MARC details
000 -LEADER |
fixed length control field |
02378nam a2200397 i 4500 |
001 - CONTROL NUMBER |
control field |
CR9781316492888 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
UkCbUP |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20240920190516.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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150629s2017||||nyu o ||1 0|eng|d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781316492888 (ebook) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Canceled/invalid ISBN |
9781107140516 (hardback) |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
UkCbUP |
Language of cataloging |
eng |
Description conventions |
rda |
Transcribing agency |
UkCbUP |
041 1# - LANGUAGE CODE |
Language code of text/sound track or separate title |
eng |
Language code of original |
jap |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
QA274.2 |
Item number |
.M3813 2017 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519.2/2 |
Edition number |
23 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Matsumoto, Hiroyuki, |
Dates associated with a name |
1946- |
Relator term |
author. |
240 10 - UNIFORM TITLE |
Uniform title |
Kakuritsu Kaiseki. |
Language of a work |
English |
245 10 - TITLE STATEMENT |
Title |
Stochastic analysis : |
Remainder of title |
Itô and Malliavin calculus in tandem / |
Statement of responsibility, etc. |
Hiroyuki Matsumoto, Aoyama Gakuin University, Japan, Setsuo Taniguchi, Kyushu University, Japan. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
New York : |
Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
Date of production, publication, distribution, manufacture, or copyright notice |
2017. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
1 online resource (xii, 346 pages) : |
Other physical details |
digital, PDF file(s). |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
490 1# - SERIES STATEMENT |
Series statement |
Cambridge studies in advanced mathematics ; |
Volume/sequential designation |
159 |
500 ## - GENERAL NOTE |
General note |
Translated and adapted from the Japanese edition: Kakuritsu Kaiseki, 2013. |
500 ## - GENERAL NOTE |
General note |
Title from publisher's bibliographic system (viewed on 02 Dec 2016). |
520 ## - SUMMARY, ETC. |
Summary, etc. |
Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Stochastic analysis. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Taniguchi, Setsuo, |
Dates associated with a name |
1956- |
Relator term |
author. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Relationship information |
Print version: |
International Standard Book Number |
9781107140516 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Cambridge studies in advanced mathematics ; |
Volume/sequential designation |
159. |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://doi.org/10.1017/9781316492888">https://doi.org/10.1017/9781316492888</a> |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
eBooks |