| Record ID | marc_columbia/Columbia-extract-20221130-013.mrc:300513677:2357 |
| Source | marc_columbia |
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LEADER: 02357cam a22004334a 4500
001 6360407
005 20221122025314.0
008 071112t20082008gw b 001 0 eng c
010 $a 2007939114
020 $a3540758720 (softcover : alk. paper)
020 $a9783540758723 (softcover : alk. paper)
020 $z9783540758730 (e-ISBN)
020 $z3540758739 (e-ISBN)
035 $a(OCoLC)181090553
035 $a(OCoLC)ocn181090553
035 $a(NNC)6360407
035 $a6360407
040 $aYDXCP$beng$cYDXCP$dDLC$dBTCTA$dBAKER$dOHX$dOSU$dBUF$dMUU$dTJC$dCDX$dMUQ$dVOD$dIQU$dAU@$dMTG$dIG#
042 $apcc
050 00 $aQA274.75$b.M57 2008
082 00 $a530.4/750151922$223
084 $a60G15$a60G44$a60G60$a60H05$a60H07$a60H10$a60H40$a91B24$a91B28$2msc
100 1 $aMishura, I︠U︡lii︠a︡ S.$0http://id.loc.gov/authorities/names/nb2008001326
245 10 $aStochastic calculus for fractional Brownian motion and related processes /$cYuliya S. Mishura.
246 30 $aFractional Brownian motion and related processes
260 $aBerlin ;$aNew York :$bSpringer-Verlag,$c[2008], ©2008.
300 $axvii, 393 pages ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aLecture notes in mathematics,$x0075-8434 ;$v1929
504 $aIncludes bibliographical references (p. [369]-389) and index.
505 0 $aWiener integration with respect to fractional Brownian motion -- Stochastic integration with respect to fBm and related topics -- Stochastic differential equations involving fractional Brownian motion -- Filtering in systems with fractional Brownian noise -- Financial applications of fractional Brownian motion -- Tactical inference with fractional Brownian motion -- A: Mandelbrot-van Ness representation : some related calculations -- Approximation of beta integrals and estimation of kernels.
650 0 $aBrownian motion processes$xMathematical models.
650 0 $aStochastic analysis.$0http://id.loc.gov/authorities/subjects/sh85128175
650 6 $aAnalyse stochastique.
650 6 $aMouvement brownien, Processus de$xModèles mathématiques.
650 6 $aMouvement brownien$xModèles mathématiques.
830 0 $aLecture notes in mathematics (Springer-Verlag) ;$v1929.$0http://id.loc.gov/authorities/names/n42015165
852 00 $bmat$hQA3$i.L49 v.1929