| 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 |
Holdings Information
| No. | Location | Call Number | Accession No. | Availability | Due Date | Make a Reservation | Service |
|---|---|---|---|---|---|---|---|
| No. 1 | Location Main Library/Western Books/ | Call Number 519.22 A694f | Accession No. 111876709 | Availability In loan | Due Date 2023-08-29 | Make a Reservation Available for Reserve | Service |
Contents information
Table of Contents
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
