MARC details
| 000 -LEADER |
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| fixed length control field |
03330cam a2200541Mi 4500 |
| 001 - CONTROL NUMBER |
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| control field |
on1125747112 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240102093400.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn||mamaa|| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
190909s2019 gw a o 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
3662599031 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783662599037 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783662599020 |
| Qualifying information |
(print) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
3662599023 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783662599044 |
| Qualifying information |
(print) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
366259904X |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783662599051 |
| Qualifying information |
(print) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
3662599058 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-3-662-59903-7 |
| Source of number or code |
doi |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)1125747112 |
| Canceled/invalid control number |
(OCoLC)1156399246 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
SFB |
| Language of cataloging |
eng |
| Transcribing agency |
SFB |
| Modifying agency |
OCLCO |
| -- |
OCLCF |
| -- |
OCLCQ |
| -- |
VT2 |
| -- |
OCLCO |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBT |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT029000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBT |
| Source |
thema |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBWL |
| Source |
thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.233 |
| Item number |
P398n |
| 090 ## - IMPA CODE FOR CLASSIFICATION SHELVES |
|---|
| IMPA CODE FOR CLASSIFICATION SHELVES |
Matemática Aplicada 02A-Processos Estocásticos. |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Peng, Shige., |
| Relator term |
author |
| Relationship |
aut |
| -- |
http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Nonlinear Expectations and Stochastic Calculus under Uncertainty : |
| Remainder of title |
with Robust CLT and G-Brownian Motion / |
| Statement of responsibility, etc. |
by Shige Peng. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
1st ed. 2019. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg : |
| -- |
Imprint : |
| -- |
Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2019. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XIII, 212 pages 10 illustrations |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Probability Theory and Stochastic Modelling, |
| International Standard Serial Number |
2199-3130 ; |
| Volume/sequential designation |
95 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author. This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes. With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter. Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Distribution (Probability theory) |
| 9 (RLIN) |
37119 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance. |
| 9 (RLIN) |
16563 |
| 697 ## - LOCAL SUBJECT |
|---|
| Linkage |
23741 |
| Local Subject |
Matemática Aplicada 02A- |
| Description subdivision |
Processos Estocásticos. |
| 776 0# - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| International Standard Book Number |
3662599023 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Probability theory and stochastic modelling ; |
| Volume/sequential designation |
95. |
| International Standard Serial Number |
2199-3130 |
| 9 (RLIN) |
9015 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://link.springer.com/10.1007/978-3-662-59903-7">https://link.springer.com/10.1007/978-3-662-59903-7</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
| Suppress in OPAC |
No |
| 948 ## - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN) |
|---|
| h (OCLC) |
NO HOLDINGS IN P5A - 10 OTHER HOLDINGS |
