MARC details
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04242nam a22004935i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-0-387-87862-1 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20251006084428.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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100710s2010 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780387878621 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
99780387878621 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-0-387-87862-1 |
| Source of number or code |
doi |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 |
| Edition information |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Gusak, Dmytro. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Theory of Stochastic Processes |
| Medium |
[electronic resource] : |
| Remainder of title |
With Applications to Financial Mathematics and Risk Theory / |
| Statement of responsibility, etc. |
by Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2010. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
XII, 376p. 8 illus. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Problem Books in Mathematics, |
| International Standard Serial Number |
0941-3502 |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Definition of stochastic process. Cylinder σ-algebra, finite-dimensional distributions, the Kolmogorov theorem -- Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions -- Trajectories. Modifications. Filtrations -- Continuity. Differentiability. Integrability -- Stochastic processes with independent increments. Wiener and Poisson processes. Poisson point measures -- Gaussian processes -- Martingales and related processes in discrete and continuous time. Stopping times -- Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values -- Prediction and interpolation -- Markov chains: Discrete and continuous time -- Renewal theory. Queueing theory -- Markov and diffusion processes -- Itô stochastic integral. Itô formula. Tanaka formula -- Stochastic differential equations -- Optimal stopping of random sequences and processes -- Measures in a functional spaces. Weak convergence, probability metrics. Functional limit theorems -- Statistics of stochastic processes -- Stochastic processes in financial mathematics (discrete time) -- Stochastic processes in financial mathematics (continuous time) -- Basic functionals of the risk theory. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory. The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields. The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given. The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions. This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
MATHEMATICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
DISTRIBUTION (PROBABILITY THEORY). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
ECONOMICS |
| General subdivision |
STATISTICS. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
MATHEMATICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
PROBABILITY THEORY AND STOCHASTIC PROCESSES. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
STATISTICS FOR BUSINESS/ECONOMICS/MATHEMATICAL FINANCE/INSURANCE. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kukush, Alexander. |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kulik, Alexey. |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mishura, Yuliya. |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Pilipenko, Andrey. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Printed edition: |
| International Standard Book Number |
9780387878614 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Problem Books in Mathematics, |
| International Standard Serial Number |
0941-3502 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-0-387-87862-1">http://dx.doi.org/10.1007/978-0-387-87862-1</a> |
| Public note |
Ver el texto completo en las instalaciones del CICY |
| 912 ## - |
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| -- |
ZDB-2-SMA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Libros electrónicos |
