MARC details
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03736cam a2200457Ii 4500 |
| 001 - CONTROL NUMBER |
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36200 |
| 003 - CONTROL NUMBER IDENTIFIER |
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0000000000 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20240411192849.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
160527s2016 sz s 000 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2016938909 |
| 019 ## - |
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| -- |
939531849 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
3319310887 |
| Qualifying information |
(print) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783319310886 |
| Qualifying information |
(print) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
3319310895 |
| Qualifying information |
(eBook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9783319310893 |
| Qualifying information |
(eBook) |
| 024 3# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
9783319310886 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)950732866 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
INT |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
INT |
| Modifying agency |
INT |
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OHX |
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HCD |
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YDXCP |
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OCLCF |
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EQO |
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NHM |
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CUY |
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BTCTA |
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BDX |
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MUU |
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S3O |
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OCLCQ |
| 041 1# - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
eng |
| Language code of original |
fre |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA274.75 |
| Item number |
.L4413 2016x |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Le Gall, J. F. |
| Fuller form of name |
(Jean-Fran©ʹois), |
| Relator term |
author. |
| 240 10 - UNIFORM TITLE |
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| Uniform title |
Mouvement brownien, martingales et calcul stochastique. |
| Language of a work |
English |
| 245 10 - TITLE STATEMENT |
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| Title |
Brownian motion, martingales, and stochastic calculus / |
| Statement of responsibility, etc. |
Jean-Franois Le Gall. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Switzerland : |
| Name of producer, publisher, distributor, manufacturer |
Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2016] |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xiii, 273 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Graduate texts in mathematics, |
| International Standard Serial Number |
0072-5285 ; |
| Volume/sequential designation |
274 |
| 500 ## - GENERAL NOTE |
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| General note |
Translated from the French edition published: Berlin: Springer, 2013. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stochastic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including It©þ's formula, the optional stopping theorem and Girsanov's theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by It©þ, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Brownian motion processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Calculus. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Martingales (Mathematics) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Stochastic analysis. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Graduate texts in mathematics ; |
| Volume/sequential designation |
274. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://drive.google.com/file/d/1NAOCb17rI5XFPDRb3QLMVmk7cojCbbDY/view?usp=sharing">https://drive.google.com/file/d/1NAOCb17rI5XFPDRb3QLMVmk7cojCbbDY/view?usp=sharing</a> |
