Stochastic Analysis 2010 (Record no. 107049)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03462nam a22004335i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-642-15358-7 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220083747.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 101127s2011 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783642153587 |
| -- | 978-3-642-15358-7 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-642-15358-7 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Crisan, Dan. |
| Relator term | editor. |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Analysis 2010 |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | edited by Dan Crisan. |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg, |
| -- | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | VIII, 299p. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | D.Crisan: Introduction to the Volume -- V. Bally and E. Clément: Integration by Parts Formula with Respect to Jump Times for Stochastic Differential Equations -- V. Ortiz-López and M. Sanz-Solé: A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three -- X.-M. Li: Intertwinned Diffusions Operators by Examples -- L. G. Gyurkó and T. Lyons: Effcient and practical implementations of Cubature on Wiener space -- T. Kurtz: Equivalence of Stochastic Equations and Martingale Problems -- I. Gyöngy and N.V. Krylov: Accelerated Numerical Schemes for PDEs and SPDEs -- A. Papavasilio: Coarse-Grained Modeling of Multiscale Diffusions: The p-variation Estimates -- V.N. Stanciulescu and M.V. Tretyakov: Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics -- S. Davie: Individual Path Uniqueness of Solutions of Stochastic differential equations -- V. Kolokoltsov: Stochastic Integrals and SDE Driven by Nonlinear Levy Noise -- R. Tunaru: Discrete Algorithms for Multivariate Financial Calculus -- D. Brody, L. Hughston and A. Macrina: Credit Risk, Market Sentiment, and Randomly-Timed Default -- M. Kelbert and Y. Suhov: Continuity of mutual entropy in the limiting signal-to-noise ratio regimes. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume “Stochastic Analysis 2010” provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783642153570 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-642-15358-7 |
| 912 ## - | |
| -- | ZDB-2-SMA |
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