02169nam 2200481 450 00001143220050718115400.03-540-54687-120020828d1998----km-y0itay0103----baengDEProbability theory IIIstochastic calculusYu. V. Prokhorov, A. N. ShiryaevBerlin [etc.]Springerc1998253 p.24 cm.Encyclopaedia of mathematical sciences45Calcolo delle probabilità519.2(20. ed.)Probabilità60HxxProbability theory and stochastic processes. Stochastic analysis60G40Probability theory and stochastic processes. Stochastic processes. Stopping times; optimal stopping problems; gambling theory60G44Probability theory and stochastic processes. Stochastic processes. Martingales with continuous parameter60G48Probability theory and stochastic processes. Stochastic processes. Generalizations of martingales60F17Probability theory and stochastic processes. Limit theorems. Functional limit theorems; invariance principles60J60Probability theory and stochastic processes. Markov processes. Diffusion processes60J65Probability theory and stochastic processes. Markov processes. Brownian motionProkhorov,Yu. V367669Shiryaev,A. N440808ITUniversità della Basilicata - B.I.A.RICAunimarc000011432Probability theory III79744UNIBASMONSCIMONOGRSCIENZEEXT0020120020828BAS011117EXT0020120020828BAS011126STD0370120041018BAS01122520050601BAS011754batch0120050718BAS01105120050718BAS01111020050718BAS01114020050718BAS011154BAS01BAS01BOOKBASA5Dipartimento MatematicaGENCollezione generaleMAT4732M47322002082851Riservati