Inhomogeneous random evolutions and their applications / (Record no. 74686)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 05184cam a22005898i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9780429457548 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220531132616.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m d | | |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190612t20192018flu ob 001 0 eng |
| 040 ## - Cataloging Source | |
| -- | OCoLC-P |
| -- | eng |
| -- | rda |
| -- | OCoLC-P |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780429457548 |
| -- | (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0429457545 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780429855054 |
| -- | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0429855052 |
| -- | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780429855047 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0429855044 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781138313477 |
| -- | (hardback) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1105736142 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC-P)1105736142 |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| 072 #7 - | |
| -- | MAT |
| -- | 000000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | MAT |
| -- | 029000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | MAT |
| -- | 029010 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBT |
| -- | bicssc |
| 082 00 - | |
| -- | 515/.732 |
| -- | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Svishchuk, A. V. |
| Fuller form of name | (Anatoliĭ Vitalʹevich), |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Inhomogeneous random evolutions and their applications / |
| Statement of responsibility, etc. | by Anatoliy Swishchuk. |
| 264 #1 - | |
| -- | Boca Raton, FL : |
| -- | CRC Press, Taylor & Francis Group, |
| -- | [2019] |
| 264 #4 - | |
| -- | ©2018 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | n |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | nc |
| -- | rdacarrier |
| 520 ## - | |
| -- | "The book deals with inhomogeneous REs and their applications, which are more general and more applicable because they describe in a much better way the evolutions of many processes in real world, which have no homogeneous evolution/behaviour, including economics, finance and insurance"-- |
| -- | Provided by publisher. |
| 505 0# - | |
| -- | Cover; Half Title; Title Page; Copyright Page; Dedication; Contents; Preface; Acknowledgments; Introduction; Part I: Stochastic Calculus in Banach Spaces; 1. Basics in Banach Spaces; 1.1 Random Elements, Processes and Integrals in Banach Spaces; 1.2 Weak Convergence in Banach Spaces; 1.3 Semigroups of Operators and Their Generators; Bibliography; 2. Stochastic Calculus in Separable Banach Spaces; 2.1 Stochastic Calculus for Integrals over Martingale Measures; 2.1.1 The Existence of Wiener Measure and Related Stochastic Equations; 2.1.2 Stochastic Integrals over Martingale Measures |
| 505 8# - | |
| -- | 2.1.2.1 Orthogonal Martingale Measures2.1.2.2 Ito's Integrals over Martingale Measures; 2.1.2.3 Symmetric (Stratonovich) Integral over Martingale Measure; 2.1.2.4 Anticipating (Skorokhod) Integral over Martingale Measure; 2.1.2.5 Multiple Ito's Integral over Martingale Measure; 2.1.3 Stochastic Integral Equations over Martingale Measures; 2.1.4 Martingale Problems Associated with Stochastic Equations over Martingale Measures; 2.1.5 Evolutionary Operator Equations Driven by Wiener Martingale Measures; 2.2 Stochastic Calculus for Multiplicative Operator Functionals (MOF) |
| 505 8# - | |
| -- | 2.2.1 Definition of MOF2.2.2 Properties of the Characteristic Operator of MOF; 2.2.3 Resolvent and Potential for MOF; 2.2.4 Equations for Resolvent and Potential for MOF; 2.2.5 Analogue of Dynkin's Formulas (ADF) for MOF; 2.2.6 Analogue of Dynkin's Formulae (ADF) for SES; 2.2.6.1 ADF for Traffic Processes in Random Media; 2.2.6.2 ADF for Storage Processes in Random Media; 2.2.6.3 ADF for Diffusion Process in Random Media; Bibliography; 3. Convergence of Random Bounded Linear Operators in the Skorokhod Space; 3.1 Introduction |
| 505 8# - | |
| -- | 3.2 D-Valued Random Variables and Various Propertieson Elements of D3.3 Almost Sure Convergence of D-Valued RandomVariables; 3.4 Weak Convergence of D-Valued Random Variables; Bibliography; Part II: Homogeneous and Inhomogeneous Random Evolutions; 4. Homogeneous Random Evolutions (HREs) and their Applications; 4.1 Random Evolutions; 4.1.1 Definition and Classification of Random Evolutions; 4.1.2 Some Examples of RE; 4.1.3 Martingale Characterization of Random Evolutions; 4.1.4 Analogue of Dynkin's Formula for RE (see Chapter 2); 4.1.5 Boundary Value Problems for RE (see Chapter 2) |
| 505 8# - | |
| -- | 4.2 Limit Theorems for Random Evolutions4.2.1 Weak Convergence of Random Evolutions (see Chapter 2 and 3); 4.2.2 Averaging of Random Evolutions; 4.2.3 Diffusion Approximation of Random Evolutions; 4.2.4 Averaging of Random Evolutions in Reducible Phase Space Merged Random Evolutions; 4.2.5 Diffusion Approximation of Random Evolutions in Reducible Phase Space; 4.2.6 Normal Deviations of Random Evolutions; 4.2.7 Rates of Convergence in the Limit Theorems for RE; Bibliography; 5. Inhomogeneous Random Evolutions (IHREs); 5.1 Propagators (Inhomogeneous Semigroup of Operators) |
| 588 ## - | |
| -- | OCLC-licensed vendor bibliographic record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Insurance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Banach spaces. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / General |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / Probability & Statistics / General |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / Probability & Statistics / Bayesian Analysis |
| Source of heading or term | bisacsh |
| 856 40 - | |
| -- | Taylor & Francis |
| -- | https://www.taylorfrancis.com/books/9780429457548 |
| 856 42 - | |
| -- | OCLC metadata license agreement |
| -- | http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
No items available.