Introduction to stochastic processes (Record no. 990591)
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| 000 -LEADER | |
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| fixed length control field | 01550nam a2200217Ia 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20241025163614.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240422s9999||||xx |||||||||||||| ||und|| |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781944660512 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Item number | CHE |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Chen, Mu-Fa |
| 9 (RLIN) | 18167 |
| 245 #0 - TITLE STATEMENT | |
| Title | Introduction to stochastic processes |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | Higher Education Press Limited Company |
| Date of publication, distribution, etc. | 2023 |
| Place of publication, distribution, etc. | Beijing |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 230 p. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | World Scientific series on probability theory and its applications, v. 2 |
| 9 (RLIN) | 18168 |
| 500 ## - GENERAL NOTE | |
| General note | 1. Discrete-Time Markov Chains 2. Continuous-Time Markov Chains 3. Reversible Markov Chains 4. General Markov Processes 5. Martingale 6. Brownian Motion 7. Stochastic Integral and Diffusion Processes 8. Semimartingale and Stochastic Integral |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book introduces stochastic processes in a concise manner, focusing on Markov chains and stochastic analysis. It covers ergodicity, recurrence, and various types of ergodicity using modern techniques like coupling and duality methods. The book also covers martingale theory, Brownian motions, stochastic integral, stochastic differential equations, and multidimensional stochastic integral and equations. It introduces topics like the Feynman-Kac formula, random time transform, and Girsanov transform, and the Brunn-Minkowski inequality in convex geometry. The book also features modern probability theory used in fields like MCMC and convex geometry and number theory. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic processes |
| 9 (RLIN) | 12388 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mao, Yong-Hua |
| 9 (RLIN) | 18169 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| 947 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| a | 1195 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Non-fiction | Jammu | Jammu | General Stacks | 02/05/2024 | Technical Bureau | 812.60 | 519.2 CHE | IIMJ-8949 | 02/05/2024 | 1195.00 | 02/05/2024 | Book |