| Record ID | marc_loc_2016/BooksAll.2016.part41.utf8:126097796:1134 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part41.utf8:126097796:1134?format=raw |
LEADER: 01134cam a22003257i 4500
001 2013942002
003 DLC
005 20150623081814.0
008 130604t20132013enk b 001 0 eng d
010 $a 2013942002
020 $a9781447153306 (alk., paper)
020 $a1447153308 (alk., paper)
020 $z9781447153313 (ebook)
035 $a(OCoLC)ocn857288054
040 $aCDX$beng$cCDX$erda$dOCLCO$dYDXCP$dOCLCQ$dIXA$dDLC
042 $alccopycat
050 00 $aQA274.23$b.D45 2013
082 04 $a515/.35$223
100 1 $aDelong, Łukasz,$eauthor.
245 10 $aBackward stochastic differential equations with jumps and their actuarial and financial applications :$bBSDEs with jumps /$cŁukasz Delong.
264 1 $aLondon ;$aNew York :$bSpringer,$c[2013]
264 4 $c©2013
300 $ax, 288 pages ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
490 1 $aEAA series,$x1869-6929
504 $aIncludes bibliographical references (pages 279-286) and index.
650 0 $aStochastic differential equations.
830 0 $aEAA series.$x1869-6929