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100710s2010 xxu| s |||| 0|eng d |
| 020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
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| International Standard Book Number |
9780387878621 |
| -- |
978-0-387-87862-1 |
| 040 ## - FUENTE DE CATALOGACIÓN |
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| Transcribing agency |
MX-MeUAM |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
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| Classification number |
QA273.A1-274.9 |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
|---|
| Classification number |
QA274-274.9 |
| 082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
|---|
| Classification number |
519.2 |
| Edition number |
23 |
| 100 1# - ASIENTO PRINCIPAL--NOMBRE PERSONAL |
|---|
| Personal name |
Gusak, Dmytro. |
| Relator term |
author. |
| 245 10 - MENCIÓN DE TITULO |
|---|
| Title |
Theory of Stochastic Processes |
| Medium |
[recurso electrónico] : |
| Remainder of title |
With Applications to Financial Mathematics and Risk Theory / |
| Statement of responsibility, etc. |
by Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2010. |
| 300 ## - DESCRIPCIÓN FÍSICA |
|---|
| Extent |
XII, 376p. 8 illus. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - MENCIÓN DE SERIE |
|---|
| Series statement |
Problem Books in Mathematics, |
| International Standard Serial Number |
0941-3502 |
| 505 0# - NOTA DE CONTENIDO |
|---|
| Formatted contents note |
Definition of stochastic process. Cylinder s-algebra, finite-dimensional distributions, the Kolmogorov theorem -- Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions -- Trajectories. Modifications. Filtrations -- Continuity. Differentiability. Integrability -- Stochastic processes with independent increments. Wiener and Poisson processes. Poisson point measures -- Gaussian processes -- Martingales and related processes in discrete and continuous time. Stopping times -- Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values -- Prediction and interpolation -- Markov chains: Discrete and continuous time -- Renewal theory. Queueing theory -- Markov and diffusion processes -- Itô stochastic integral. Itô formula. Tanaka formula -- Stochastic differential equations -- Optimal stopping of random sequences and processes -- Measures in a functional spaces. Weak convergence, probability metrics. Functional limit theorems -- Statistics of stochastic processes -- Stochastic processes in financial mathematics (discrete time) -- Stochastic processes in financial mathematics (continuous time) -- Basic functionals of the risk theory. |
| 520 ## - NOTA DE RESUMEN, ETC. |
|---|
| Summary, etc. |
This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory. The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields. The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given. The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions. This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes. |
| 596 ## - |
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| -- |
19 |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Mathematics. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Distribution (Probability theory). |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Economics |
| General subdivision |
Statistics. |
| 650 14 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Mathematics. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
|---|
| Personal name |
Kukush, Alexander. |
| Relator term |
author. |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
|---|
| Personal name |
Kulik, Alexey. |
| Relator term |
author. |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
|---|
| Personal name |
Mishura, Yuliya. |
| Relator term |
author. |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
|---|
| Personal name |
Pilipenko, Andrey. |
| Relator term |
author. |
| 710 2# - ASIENTO SECUNDARIO - NOMBRE CORPORATIVO |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9780387878614 |
| 830 #0 - ASIENTO SECUNDARIO DE SERIE--TITULO UNIFORME |
|---|
| Uniform title |
Problem Books in Mathematics, |
| International Standard Serial Number |
0941-3502 |
| 856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
|---|
| Public note |
Libro electrónico |
| Uniform Resource Identifier |
<a href="http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-0-387-87862-1">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-0-387-87862-1</a> |
| 942 ## - TIPO DE MATERIAL (KOHA) |
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| Koha item type |
Libro Electrónico |
