Stochastic Analysis and Applications 2014 (Record no. 209800)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 05084nam a22005535i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-11292-3 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160302173057.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 141213s2014 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319112923 |
| -- | 978-3-319-11292-3 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-319-11292-3 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Analysis and Applications 2014 |
| Medium | [electronic resource] : |
| Remainder of title | In Honour of Terry Lyons / |
| Statement of responsibility, etc. | edited by Dan Crisan, Ben Hambly, Thaleia Zariphopoulou. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XXVI, 503 p. 22 illus., 7 illus. in color. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Proceedings in Mathematics & Statistics, |
| International Standard Serial Number | 2194-1009 ; |
| Volume/sequential designation | 100 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Dan Crisan,�Ben Hambly,�Thaleia Zariphopoulou: Introduction to the volume -- Shigeki Aida, Wong-Zakai: Approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II -- Dominique Bakry: Symmetric diffusions with polynomial eigenvectors -- Erich Baur, Jean Bertoin: Cutting edges at random in large recursive trees -- Ren� Carmona, Francois Delarue: The Master Equation for Large Population Equilibriums -- Thomas Cass, Martin Clark, Dan Crisan: The filtering equations revisited -- Ana Bela Cruzeiro, Remi Lassalle: On the Stochastic Least Action Principle for the Navier-Stokes Equation -- Alexander Davie: KMT theory applied to approximations of SDE -- Joscha Diehl, Peter Friz, Harald Oberhauser: Regularity theory for rough partial differential equations and parabolic comparison revisited -- Yidong Dong, Ronnie Sircar: Time-Inconsistent Portfolio Investment Problems -- K.D. Elworthy: Decompositions of diffusion operators and related couplings -- Hans F�llmer, Claudia Kl�ppelberg: Spatial Risk Measures: Local Specification and Boundary Risk -- Masatoshi Fukushima, Hiroshi Kaneko: On Villat's kernels and BMD Schwarz kernels in Komatu-Loewner equations -- Tomoyuki Ichiba, Ioannis Karatzas: Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale -- David Nualart: Normal approximation on a finite Wiener chaos -- Zhenjie Ren, Nizar Touzi, Jianfeng Zhang: An Overview of Viscosity Solutions of Path-Dependent PDEs -- Marta Sanz-Sole, Andre Suess: Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise. �. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice.� Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life.�� The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Differential equations. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Partial differential equations. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probabilities. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Partial Differential Equations. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Ordinary Differential Equations. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Crisan, Dan. |
| Relator term | editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hambly, Ben. |
| Relator term | editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zariphopoulou, Thaleia. |
| Relator term | editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319112916 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Proceedings in Mathematics & Statistics, |
| International Standard Serial Number | 2194-1009 ; |
| Volume number/sequential designation | 100 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-319-11292-3">http://dx.doi.org/10.1007/978-3-319-11292-3</a> |
| 912 ## - | |
| -- | ZDB-2-SMA |
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