Brownian motion, martingales, and stochastic calculus (Registro nro. 87584)

Detalles MARC
000 -LEADER
fixed length control field 02488nam a2200397 a 4500
003 - CONTROL NUMBER IDENTIFIER
control field co-ctgiumayor
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240709090457.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu---uuuuu
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 160504s2016 s 000 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319310893
Qualifying information electronic bk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 3319310895
Qualifying information electronic bk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319310886
Qualifying information print
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 3319310887
Qualifying information (print)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319310886
Qualifying information (print)
040 ## - CATALOGING SOURCE
Original cataloging agency CO-CtgIUMC
Language of cataloging spa
Transcribing agency coctgiumc
Modifying agency rda
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.233
Item number L496
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Le Gall, J. F.
Fuller form of name (Jean-François),
Relator term autor.
245 10 - TITLE STATEMENT
Title Brownian motion, martingales, and stochastic calculus
Medium [electronic resource] /
Statement of responsibility, etc. Jean-François Le Gall.
264 #4 - 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
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Date of production, publication, distribution, manufacture, or copyright notice 2016
300 ## - PHYSICAL DESCRIPTION
Extent 1 recurso en línea (xi, 273 páginas) :
Other physical details ilustraciones (some color)
336 ## - CONTENT TYPE
Content type term texto
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computador
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term recurso en línea
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Graduate texts in mathematics,
International Standard Serial Number 0072-5285 ;
Volume/sequential designation 274
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Incluye referencias bibliográficas e índice.
505 0# - FORMATTED CONTENTS NOTE
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.
Summary, etc. Este libro ofrece una presentación rigurosa y autónoma de la integración estocástica y el cálculo estocástico dentro del marco general de semimartingales continuos. Las principales herramientas del cálculo estocástico, incluida la fórmula de It, el teorema de detención opcional y el teorema de Girsanov, se tratan en detalle junto con muchos ejemplos ilustrativos. El libro también contiene una introducción a los procesos de Markov, con aplicaciones a soluciones de ecuaciones diferenciales estocásticas y a conexiones entre el movimiento browniano y las ecuaciones diferenciales parciales. La teoría de los tiempos locales de semimartingales se discute en el último capítulo.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Procesos de movimiento Browniano.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Martingales (Matemáticas)
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Química.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Bótanica.
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://drive.google.com/file/d/1RYdaJ9gquEJSUAwXQwaKib8LWhYj1f1K/view?usp=sharing">https://drive.google.com/file/d/1RYdaJ9gquEJSUAwXQwaKib8LWhYj1f1K/view?usp=sharing</a>
Public note Dar click aqui para ver texto completo
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Libros electrónicos
Source of classification or shelving scheme Dewey Decimal Classification
Existencias
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total checkouts Full call number Date last seen Price effective from Koha item type
        Institución Universitaria Mayor de Cartagena - Sede Centro Institución Universitaria Mayor de Cartagena - Sede Centro 02/11/2024   519.233 L496 02/11/2024 02/11/2024 Libros electrónicos

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