000 -LEADER |
fixed length control field |
a |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
220610b xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781498701839 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519.23 |
Item number |
DEL |
100 ## - MAIN ENTRY--PERSONAL NAME |
Personal name |
Del Moral, Pierre |
245 ## - TITLE STATEMENT |
Title |
Stochastic processes : from applications to theory |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Name of publisher, distributor, etc |
CRC Press, |
Date of publication, distribution, etc |
2017 |
Place of publication, distribution, etc |
Boca Raton : |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xlviii, 865 p. ; |
Other physical details |
ill. |
Dimensions |
26 cm. |
365 ## - TRADE PRICE |
Price amount |
99.99 |
Price type code |
GBP |
Unit of pricing |
102.80 |
490 ## - SERIES STATEMENT |
Series statement |
Texts in statistical science |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references and index. |
520 ## - SUMMARY, ETC. |
Summary, etc |
Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Stochastic processes |
|
Topical term or geographic name as entry element |
Bayesian analysis |
|
Topical term or geographic name as entry element |
Absorption model |
|
Topical term or geographic name as entry element |
Ancestry evolution model |
|
Topical term or geographic name as entry element |
Boltzmann-Gibbs-distribution |
|
Topical term or geographic name as entry element |
Brownian motion |
|
Topical term or geographic name as entry element |
Cauchy problem |
|
Topical term or geographic name as entry element |
Doeblin Ito formula |
|
Topical term or geographic name as entry element |
Dupire formula |
|
Topical term or geographic name as entry element |
Embedded Markov chain |
|
Topical term or geographic name as entry element |
Feynman-Kac measures |
|
Topical term or geographic name as entry element |
Gambling betting systems |
|
Topical term or geographic name as entry element |
Hamiltonian systems |
|
Topical term or geographic name as entry element |
Ising model |
|
Topical term or geographic name as entry element |
Jump diffusion process |
|
Topical term or geographic name as entry element |
Killed process |
|
Topical term or geographic name as entry element |
Likelihood function |
|
Topical term or geographic name as entry element |
Martingale limit theorem |
|
Topical term or geographic name as entry element |
Orthological projection |
|
Topical term or geographic name as entry element |
Path space models |
|
Topical term or geographic name as entry element |
Quasi-invariant measure |
|
Topical term or geographic name as entry element |
Reflection principle |
|
Topical term or geographic name as entry element |
SIS model |
|
Topical term or geographic name as entry element |
Tangent basic functions |
|
Topical term or geographic name as entry element |
Two state Markov model |
|
Topical term or geographic name as entry element |
Urn process |
|
Topical term or geographic name as entry element |
Vasicek model |
|
Topical term or geographic name as entry element |
Wiener process |
|
Topical term or geographic name as entry element |
Yule process |
700 ## - ADDED ENTRY--PERSONAL NAME |
Personal name |
Penev, Spiridon |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Item type |
Books |