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| 001 | 9780429457548 | ||
| 003 | FlBoTFG | ||
| 005 | 20220509193130.0 | ||
| 006 | m d | | | ||
| 007 | cr ||||||||||| | ||
| 008 | 190612t20192018flu ob 001 0 eng | ||
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_aOCoLC-P _beng _erda _cOCoLC-P |
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_a9780429457548 _q(ebook) |
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| 020 | _a0429457545 | ||
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_a9780429855054 _q(electronic bk. : PDF) |
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_a0429855052 _q(electronic bk. : PDF) |
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| 020 |
_a9780429855047 _q(electronic bk. : EPUB) |
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| 020 |
_a0429855044 _q(electronic bk. : EPUB) |
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| 020 |
_z9781138313477 _q(hardback) |
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| 035 | _a(OCoLC)1105736142 | ||
| 035 | _a(OCoLC-P)1105736142 | ||
| 050 | 0 | 0 | _aHG106 |
| 072 | 7 |
_aMAT _x000000 _2bisacsh |
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_aMAT _x029000 _2bisacsh |
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_aPBT _2bicssc |
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| 082 | 0 | 0 |
_a515/.732 _223 |
| 100 | 1 |
_aSvishchuk, A. V. _q(Anatoliĭ Vitalʹevich), _eauthor. |
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| 245 | 1 | 0 |
_aInhomogeneous random evolutions and their applications / _cby Anatoliy Swishchuk. |
| 264 | 1 |
_aBoca Raton, FL : _bCRC Press, Taylor & Francis Group, _c[2019] |
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| 264 | 4 | _c©2018 | |
| 300 | _a1 online resource | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bn _2rdamedia |
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| 338 |
_aonline resource _bnc _2rdacarrier |
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| 520 |
_a"The book deals with inhomogeneous REs and their applications, which are more general and more applicable because they describe in a much better way the evolutions of many processes in real world, which have no homogeneous evolution/behaviour, including economics, finance and insurance"-- _cProvided by publisher. |
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| 505 | 0 | _aCover; Half Title; Title Page; Copyright Page; Dedication; Contents; Preface; Acknowledgments; Introduction; Part I: Stochastic Calculus in Banach Spaces; 1. Basics in Banach Spaces; 1.1 Random Elements, Processes and Integrals in Banach Spaces; 1.2 Weak Convergence in Banach Spaces; 1.3 Semigroups of Operators and Their Generators; Bibliography; 2. Stochastic Calculus in Separable Banach Spaces; 2.1 Stochastic Calculus for Integrals over Martingale Measures; 2.1.1 The Existence of Wiener Measure and Related Stochastic Equations; 2.1.2 Stochastic Integrals over Martingale Measures | |
| 505 | 8 | _a2.1.2.1 Orthogonal Martingale Measures2.1.2.2 Ito's Integrals over Martingale Measures; 2.1.2.3 Symmetric (Stratonovich) Integral over Martingale Measure; 2.1.2.4 Anticipating (Skorokhod) Integral over Martingale Measure; 2.1.2.5 Multiple Ito's Integral over Martingale Measure; 2.1.3 Stochastic Integral Equations over Martingale Measures; 2.1.4 Martingale Problems Associated with Stochastic Equations over Martingale Measures; 2.1.5 Evolutionary Operator Equations Driven by Wiener Martingale Measures; 2.2 Stochastic Calculus for Multiplicative Operator Functionals (MOF) | |
| 505 | 8 | _a2.2.1 Definition of MOF2.2.2 Properties of the Characteristic Operator of MOF; 2.2.3 Resolvent and Potential for MOF; 2.2.4 Equations for Resolvent and Potential for MOF; 2.2.5 Analogue of Dynkin's Formulas (ADF) for MOF; 2.2.6 Analogue of Dynkin's Formulae (ADF) for SES; 2.2.6.1 ADF for Traffic Processes in Random Media; 2.2.6.2 ADF for Storage Processes in Random Media; 2.2.6.3 ADF for Diffusion Process in Random Media; Bibliography; 3. Convergence of Random Bounded Linear Operators in the Skorokhod Space; 3.1 Introduction | |
| 505 | 8 | _a3.2 D-Valued Random Variables and Various Propertieson Elements of D3.3 Almost Sure Convergence of D-Valued RandomVariables; 3.4 Weak Convergence of D-Valued Random Variables; Bibliography; Part II: Homogeneous and Inhomogeneous Random Evolutions; 4. Homogeneous Random Evolutions (HREs) and their Applications; 4.1 Random Evolutions; 4.1.1 Definition and Classification of Random Evolutions; 4.1.2 Some Examples of RE; 4.1.3 Martingale Characterization of Random Evolutions; 4.1.4 Analogue of Dynkin's Formula for RE (see Chapter 2); 4.1.5 Boundary Value Problems for RE (see Chapter 2) | |
| 505 | 8 | _a4.2 Limit Theorems for Random Evolutions4.2.1 Weak Convergence of Random Evolutions (see Chapter 2 and 3); 4.2.2 Averaging of Random Evolutions; 4.2.3 Diffusion Approximation of Random Evolutions; 4.2.4 Averaging of Random Evolutions in Reducible Phase Space Merged Random Evolutions; 4.2.5 Diffusion Approximation of Random Evolutions in Reducible Phase Space; 4.2.6 Normal Deviations of Random Evolutions; 4.2.7 Rates of Convergence in the Limit Theorems for RE; Bibliography; 5. Inhomogeneous Random Evolutions (IHREs); 5.1 Propagators (Inhomogeneous Semigroup of Operators) | |
| 588 | _aOCLC-licensed vendor bibliographic record. | ||
| 650 | 0 |
_aFinance _xMathematical models. |
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| 650 | 0 |
_aInsurance _xMathematical models. |
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| 650 | 0 | _aStochastic processes. | |
| 650 | 0 | _aBanach spaces. | |
| 650 | 7 |
_aMATHEMATICS / General _2bisacsh |
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| 650 | 7 |
_aMATHEMATICS / Probability & Statistics / General _2bisacsh |
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| 650 | 7 |
_aMATHEMATICS / Probability & Statistics / Bayesian Analysis _2bisacsh |
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| 856 | 4 | 0 |
_3Taylor & Francis _uhttps://www.taylorfrancis.com/books/9780429457548 |
| 856 | 4 | 2 |
_3OCLC metadata license agreement _uhttp://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
| 999 |
_c130546 _d130546 |
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