Introduction to Stochastic Processes / (Record no. 7010)

MARC details
000 -LEADER
fixed length control field 01316nam a2200217 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251112211412.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 250310b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781944660512
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Item number CheI
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Chen, Mu-Fa
245 ## - TITLE STATEMENT
Title Introduction to Stochastic Processes /
Statement of responsibility, etc Mu-Fa Chen and Yong-Hua Mao
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Beijing :
Name of publisher Higher Education Press Limited Company,
Year of publication ©2023
300 ## - PHYSICAL DESCRIPTION
Number of Pages 230p.
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title World Scientific Series on Probability Theory and its Applications
Volume number/sequential designation v.2
520 ## - SUMMARY, ETC.
Summary, etc This book introduces stochastic processes in a concise manner, focusing on Markov chains and stochastic analysis. It covers ergodicity, recurrence, and various types of ergodicity using modern techniques like coupling and duality methods. The book also covers martingale theory, Brownian motions, stochastic integral, stochastic differential equations, and multidimensional stochastic integral and equations. It introduces topics like the Feynman-Kac formula, random time transform, and Girsanov transform, and the Brunn-Minkowski inequality in convex geometry. The book also features modern probability theory used in fields like MCMC and convex geometry and number theory.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Stochastic Processes
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematics
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Mao, Yong-Hua
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
Holdings
Withdrawn status Lost status Damaged status Collection code Home library Current library Shelving location Date acquired Source of acquisition Purchase Price Bill number Full call number Accession Number Copy number Print Price Bill Date/Price effective from Koha item type
      Mathematics Indian Institute of Technology Tirupati Indian Institute of Technology Tirupati General Stacks 12/08/2025 Shri Raghavendra Global Books 836.50 9363 519.2 CheI (11655) 11655 Copy 01 1195.00 12/08/2025 Books