000 -LEADER |
fixed length control field |
02139nam a22005535i 4500 |
001 - CONTROL NUMBER |
control field |
978-1-84628-797-8 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20161121231212.0 |
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 |
100301s2008 xxk| s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781846287978 |
-- |
978-1-84628-797-8 |
024 7# - OTHER STANDARD IDENTIFIER |
Standard number or code |
10.1007/978-1-84628-797-8 |
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 |
Biagini, Francesca. |
Relator term |
author. |
245 10 - TITLE STATEMENT |
Title |
Stochastic Calculus for Fractional Brownian Motion and Applications |
Medium |
[electronic resource] / |
Statement of responsibility, etc. |
by Francesca Biagini, Yaozhong Hu, Bernt �ksendal, Tusheng Zhang. |
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
London : |
Name of producer, publisher, distributor, manufacturer |
Springer London, |
Date of production, publication, distribution, manufacture, or copyright notice |
2008. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XII, 330 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 |
rda1 |
490 ## - SERIES STATEMENT |
Series statement |
Probability and Its Applications, |
International Standard Serial Number |
1431-70280 |
505 ## - FORMATTED CONTENTS NOTE |
Formatted contents note |
Fractional Brownian motion -- Intrinsic properties of the fractional Brownian motion -- Stochastic calculus -- Wiener and divergence-type integrals for fractional Brownian motion -- Fractional Wick It� Skorohod (fWIS) integrals for fBm of Hurst index H >1/2 -- WickIt� Skorohod (WIS) integrals for fractional Brownian motion -- Pathwise integrals for fractional Brownian motion -- A useful summary -- Applications of stochastic calculus -- Fractional Brownian motion in finance -- Stochastic partial differential equations driven by fractional Brownian fields -- Stochastic optimal control and applications -- Local time for fractional Brownian motion. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
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700 ## - ADDED ENTRY--PERSONAL NAME |
Relator term |
author.1 |
Personal name |
|
700 ## - ADDED ENTRY--PERSONAL NAME |
Relator term |
author.1 |
Personal name |
Z |
700 ## - ADDED ENTRY--PERSONAL NAME |
Relator term |
author.2 |
Personal name |
S |
710 ## - ADDED ENTRY--CORPORATE NAME |
Title of a work |
S |
773 ## - HOST ITEM ENTRY |
Relationship information |
P |
776 ## - ADDITIONAL PHYSICAL FORM ENTRY |
International Standard Book Number |
9781852339968 0 |
Main entry heading |
P |
830 ## - SERIES ADDED ENTRY--UNIFORM TITLE |
International Standard Serial Number |
1431-702840 |
-- |
h |
856 ## - ELECTRONIC LOCATION AND ACCESS |
Host name |
Z |
912 ## - |
-- |
M |