| 000 | 00000cam u2200205 a 4500 | |
| 001 | 000046141879 | |
| 005 | 20230216170257 | |
| 008 | 230216s2022 riua b 001 0 eng | |
| 010 | ▼a 2021032211 | |
| 020 | ▼a 9781470464882 ▼q (paperback) | |
| 020 | ▼z 9781470467784 ▼q (ebook) | |
| 035 | ▼a (KERIS)REF000019675544 | |
| 040 | ▼a DLC ▼b eng ▼e rda ▼c DLC ▼d DLC ▼d 211009 | |
| 042 | ▼a pcc | |
| 050 | 0 0 | ▼a QA274.2 ▼b .A74 2022 |
| 082 | 0 0 | ▼a 519.2/2 ▼2 23 |
| 084 | ▼a 519.22 ▼2 DDCK | |
| 090 | ▼a 519.22 ▼b A694f | |
| 100 | 1 | ▼a Arguin, Louis-Pierre, ▼d 1979-. |
| 245 | 1 2 | ▼a A first course in stochastic calculus / ▼c Louis-Pierre Arguin. |
| 260 | ▼a Providence, Rhode Island : ▼b American Mathematical Society, ▼c 2022. | |
| 264 | 1 | ▼a Providence, Rhode Island : ▼b American Mathematical Society, ▼c [2022] |
| 300 | ▼a xv, 270 p. : ▼b ill. ; ▼c 26 cm. | |
| 336 | ▼a text ▼b txt ▼2 rdacontent | |
| 337 | ▼a unmediated ▼b n ▼2 rdamedia | |
| 338 | ▼a volume ▼b nc ▼2 rdacarrier | |
| 490 | 1 | ▼a Pure and applied undergraduate texts, ▼x 1943-9334 ; ▼v volume 53 |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Stochastic analysis. |
| 650 | 0 | ▼a Calculus. |
| 650 | 0 | ▼a Stochastic processes. |
| 830 | 0 | ▼a Pure and applied undergraduate texts ; ▼v v. 53. |
| 945 | ▼a ITMT |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고7층/ | 청구기호 519.22 A694f | 등록번호 111876709 | 도서상태 대출중 | 반납예정일 2023-08-29 | 예약 예약가능 | 서비스 |
컨텐츠정보
목차
Basic notions of probability Gaussian processes Properties of Brownian motion Martingales Ito calculus Multivariate Ito calculus Ito processes and stochastic differential equations The Markov property Change of probability Applications to mathematical finance Bibliography Index
