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20070423175500.0 |
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060106s2006 nyua b 001 0 eng d |
| 010 |
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|a 2005935287
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| 020 |
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|a 0387287205 (pbk.)
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| 024 |
3 |
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|a 9780387287201 (pbk.)
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| 040 |
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|a MIA
|c MIA
|d OrLoB-B
|d UtOrBLW
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| 050 |
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4 |
|a QA274.22
|b .K86 2006
|
| 090 |
|
|
|a QA274.22
|b .K86 2006
|
| 100 |
1 |
|
|a Kuo, Hui-Hsiung,
|d 1941-
|0 http://id.loc.gov/authorities/names/n94024581
|1 http://viaf.org/viaf/69226093
|
| 245 |
1 |
0 |
|a Introduction to stochastic integration /
|c Hui-Hsiung Kuo.
|
| 260 |
|
|
|a New York, NY :
|b Springer Science+Business Media,
|c c2006.
|
| 300 |
|
|
|a xiii, 278 p. ;
|c 24 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 504 |
|
|
|a Includes bibliographical references (p. [267]-270) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Introduction --
|g 2.
|t Brownian motion --
|g 3.
|t Constructions of Brownian motion --
|g 4.
|t Stochastic integrals --
|g 5.
|t An extension of stochastic integrals --
|g 6.
|t Stochastic integrals for martingales --
|g 7.
|t The Ito formula --
|g 8.
|t Applications of the Ito formula --
|g 9.
|t Multiple Wiener-Ito integrals --
|g 10.
|t Stochastic differential equations --
|g 11.
|t Some applications and additional topics.
|
| 650 |
|
0 |
|a Stochastic integrals.
|0 http://id.loc.gov/authorities/subjects/sh85067115
|
| 650 |
|
0 |
|a Martingales (Mathematics)
|0 http://id.loc.gov/authorities/subjects/sh85081645
|
| 650 |
|
7 |
|a Martingales (Mathematics)
|2 fast
|0 http://id.worldcat.org/fast/fst01010880
|
| 650 |
|
7 |
|a Stochastic integrals.
|2 fast
|0 http://id.worldcat.org/fast/fst01133512
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)62792507
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 6b197a1f-301c-5c2c-af4b-b148a84dd98e
|s 145b0c01-9f97-560a-9ffe-8a5ad86b9572
|
| 928 |
|
|
|t Library of Congress classification
|a QA274.22 .K86 2006
|l JCL
|c JCL-Sci
|i 4992750
|
| 927 |
|
|
|t Library of Congress classification
|a QA274.22 .K86 2006
|l JCL
|c JCL-Sci
|e CRERAR
|b 75040589
|i 7959439
|
