MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02424cam a2200433 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221101182657.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
050905s2004 gw b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2003059169 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
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| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
3540003134 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783540003137 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b11026145 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)52943083 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
OHX |
| -- |
C#P |
| -- |
UKM |
| -- |
BAKER |
| -- |
NLGGC |
| -- |
BTCTA |
| -- |
YDXCP |
| -- |
HEBIS |
| -- |
DEBBG |
| -- |
OCL |
| -- |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA274.22 |
| Item number |
.P76 2004 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.2 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Protter, Philip E., |
| Relator term |
author. |
| 9 (RLIN) |
1054527 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Stochastic integration and differential equations / |
| Statement of responsibility, etc. |
Philip E. Protter. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
Second edition. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Berlin ; |
| -- |
New York : |
| Name of producer, publisher, distributor, manufacturer |
Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2004] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2004 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 415 pages ; |
| Dimensions |
25 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Applications of mathematics, |
| International Standard Serial Number |
0172-4568 ; |
| Volume/sequential designation |
21 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 389-401) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
I. |
| Title |
Preliminaries -- |
| Miscellaneous information |
II. |
| Title |
Semimartingales and Stochastic Integrals -- |
| Miscellaneous information |
III. |
| Title |
Semimartingales and Decomposable Processes -- |
| Miscellaneous information |
IV. |
| Title |
General Stochastic Integration and Local Times -- |
| Miscellaneous information |
V. |
| Title |
Stochastic Differential Equations -- |
| Miscellaneous information |
VI. |
| Title |
Expansion of Filtrations. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www.orie.cornell.edu/~protter/books.html. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Machine converted from AACR2 source record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Martingales (Mathematics) |
| 9 (RLIN) |
329599 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stochastic differential equations |
| 9 (RLIN) |
329600 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stochastic integrals |
| 9 (RLIN) |
329598 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Applications of mathematics ; |
| Volume/sequential designation |
21. |
| 9 (RLIN) |
1054528 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b11026145 |
| b |
27-07-21 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
519.2 PRO |
| g |
1 |
| i |
A416184B |
| j |
0 |
| l |
cmain |
| o |
- |
| p |
$100.91 |
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- |
| r |
- |
| s |
- |
| t |
0 |
| u |
4 |
| v |
9 |
| w |
0 |
| x |
2 |
| y |
.i12278671 |
| z |
29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
b |
| -- |
c |
| Operator's initials, OID (RLIN) |
20-03-18 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
gw |
| -- |
0 |
