Introduction to stochastic processes (Record no. 7195)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02926nam a22002057a 4500 |
| 005 - DATE & TIME | |
| control field | 20220729134239.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220729b |||||||| |||| 00| 0 eng d |
| 020 ## - ISBN | |
| International Standard Book Number | 9789814740302 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | S.X.U.K |
| 041 ## - Language | |
| Language | English |
| 082 ## - DDC NUMBER | |
| Classification number | R 519.23 CHE(INT) |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Chen, Mu-Fa |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction to stochastic processes |
| Statement of responsibility | Mu-Fa Chen, Yong-Hua Mao |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Beijing |
| Name of publisher, distributor, etc | Higher education press |
| -- | World scientific |
| Date of publication, distribution, etc | c2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Pages | 230p |
| Other Details | H.B. |
| 440 ## - Series Statement | |
| Series Title | World scientific series on probability theory and applications V.2 |
| 500 ## - GENERAL NOTE | |
| General note | Cover Page<br/>Title Page<br/>Copyright Page<br/>Preface to the English Edition<br/>Preface to the Chinese Edition<br/>Contents<br/>Markov Processes<br/>1. Discrete-Time Markov Chains<br/>1.1 Stochastic Models for Economic Optimization and Markov Chains<br/>1.2 Discrete-Time Markov Chains. Recurrence and Ergodicity<br/>1.3 Limit Theorems in General Situation<br/>1.4 Criteria. The Minimal Nonnegative Solution<br/>1.5 Some Typical Discrete-Time Markov Chains<br/>1.6 Supplements and Exercises<br/>2. Continuous-Time Markov Chains<br/>2.1 Continuous-Time Markov Chains. Uniqueness<br/>2.2 Recurrence and Ergodicity<br/>2.3 Single Birth Processes and Birth-Death Processes<br/>2.4 Branching Processes and Extended Branching Processes<br/>2.5 Supplements and Exercises<br/>3. Reversible Markov Chains<br/>3.1 Reversible and Symmetrizable Markov Chains<br/>3.2 Estimate of Spectral Gap<br/>3.3 Appendix: Spectral Representation of Reversible Markov Chains<br/>3.4 Supplements and Exercises<br/>4. General Markov Processes<br/>4.1 Markov Property and Its Equivalence<br/>4.2 Strong Markov Property<br/>4.3 Appendix: Optimal Stopping Problem—The Secretary Problem<br/>4.4 Supplements and Exercises<br/>Stochastic Analysis<br/>5. Martingale<br/>5.1 Definitions and Basic Properties<br/>5.2 Doob’s Stopping Theorem<br/>5.3 Fundamental Inequalities<br/>5.4 Convergence Theorems<br/>5.5 Continuous-Time (Sub/Super) Martingale<br/>5.6 Two Applications of Martingale Theory<br/>5.7 Supplements and Exercises<br/>6. Brownian Motion<br/>6.1 Brownian Motion<br/>6.2 The Trajectory Property<br/>6.3 Martingale Property of Brownian Motion<br/>6.4 Multi-Dimensional Brownian Motion<br/>6.5 Supplements and Exercises<br/>7. Stochastic Integral and Diffusion Processes<br/>7.1 Stochastic Integral<br/>7.2 Itô’s Formula<br/>7.3 Stochastic Differential Equation (SDE) (Dimension One)<br/>7.4 One-Dimensional Diffusion Process<br/>7.5 Supplements and Exercises<br/>8. Semimartingale and Stochastic Integral<br/>8.1 Uniqueness of Doob-Meyer Decomposition<br/>8.2 Existence of Doob-Meyer Decomposition<br/>8.3 Properties of Variation Processes<br/>8.4 Stochastic Integral<br/>8.5 Itô’s Formula<br/>8.6 Local Martingale and Semimartingale<br/>8.7 Multivariate Stochastic Integral<br/>8.8 Stochastic Differential Equation (Multidimension)<br/>8.9 Feynman-Kac Formula, Random Change of Time, and Girsanov’s Theorem<br/>8.10 Supplements and Exercises<br/>Notes<br/>Bibliography<br/>Index<br/> |
| 650 ## - Subject | |
| Subject | PROBABILITIES |
| -- | APPLIED MATHEMATICS |
| -- | STOCHASTIC PROCESS |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | REFERENCE STATISTICS |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Koha collection | Location (home branch) | Sublocation or collection (holding branch) | Shelving location | Date acquired | Source of acquisition | Serial Enumeration / chronology | Koha issues (times borrowed) | Koha full call number | Barcode (Accession No.) | Koha date last seen | Copy Number | Price effective from | Koha item type |
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| Dewey Decimal Classification | Not For Loan | Reference | St. Xavier's University, Kolkata | St. Xavier's University, Kolkata | Reference Section | 07/29/2022 | ANY BOOK SUPPLY | S.X.U.K | R 519.23 CHE(INT) | US6934 | 07/29/2022 | 6934 | 07/29/2022 | REFERENCE STATISTICS |