Brownian motion, martingales, and stochastic calculus (Registro nro. 6826)

Detalles MARC
000 -LEADER
fixed length control field 02653nam a2200373 a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250329170940.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 160504s2016 s 000 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319310893
Qualifying information electronic bk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 3319310895
Qualifying information electronic bk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319310886
Qualifying information print
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 3319310887
Qualifying information (print)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319310886
Qualifying information (print)
040 ## - CATALOGING SOURCE
Original cataloging agency CO-CtgCURN
Language of cataloging spa
Transcribing agency coctgcurn
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.233
Edition information 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Le Gall, J. F.
Fuller form of name (Jean-François),
Relator term autor.
Data provenance http://id.loc.gov/authorities/names/n92097766.
245 10 - TITLE STATEMENT
Title Brownian motion, martingales, and stochastic calculus
Medium [electronic resource] /
Statement of responsibility, etc. Jean-François Le Gall.
260 #4 - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Switzerland : : :
Name of publisher, distributor, etc. Springer,,,
Date of publication, distribution, etc. 2016.
260 #1 - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2016.
300 ## - PHYSICAL DESCRIPTION
Extent 1 recurso en línea (xi, 273 páginas) :
Other physical details ilustraciones (some color)
336 ## - CONTENT TYPE
Content type term texto
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computador
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term recurso en línea
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Graduate texts in mathematics,
International Standard Serial Number 0072-5285 ;
Volume/sequential designation 274
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Incluye referencias bibliográficas e índice.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stochastic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References.
520 ## - SUMMARY, ETC.
Summary, etc. Este libro ofrece una presentación rigurosa y autónoma de la integración estocástica y el cálculo estocástico dentro del marco general de semimartingales continuos. Las principales herramientas del cálculo estocástico, incluida la fórmula de It, el teorema de detención opcional y el teorema de Girsanov, se tratan en detalle junto con muchos ejemplos ilustrativos. El libro también contiene una introducción a los procesos de Markov, con aplicaciones a soluciones de ecuaciones diferenciales estocásticas y a conexiones entre el movimiento browniano y las ecuaciones diferenciales parciales. La teoría de los tiempos locales de semimartingales se discute en el último capítulo.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Procesos de movimiento Browniano.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Martingales (Matemáticas)
856 7# - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://unicurn.sharepoint.com/:b:/s/biblioteca/Ee2k527yCapIsuMNdBECsZIBlxRA1BLy1-ZseeWfGS0jAQ?e=gq0J6s">https://unicurn.sharepoint.com/:b:/s/biblioteca/Ee2k527yCapIsuMNdBECsZIBlxRA1BLy1-ZseeWfGS0jAQ?e=gq0J6s</a>
Public note <img src="/screens/gifs/go4.gif" alt="Go button" border="0" width="21" height="21" hspace="7" align=middle"> Vea este libro electrónico
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Libros electrónicos
Classification part 519.233
Item part L496
Source of classification or shelving scheme Dewey Decimal Classification
Existencias
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Total checkouts Full call number Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Libros electrónicos Miguel Henríquez Castañeda Miguel Henríquez Castañeda   03/29/2025   519.233 L496 03/29/2025 03/29/2025 Libros electrónicos