Basic stochastic processes : a course through exercises (Record no. 90255)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00974nam a2200145Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 81-8128-327-9 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Brzezniak, Zdzislaw; Zastawniak, Tomasz |
| 245 ## - TITLE STATEMENT | |
| Title | Basic stochastic processes : a course through exercises |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 1999 |
| Name of publisher, distributor, etc. | Springer Verlag |
| Place of publication, distribution, etc. | Berlin |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | X+225 p. |
| Other physical details | 22 cm ; Pbk |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Review of probability --<br/>2. Conditional expectation --<br/>3. Martingles in discrete time --<br/>4. Martingale inequalities and convergence --<br/>5. Markov chains --<br/>6. Stochastic processes in continuous time --<br/>7. Ito Stocahstic calculus. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic processes |
| -- | Stochastische processen |
| -- | Processos estocasticos |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | H.T. Parekh Library | 25/03/2010 | 17 | 3 | 519.2 BRZ | 29853 | 03/09/2024 | 01/09/2024 | 22/06/2019 | Books |