| 000 | 00000nam u2200205 a 4500 | |
| 001 | 000045891611 | |
| 005 | 20161230104210 | |
| 008 | 161229s2017 nyu b 001 0 eng d | |
| 020 | ▼a 9781107140516 | |
| 040 | ▼a 211009 ▼c 211009 ▼d 211009 | |
| 041 | 1 | ▼a eng ▼h jpn |
| 082 | 0 4 | ▼a 519.2/2 ▼2 23 |
| 084 | ▼a 519.22 ▼2 DDCK | |
| 090 | ▼a 519.22 ▼b M434s | |
| 100 | 1 | ▼a 松本裕行. |
| 245 | 1 0 | ▼a Stochastic analysis : ▼b Itô and Malliavin calculus in tandem / ▼c Hiroyuki Matsumoto (Aoyama Gakuin University, Japan), Setsuo Taniguchi (Kyushu University, Japan). |
| 260 | ▼a New York : ▼b Cambridge University Press, ▼c c2017. | |
| 300 | ▼a xii, 346 p. ; ▼c 24 cm. | |
| 490 | 1 | ▼a Cambridge studies in advanced mathematics ; ▼v 159 |
| 504 | ▼a Includes bibliographical references and index. | |
| 546 | ▼a Translated and adapted from the Japanese edition. | |
| 650 | 0 | ▼a Stochastic analysis. |
| 700 | 1 | ▼a 谷口説男, ▼d 1958-. |
| 830 | 0 | ▼a Cambridge studies in advanced mathematics ; ▼v 159. |
| 900 | 1 0 | ▼a Matsumoto, Hiroyuki. |
| 900 | 1 0 | ▼a Taniguchi, Setsuo. |
| 945 | ▼a KLPA |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 519.22 M434s | 등록번호 121238518 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
목차
Preface; Frequently used notation; 1. Fundamentals of continuous stochastic processes; 2. Stochastic integrals and Ito's formula; 3. Brownian motion and Laplacian; 4. Stochastic differential equations; 5. Malliavin calculus; 6. Black-Scholes model; 7. Semiclassical limit; Appendix; References; Subject index.
정보제공 :
