3: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)

• Record Nr.: UNICAMPANIAVAN00105704
• Pubbl/distr/stampa: Berlin, : Springer, 1998
• Titolo uniforme: Teoriya veroyatnostey 3
• ISBN: 35-405-4687-1; 978-35-405-4687-0; 978-36-420-8122-4
• Descrizione fisica: 253 p. ; 24 cm
• Disciplina: 515
• Soggetti: Probabilità; 00Bxx - Conference proceedings and collections of articles [MSC 2020]; 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]; 60G44 - Martingales with continuous parameter [MSC 2020]; 60G48 - Generalizations of martingales [MSC 2020]; 60Hxx - Stochastic analysis [MSC 2020]; 60J60 - Diffusion processes [MSC 2020]; 60J65 - Brownian motion [MSC 2020]
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia