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Record Nr. |
UNICAMPANIAVAN0114495 |
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Autore |
Le Gall, Jean-François |
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Titolo |
Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
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Pubbl/distr/stampa |
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Titolo uniforme |
Brownian motion, martingales, and stochastic calculus |
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Descrizione fisica |
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XIII, 273 p. : ill. ; 24 cm |
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Soggetti |
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60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] |
60G44 - Martingales with continuous parameter [MSC 2020] |
60H05 - Stochastic integrals [MSC 2020] |
60J65 - Brownian motion [MSC 2020] |
60H10 - Stochastic ordinary differential equations [MSC 2020] |
60J55 - Local time and additive functionals [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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