Introduction to Stochastic Calculus (Record no. 58581)
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| fixed length control field | 02542nam a22002777a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211112114043.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 211112b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789386279729 |
| 028 ## - DISTRIBUTOR NAME | |
| Distributor Name | :Variety Books Publishers & Distributors |
| Distributor address | :B-10 Street No 2 West Vinod Nagar Delhi 110092 |
| Bill Number | :IM2892 |
| Bill Date | :02/11/2021 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.23 KAR |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Karandikar, R. L |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction to Stochastic Calculus |
| Statement of responsibility, etc | / R L Karandikar & B V Rao |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | New Delhi |
| Name of publisher, distributor, etc | ;Hindustan Book Agency |
| Date of publication, distribution, etc | 2018 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xi,441p. |
| Dimensions | 24cm. |
| 365 ## - TRADE PRICE | |
| Price amount | 920 |
| 490 ## - SERIES STATEMENT | |
| Series statement | Text and Reading in Mathematics 76 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Contents note | Discrete Parameter Martingales --<br/>Continuous Time Processes --<br/>The Ito Integral --<br/>Stochastic Integration --<br/>Semimartingales --<br/>Pathwise Formula for the Stochastic Integral --<br/>Continuous Semimartingales --<br/>Predictable Increasing Processes --<br/>The Davis Inequality --<br/>Integral Representation of Martingales --<br/>Dominating Process of a Semimartingale --<br/>SDE driven by r.c.l.l. Semimartingales --<br/>Girsanov Theorem. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier-Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probabilities and applied mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability & statistics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics -- Probability & Statistics -- |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Karandikar, R. L. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Mathematics Departmental Library |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type | Public note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Mathematics Departmental Library | SNU LIBRARY | 12/11/2021 | Variety Books Publishers & Distributors | 920.00 | 519.23 KAR | M260 | 12/11/2021 | 12/11/2021 | Mathematics Departmental Library | FPDA Grant |
