NLU Meghalaya Library

Online Public Access Catalogue (OPAC)

Applied stochastic differential equations / (Record no. 9395)

MARC details
000 -LEADER
fixed length control field 03010nam a2200385 i 4500
001 - CONTROL NUMBER
control field CR9781108186735
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240807192239.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 161104s2019||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781108186735 (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781316510087 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781316649466 (paperback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274.23
Item number .S23 2019
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 315/.350151923
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Särkkä, Simo,
Relator term author.
245 10 - TITLE STATEMENT
Title Applied stochastic differential equations /
Statement of responsibility, etc. Simo Särkkä, Arno Solin.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cambridge :
Name of producer, publisher, distributor, manufacturer Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2019.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (ix, 316 pages) :
Other physical details digital, PDF file(s).
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Institute of Mathematical Statistics textbooks ;
Volume/sequential designation 10
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 26 Mar 2019).
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Some background on ordinary differential equations -- Pragmatic introduction to stochastic differential equations -- Itô calculus and stochastic differential equations -- Probability distributions and statistics of SDEs -- Statistics of linear stochastic differential equations -- Useful theorems and formulas for SDEs -- Numerical simulation of SDEs -- Approximation of non-linear SDEs -- Filtering and smoothing theory -- Parameter estimation in SDE models -- Stochastic differential equations in machine learning.
520 ## - SUMMARY, ETC.
Summary, etc. Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of Itô calculus, the central theorems in the field, and such approximation schemes as stochastic Runge-Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book's practical approach assumes only prior understanding of ordinary differential equations. The numerous worked examples and end-of-chapter exercises include application-driven derivations and computational assignments. MATLAB/Octave source code is available for download, promoting hands-on work with the methods.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Stochastic differential equations
Form subdivision Textbooks.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Solin, Arno,
Relator term author.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
International Standard Book Number 9781316510087
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Institute of Mathematical Statistics textbooks ;
Volume/sequential designation 10.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1017/9781108186735">https://doi.org/10.1017/9781108186735</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type eBooks
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Date acquired Total checkouts Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Statistics & Probability Central Library Central Library 07/08/2024   EB0086 07/08/2024 07/08/2024 eBooks