MARC details
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05335nam a22006615i 4500 |
| 001 - CONTROL NUMBER |
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978-3-540-70847-6 |
| 003 - CONTROL NUMBER IDENTIFIER |
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DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20160302162943.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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100301s2007 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783540708476 |
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978-3-540-70847-6 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-3-540-70847-6 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBT |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBWL |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
MAT029000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 |
| Edition number |
23 |
| 245 10 - TITLE STATEMENT |
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| Title |
Stochastic Analysis and Applications |
| Medium |
[electronic resource] : |
| Remainder of title |
The Abel Symposium 2005 / |
| Statement of responsibility, etc. |
edited by Fred Espen Benth, Giulia Di Nunno, Tom Lindstr�m, Bernt �ksendal, Tusheng Zhang. |
| 246 3# - VARYING FORM OF TITLE |
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| Title proper/short title |
Proceedings of the Second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi It� |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
XI, 678 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Abel Symposia ; |
| Volume/sequential designation |
2 |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Memoirs of My Research on Stochastic Analysis -- It� Calculus and Quantum White Noise Calculus -- Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincar� Inequality -- Theory and Applications of Infinite Dimensional Oscillatory Integrals -- Ambit Processes; with Applications to Turbulence and Tumour Growth -- A Stochastic Control Approach to a Robust Utility Maximization Problem -- Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions -- Hedging with Options in Models with Jumps -- Power Variation Analysis of Some Integral Long-Memory Processes -- Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise -- Stochastic Integrals and Adjoint Derivatives -- An Application of Probability to Nonlinear Analysis -- The Space of Stochastic Differential Equations -- Extremes of supOU Processes -- Gaussian Bridges -- Some of the Recent Topics on Stochastic Analysis -- Differential Equations Driven by H�lder Continuous Functions of Order Greater than 1/2 -- On Asymptotics of Banach Space-valued It� Functionals of Brownian Rough Paths -- Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios -- Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion -- Different Lattice Approximations for H�egh-Krohn's Quantum Field Model -- It� Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras -- The Invariant Distribution of a Diffusion: Some New Aspects -- Formation of Singularities in Madelung Fluid: A Nonconventional Application of It� Calculus to Foundations of Quantum Mechanics -- G-Expectation, G-Brownian Motion and Related Stochastic Calculus of It� Type -- Perpetual Integral Functionals of Diffusions and their Numerical Computations -- Chaos Expansions and Malliavin Calculus for L�vy Processes -- Study of Simple but Challenging Diffusion Equation -- It� Calculus and Malliavin Calculus -- The Malliavin Calculus for Processes with Conditionally Independent Increments. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers. A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematical analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Analysis (Mathematics). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Functions of real variables. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Applied mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Engineering mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probabilities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Statistics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Applications of Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Real Functions. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Analysis. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Statistical Theory and Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Quantitative Finance. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Benth, Fred Espen. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Nunno, Giulia Di. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Lindstr�m, Tom. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
�ksendal, Bernt. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Zhang, Tusheng. |
| Relator term |
editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Printed edition: |
| International Standard Book Number |
9783540708469 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Abel Symposia ; |
| Volume number/sequential designation |
2 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-3-540-70847-6">http://dx.doi.org/10.1007/978-3-540-70847-6</a> |
| 912 ## - |
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ZDB-2-SMA |
