MARC Record from marc_columbia

LEADER: 06065cam a2200769 i 4500
001 15139467
005 20220501002350.0
006 m o d
007 cr |||||||||||
008 190612s2020 flu ob 001 0 eng
010 $a 2019024029
035 $a(OCoLC)on1105736142
035 $a(NNC)15139467
040 $aDLC$beng$erda$cDLC$dOCLCF$dYDX$dEBLCP$dTYFRS$dDLC$dOCLCO
020 $a9780429457548$q(ebook)
020 $a0429457545
020 $z9781138313477$q(hardback)
020 $a9780429855054$q(electronic bk. ;$qPDF)
020 $a0429855052$q(electronic bk. ;$qPDF)
020 $a9780429855047$q(electronic bk. ;$qEPUB)
020 $a0429855044$q(electronic bk. ;$qEPUB)
035 $a(OCoLC)1105736142
037 $a9780429457548$bTaylor & Francis
042 $apcc
050 00 $aHG106
072 7 $aMAT$x000000$2bisacsh
072 7 $aMAT$x029000$2bisacsh
072 7 $aMAT$x029010$2bisacsh
072 7 $aPBT$2bicssc
082 00 $a515/.732$223
049 $aZCUA
100 1 $aSvishchuk, A. V.$q(Anatoliĭ Vitalʹevich),$eauthor.
245 10 $aInhomogeneous random evolutions and their applications /$cAnatoliy Swishchuk.
264 1 $aBoca Raton, FL :$bCRC Press, Taylor & Francis Group,$c[2020]
300 $a1 online resource
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
500 $a"A Chapman & Hall book."
520 $a"The book deals with inhomogeneous REs and their applications, which are more general and more applicable because they describe in a much better way the evolutions of many processes in real world, which have no homogeneous evolution/behaviour, including economics, finance and insurance"--$cProvided by publisher.
504 $aIncludes bibliographical references and index.
588 $aDescription based on print version record.
505 0 $aCover; 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 $a2.1.2.1 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 $a2.2.1 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 $a3.2 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 $a4.2 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)
650 0 $aFinance$xMathematical models.
650 0 $aInsurance$xMathematical models.
650 0 $aStochastic processes.
650 0 $aBanach spaces.
650 2 $aStochastic Processes
650 6 $aFinances$xModèles mathématiques.
650 6 $aAssurance$xModèles mathématiques.
650 6 $aProcessus stochastiques.
650 6 $aEspaces de Banach.
650 7 $aMATHEMATICS$xGeneral.$2bisacsh
650 7 $aMATHEMATICS$xProbability & Statistics$xGeneral.$2bisacsh
650 7 $aMATHEMATICS$xProbability & Statistics$xBayesian Analysis.$2bisacsh
650 7 $aBanach spaces.$2fast$0(OCoLC)fst00826389
650 7 $aFinance$xMathematical models.$2fast$0(OCoLC)fst00924398
650 7 $aInsurance$xMathematical models.$2fast$0(OCoLC)fst00974575
650 7 $aStochastic processes.$2fast$0(OCoLC)fst01133519
655 4 $aElectronic books.
776 08 $iPrint version:$aSvishchuk, A. V. (Anatoliĭ Vitalʹevich).$tInhomogeneous random evolutions and their applications$dBoca Raton, FL : CRC Press, Taylor & Francis Group, [2019]$z9781138313477$w(DLC) 2019024028
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio15139467$zTaylor & Francis eBooks
852 8 $blweb$hEBOOKS