rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Stochastic calculus
    sub title: a practical introduction
  name:
    name part: Durrett, Richard
    name part: 1951-
    role:
      role term: creator
  name:
    name part: Taylor & Francis
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: flu
    place:
      place term: Boca Raton
    publisher: CRC Press
    date issued: ©1996
    date issued: 1996
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource
  abstract: This compact yet thorough text zeros in on the parts of the theory that are useful for applications to mathematical finance, queuing theory, biology, and physics. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one dimensional case. This time-saving book concludes by treating semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.
  table of contents: 1. Brownian Motion -- 2. Stochastic Integration -- 3. Brownian Motion, II -- 4. Partial Differential Equations -- 5. Stochastic Differential Equations -- 6. One Dimensional Diffusions -- 7. Diffusions as Markov Processes -- 8. Weak Convergence.
  note: Richard Durrett.
  note: Includes bibliographical references and index.
  subject:
    topic: Stochastic analysis
  subject:
    topic: Stochastic processes
  subject:
    topic: Stochastic Processes
  subject:
    topic: Analyse stochastique
  subject:
    topic: Processus stochastiques
  subject:
    topic: MATHEMATICS
    topic: Applied
  subject:
    topic: MATHEMATICS
    topic: Probability & Statistics
    topic: General
  subject:
    topic: Stochastic processes
  subject:
    topic: Stochastic analysis
  classification: QA274.2 .D87 1996
  classification: 519.2
  classification: QA 274.2 D965s 1996
  classification: 31.70
  related item:
    title info:
      title: Brownian motion and martingales in analysis
    name:
      name part: Durrett, Richard,
      name part: 1951-
  related item:
    title info:
      title: Stochastic calculus
    name:
      name part: Durrett, Richard, 1951-
    origin info:
      publisher: Boca Raton : CRC Press, ©1996
    identifier: (DLC) 96024642
    identifier: (OCoLC)34894437
  related item:
    title info:
      title: Probability and stochastics series
  identifier: 9780203738283
  identifier: 0203738284
  identifier: 9781351413749
  identifier: 1351413740
  identifier: 0849380715
  identifier: 9780849380716
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: YDX
    record creation date: 180413
    record change date: 20241111204749.7
    record identifier: in00005528076
    language of cataloging:
      language term: eng