Stochastic Integrals (Record no. 30119)
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000 -LEADER | |
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fixed length control field | 03008nam a22004695i 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9783540386131 |
-- | 978-3-540-38613-1 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
245 10 - TITLE STATEMENT | |
Title | Stochastic Integrals |
Sub Title | Proceedings of the LMS Durham Symposium, July 7 – 17, 1980 / |
Statement of responsibility, etc | edited by David Williams. |
260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | Berlin, Heidelberg : |
Name of publisher | Springer Berlin Heidelberg, |
Year of publication | 1981. |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | XII, 544 p. |
Other physical details | online resource. |
490 1# - SERIES STATEMENT | |
Series statement | Lecture Notes in Mathematics, |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | “To begin at the beginning: …” -- Stochastic integrals: Basic theory -- Stochastic integration and discontinuous martingales -- Martingales, the Malliavin calculus and Hörmander's theorem -- On a representation of local martingale additive functionals of symmetric diffusions -- Set-parametered martingales and multiple stochastic integration -- Generalized ornstein — Uhlenbeck processes as limits of interacting systems -- Weak and strong solutions of stochastic differential equations: Existence and stability -- On the decomposition of solutions of stochastic differential equations -- A differential geometric formalism for the ito calculus -- Homogenization and stochastic parallel displacement -- Bessel processes and infinitely divisible laws -- Euclidean quantum mechanics and stochastic integrals -- The malliavin calculus and its applications -- The probability functionals (Onsager-machlup functions) of diffusion processes -- Ito and girsanov formulae for two parameter processes -- Lp-inequalities for two-parameter martingales -- Dirichlet processes -- Brownian motion, negative curvature, and harmonic maps -- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations -- Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Mathematics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Distribution (Probability theory). |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Mathematics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Probability Theory and Stochastic Processes. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Williams, David. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/BFb0088719 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | E-BOOKS |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg, |
-- | 1981. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
-- | 0075-8434 ; |
Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
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IMSc Library | EBK825 | http://dx.doi.org/10.1007/BFb0088719 | E-BOOKS |