MARC details
| 000 -LEADER |
| fixed length control field |
01350cam a22002894a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
| fixed length control field |
050707t2005 enka erb 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
9780198568131 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
0198568134 |
| 040 ## - CATALOGING SOURCE |
| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
| Classification number |
QA274 |
| Item number |
.S76 2005 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
| Classification number |
519.2'3 |
| Item number |
STI |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
| Personal name |
Stirzaker, David. |
| 245 10 - TITLE STATEMENT |
| Title |
Stochastic processes and models / |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
| Place of publication, distribution, etc |
Oxford ; |
| -- |
New York : |
| Name of publisher, distributor, etc |
Oxford University Press, |
| Date of publication, distribution, etc |
c2005. |
| 300 ## - PHYSICAL DESCRIPTION |
| Extent |
vi, 331 p. :ill, |
| 500 ## - GENERAL NOTE |
| General note |
Includes index. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
| Bibliography, etc |
Includes bibliographical references: p. 323. |
| 520 ## - SUMMARY, ETC. |
| Summary, etc. |
The book provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: random walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. |
| 590 ## - Local Notes: Cataloguer & Date |
| Local note |
rpm 24/05/2013 |
| 591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans |
| Local Note: Item Class |
Loans |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name as entry element |
Stochastic processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name as entry element |
Stochastic models. |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/toc/ecip0515/2005019570.html |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy0638/2005019570-d.html |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Monograph & others |
| 949 ## - LOCAL PROCESSING INFORMATION (Call No. /Shelf Ref) |
| Call No. /Shelf Ref |
519.2'3 STI |