| 000 | 03052cam a2200553 i 4500 | ||
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| 001 | 9781003484912 | ||
| 003 | FlBoTFG | ||
| 005 | 20251030122253.0 | ||
| 006 | m o d | ||
| 007 | cr cnu|||unuuu | ||
| 008 | 250218s2025 flu go 000 0 eng d | ||
| 040 |
_aOCoLC-P _beng _erda _epn _cOCoLC-P |
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| 020 |
_a9781003484912 _q(electronic bk.) |
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| 020 |
_a1003484913 _q(electronic bk.) |
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| 020 | _z9781032778105 | ||
| 020 | _z9781032778129 | ||
| 020 |
_a9781040322970 _q(electronic bk. : PDF) |
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| 020 |
_a1040322972 _q(electronic bk. : PDF) |
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| 020 |
_a9781040323014 _q(electronic bk. : EPUB) |
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| 020 |
_a1040323014 _q(electronic bk. : EPUB) |
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| 024 | 7 |
_a10.1201/9781003484912 _2doi |
|
| 035 | _a(OCoLC)1500087337 | ||
| 035 | _a(OCoLC-P)1500087337 | ||
| 050 | 4 | _aQA274.22 | |
| 072 | 7 |
_aMAT _x029040 _2bisacsh |
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| 072 | 7 |
_aMAT _x005000 _2bisacsh |
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| 072 | 7 |
_aMAT _x034000 _2bisacsh |
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| 072 | 7 |
_aPBWL _2bicssc |
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| 100 | 1 |
_aLeón, Jorge A., _eauthor. _1https://id.oclc.org/worldcat/entity/E39PCjvYTbd4TxcFgv64b7tYfq _995072 |
|
| 245 | 1 | 0 |
_aTheory of Stochastic Integrals / _cJorge A. León. |
| 250 | _aFirst edition. | ||
| 264 | 1 |
_aBoca Raton : _bCRC Press, Taylor & Francis Group, _c2025. |
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| 300 | _a1 online resource (xiv, 472 pages). | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 500 | _a“A Chapman & Hall Book.” | ||
| 505 | 0 | _a1. 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 | _aIn 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 | _aOCLC-licensed vendor bibliographic record. | ||
| 650 | 0 |
_aStochastic integrals. _995073 |
|
| 650 | 7 |
_aMATHEMATICS / Calculus _2bisacsh _994263 |
|
| 650 | 7 |
_aMATHEMATICS / Mathematical Analysis _2bisacsh _992712 |
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| 856 | 4 | 0 |
_3Taylor & Francis _uhttps://www.taylorfrancis.com/books/9781003484912 |
| 856 | 4 | 2 |
_3OCLC metadata license agreement _uhttp://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
| 942 | _cE-Books | ||
| 999 |
_c67964 _d67964 |
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