عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
Qualification
(eISBN)
(Number (ISBN
9781800615588
NATIONAL BIBLIOGRAPHY NUMBER
Number
E4589
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Problems and solutions in stochastic calculus with applications
General Material Designation
[electronic resources: book]
First Statement of Responsibility
Patrik Albin, Kais Hamza, Fima C. Klebaner.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hackensack, NJ
Name of Publisher, Distributor, etc.
World Scientific
Date of Publication, Distribution, etc.
2024.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes index.
CONTENTS NOTE
Text of Note
Preliminaries from calculus -- Concepts of probability theory -- Basic stochastic processes -- Brownian motion calculus -- Stochastic differential equations -- Diffusion processes -- Martingales -- Semimartingales -- Pure jump processes -- Change of probability measure -- Applications in finance -- Applications in biology.
0
SUMMARY OR ABSTRACT
Text of Note
"Problems and Solution in Stochastic Calculus exposes readers to distinct simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus with Applications (3rd Edition) by Fima Klebaner. The current book is authored by three active researchers in the fields of probability, stochastic processes, and their applications in financial mathematics, mathematical biology, and more. The book features problems rooted in their ongoing research. Mathematical finance and biology feature pre-eminently, but the ideas and techniques can equally apply to fields such as engineering and economics. The problems set forth are accessible to students new to the subject, with most of the problems and their solutions centring on a single idea or technique at a time to enhance the ease of learning. While the majority of problems are relatively straightforward, more complex questions are also set in order to challenge the reader as their understanding grows. The book is suitable for either self-study or for instructors, and there are numerous opportunities to generate fresh problems by modifying the ones presented, facilitating a deeper grasp of the material"--
TYPE OF ELECTRONIC RESOURCE NOTE
Text of Note
PDF file.
TOPICAL NAME USED AS SUBJECT
Entry Element
Stochastic analysis.
Entry Element
Stochastic processes.
Entry Element
Calculus.
DEWEY DECIMAL CLASSIFICATION
Edition
23/eng/20240326
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
Albin, Patrik,
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Hamza, Kais.
Klebaner, Fima C.
ORIGINATING SOURCE
Country
Iran
Agency
University of Tehran. Library of College of Science
Date of Transaction
20240731064133.0
Cataloguing Rules (Descriptive Conventions))
rda
ELECTRONIC LOCATION AND ACCESS
Date and Hour of Consultation and Access
UT_SCI_BL_DB_1004916_0001.pdf
e
BL
278840
a
Y
