 034000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | León, Jorge A., |
| Relator term | author. |
| -- | https://id.oclc.org/worldcat/entity/E39PCjvYTbd4TxcFgv64b7tYfq |
| 9 (RLIN) | 95072 |
| 245 10 - TITLE STATEMENT | |
| Title | Theory of Stochastic Integrals / |
| Statement of responsibility, etc. | Jorge A. León. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | First edition. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Boca Raton : |
| Name of producer, publisher, distributor, manufacturer | CRC Press, Taylor & Francis Group, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2025. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xiv, 472 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 |
| 500 ## - GENERAL NOTE | |
| General note | “A Chapman & Hall Book.” |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Basic Tool and Concepts. 2. Riemann-Stieltjes integral. 3. Classical Stochastic Integration. 4. Divergence Operator. 5. Forward Integration. 6. Stratonovich Integration. 7. Stochastic Differential Equations. 8. Appendix. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | In applications of stochastic calculus, there are phenomena that cannot be analyzed through the classical Itô theory. It is necessary, therefore, to have a theory based on stochastic integration with respect to these situations. Theory of Stochastic Integrals aims to provide the answer to this problem by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales, such as Volterra Gaussian processes, or processes with bounded p-variation among which we can mention fractional Brownian motion and Riemann-Liouville fractional process. Features Self-contained treatment of the topic Suitable as a teaching or research tool for those interested in stochastic analysis and its applications Includes original results. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | OCLC-licensed vendor bibliographic record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 95073 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 94263 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 92712 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Taylor & Francis |
| Uniform Resource Identifier | <a href="https://www.taylorfrancis.com/books/9781003484912">https://www.taylorfrancis.com/books/9781003484912</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | OCLC metadata license agreement |
| Uniform Resource Identifier | <a href="http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf">http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | |
No items available.