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180628s2002 enk ob 101 0 eng d |
020 |
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|a 9781482265231
|q (electronic bk.)
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020 |
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|a 1482265230
|q (electronic bk.)
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|z 0415298830
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|z 9780415298834
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035 |
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|a (OCoLC)tfe1041884928
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035 |
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|a (OCoLC)1041884928
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037 |
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|a tfe9780429179266
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040 |
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|a YDX
|b eng
|c YDX
|d OCLCQ
|d YDX
|d K6U
|d OCLCO
|d SFB
|d OCLCO
|d OCLCF
|d OCLCO
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049 |
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|a GWRE
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050 |
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4 |
|a QA274.A1
|b W55 2000
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111 |
2 |
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|a Winter School on Stochastic Processes and their Applications
|n (12th :
|d 2000 :
|c Siegmundsburg, Germany)
|
245 |
1 |
0 |
|a Stochastic processes and related topics :
|b proceedings of the 12th Winter school, Siegmundsburg, Germany, February 27-March 4, 2000 /
|c edited by Rainer Buckdahn, Hans-Jürgen Engelbert, and Marc Yor.
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260 |
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|a London ;
|a New York :
|b Taylor & Francis,
|c 2002.
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300 |
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|a 1 online resource.
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336 |
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|a text
|b txt
|2 rdacontent.
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337 |
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|a computer
|b c
|2 rdamedia.
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338 |
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|a online resource
|b cr
|2 rdacarrier.
|
490 |
1 |
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|a Stochastics monographs ;
|v v. 12.
|
505 |
0 |
|
|a Backward stochastic differential equations and viscosity solutions of semilinear parabolic deterministic and stochastic PDE of second order / Rainer Buckdahn -- Isolated singular points of stochastic differential equations / Alexander S. Cherny and Hans-Jürgen Engelbert -- On one-dimensional stochastic equations driven by symmetric stable processes / Hans-Jürgen Engelbert and Vladimir P. Kurenok -- Integral functionals of strong Markov continuous local martingales / Hans-Jürgen Engelbert and Gunar Tittel -- On the approximation of stochastic integrals and weighted BMO / Stefan Geiss -- Minimal distance martingale measures and optimal portfolios consistent with observed market prices / Thomas Goll and Ludger Rüschendorf -- On generalized z-diffusions / Bronius Grigelionis -- Portfolio optimisation with transaction costs and exponential utility / Ralf Korn and Silke Laue -- A semimartingale backward equation related to the p-optimal martingale measure and the lower price of a contingent claim / Michael Mania, Marina Santacroce and Revaz Tevzadze -- Subordinators related to the exponential functionals of Brownian bridges and explicit formulae for the semigroups of hyperbolic Brownian motions / Hiroyuki Matsumoto, Laurent Nguyen and Marc Yor -- First passage time structural models with interest rate risk / Marek Rutkowski -- Pricing options for Markovian models / Gianmario Tessitore and Jerzy Zabczyk -- Three intertwined Brownian topics : exponential functionals, winding numbers, and Ray-Knight theorems on local time / Marc Yor.
|
650 |
|
0 |
|a Stochastic processes
|v Congresses.
|
650 |
|
7 |
|a Stochastic processes.
|2 fast
|0 (OCoLC)fst01133519.
|
655 |
|
7 |
|a Conference papers and proceedings.
|2 fast
|0 (OCoLC)fst01423772.
|
700 |
1 |
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|a Buckdahn, Rainer.
|
700 |
1 |
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|a Engelbert, Hans Jürgen.
|
700 |
1 |
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|a Yor, Marc.
|
776 |
0 |
8 |
|c Original
|z 0415298830
|z 9780415298834
|w (DLC) 2002190397
|w (OCoLC)49860069.
|
830 |
|
0 |
|a Stochastics monographs ;
|v v. 12.
|
856 |
4 |
0 |
|u https://colorado.idm.oclc.org/login?url=https://www.taylorfrancis.com/books/9780429179266
|z Full Text (via Taylor & Francis)
|
907 |
|
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|a .b116390815
|b 02-21-23
|c 01-23-21
|
998 |
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|a web
|b - -
|c f
|d b
|e -
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|h 0
|i 1
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915 |
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|a M
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956 |
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|a Taylor & Francis Ebooks
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956 |
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|b Taylor & Francis All eBooks
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956 |
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999 |
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952 |
f |
f |
|p Can circulate
|a University of Colorado Boulder
|b Online
|c Online
|d Online
|e QA274.A1 W55 2000
|h Library of Congress classification
|i web
|n 1
|