| 000 -LEADER |
|---|
| fixed length control field |
02506cam a22003618i 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
240722s2024 nyu b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| ISBN |
9781470478391 (PB) |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER |
|---|
| Universal Decimal Classification number |
519.216 -7 |
| Item number |
HOL |
| 100 1# - MAIN ENTRY--AUTHOR NAME |
|---|
| Personal name |
Holmes-Cerfon, Miranda, |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Applied stochastic analysis |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
New York |
| Name of publisher |
Courant Institute of Mathematical Sciences |
| -- |
American Mathematical Society |
| Year of publication |
2024 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
xiii, 236p. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Courant lecture notes |
| Volume number/sequential designation |
Vol. 33 |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Includes Index |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliography (p. 227-231) and references |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This textbook introduces the major ideas of stochastic analysis with a view to modeling or simulating systems involving randomness. Suitable for students and researchers in applied mathematics and related disciplines, this book prepares readers to solve concrete problems arising in physically motivated models. The author's practical approach avoids measure theory while retaining rigor for cases where it helps build techniques or intuition. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Stochastic analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Stochastic integrals. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Markov processes. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability theory and stochastic processes -- Markov processes -- Markov chains (discrete-time Markov processes on discrete state spaces). |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.). |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability theory and stochastic processes -- Stochastic processes -- Foundations of stochastic processes. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability theory and stochastic processes -- Stochastic processes -- General theory of processes. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic integrals. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability theory and stochastic processes -- Stochastic analysis -- Computational methods for stochastic equations. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability theory and stochastic processes -- Markov processes -- Continuous-time Markov processes on general state spaces. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methods. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) |
|---|
| Topical term or geographic name as entry element |
Mathematics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
BOOKS |
