机读格式显示(MARC)

• 000 01104aam a2200313 i 4500

• 001 0000846437

• 005 20251008140500.0

• 008 130604t20132013enk b 001 0 eng d

• 010 __ |a 2013942002

• 020 __ |a 9781447153306 (alk., paper)

• 020 __ |a 1447153308 (alk., paper)

• 020 __ |z 9781447153313 (ebook)

• 035 __ |a (OCoLC)ocn857288054

• 040 __ |a CDX |b eng |c CDX |e rda |d OCLCO |d YDXCP |d OCLCQ |d IXA |d DLC

• 042 __ |a lccopycat

• 050 00 |a QA274.23 |b .D45 2013

• 082 04 |a 515/.35 |2 23

• 090 __ |a O211.63/X1

• 093 __ |a O211.63 |2 5

• 100 1_ |a Delong, ukasz, |e author.

• 245 10 |a Backward stochastic differential equations with jumps and their actuarial and financial applications : |b BSDEs with jumps / |c ukasz Delong.

• 260 __ |a London ; |a New York : |b Springer, |c [2013]

• 300 __ |a x, 288 pages ; |c 24 cm.

• 336 __ |a text |b txt |2 rdacontent

• 337 __ |a unmediated |b n |2 rdamedia

• 338 __ |a volume |b nc |2 rdacarrier

• 490 1_ |a EAA series, |x 1869-6929

• 504 __ |a Includes bibliographical references (pages 279-286) and index.

• 650 _0 |a Stochastic differential equations.