Introduction to stochastic processes (Record no. 7759)
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| fixed length control field | 02628nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250103183408.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250103b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781944660512 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.1 |
| Item number | CHE |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Chen, Mu-Fa |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction to stochastic processes |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | World Scientific Publishing |
| Place of publication, distribution, etc. | Singapore |
| Date of publication, distribution, etc. | 2023 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 230 p. |
| 365 ## - TRADE PRICE | |
| Price type code | INR |
| Price amount | 1295.00 |
| 490 ## - SERIES STATEMENT | |
| Series statement | World Scientific Series on Probability Theory and Its Applications : Vol. 2 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.<br/><br/>In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.<br/><br/>In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman–Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn–Minkowski inequality in convex geometry.<br/><br/>This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis.<br/>(https://www.worldscientific.com/worldscibooks/10.1142/9903?srsltid=AfmBOoopnAMqYIUW_LQCMrB_jOj2gx530T5QcLQdJvYMKCeLdPYKmm1i#t=aboutBook) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Markov renewal theory |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mao, Yong-Hua |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Operations Management & Quantitative Techniques | TB3056 | 19-12-2024 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 01/06/2025 | Technical Bureau India Pvt. Ltd. | 900.02 | 519.1 CHE | 007033 | 01/06/2025 | 1 | 1295.00 | 01/06/2025 | Book |