Introduction to Stochastic Analysis and Malliavin Calculus (Record no. 212361)

MARC details
000 -LEADER
fixed length control field 03456nam a22005055i 4500
001 - CONTROL NUMBER
control field 978-88-7642-499-1
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20160302173521.0
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 140701s2014 it | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788876424991
-- 978-88-7642-499-1
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-88-7642-499-1
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
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Prato, Giuseppe Da.
Relator term author.
245 10 - TITLE STATEMENT
Title Introduction to Stochastic Analysis and Malliavin Calculus
Medium [electronic resource] /
Statement of responsibility, etc. by Giuseppe Da Prato.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Pisa :
Name of producer, publisher, distributor, manufacturer Scuola Normale Superiore :
-- Imprint: Edizioni della Normale,
Date of production, publication, distribution, manufacture, or copyright notice 2014.
300 ## - PHYSICAL DESCRIPTION
Extent XVII, 279 p.
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 PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Publications of the Scuola Normale Superiore ;
Volume/sequential designation 13
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Introduction -- 1 Gaussian measures in Hilbert spaces -- 2 Gaussian random variables -- 3 The Malliavin derivative -- 4 Brownian Motion -- 5 Markov property of Brownian motion -- 6 Ito’s integral -- 7 Ito’s formula -- 8 Stochastic differential equations -- 9 Relationship between stochastic and parabolic equations -- 10 Formulae of Feynman–Kac and Girsanov -- 11 Malliavin calculus -- 12 Asymptotic behaviour of transition semigroups -- A The Dynkin Theorem -- B Conditional expectation -- C Martingales -- D Fixed points depending on parameters -- E A basic ergodic theorem -- References.
520 ## - SUMMARY, ETC.
Summary, etc. This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several years of teaching experience in the subject. The lectures are addressed to a reader who is familiar with basic notions of measure theory and functional analysis. The first part is devoted to the Gaussian measure in a separable Hilbert space, the Malliavin derivative, the construction of the Brownian motion and Itô's formula. The second part deals with differential stochastic equations and their connection with parabolic problems. The third part provides an introduction to the Malliavin calculus. Several applications are given, notably the Feynman-Kac, Girsanov and Clark-Ocone formulae, the Krylov-Bogoliubov and Von Neumann theorems. In this third edition several small improvements are added and a new section devoted to the differentiability of the Feynman-Kac semigroup is introduced. A considerable number of corrections and improvements have been made.
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 Functional analysis.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Measure theory.
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 Functional Analysis.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Measure and Integration.
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 9788876424977
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Publications of the Scuola Normale Superiore ;
Volume number/sequential designation 13
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-88-7642-499-1">http://dx.doi.org/10.1007/978-88-7642-499-1</a>
912 ## -
-- ZDB-2-SMA
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total Checkouts Barcode Date last seen Price effective from Koha item type
        Bangalore University Library Bangalore University Library 02/03/2016   BUSP024765 02/03/2016 02/03/2016 e-Books

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