01552nam0 2200337 i 450 SUN005572420180511104937.165978-03-87976-55-60.0020061110r19911994 |0engc50 baengUS|||| |||||*Brownian motion and stochastic calculusIoannis Karatzas, Steven E. ShreveRepr. of 2. edNew YorkSpringer1991 [stampa 1994]XXIII, 470 p.10 ill.24 cm.001SUN00235792001 *Graduate texts in mathematics113210 New YorkSpringer1950-.60HxxStochastic analysis [MSC 2020]MFSUNC01976560J65Brownian motion [MSC 2020]MFSUNC02003860-XXProbability theory and stochastic processes [MSC 2020]MFSUNC02042860J55Local time and additive functionals [MSC 2020]MFSUNC021201BerlinSUNL000066Karatzas, IoannisSUNV04422259342Shreve, Steven E.SUNV04421912902SpringerSUNV000178650ITSOL20200921RICA/sebina/repository/catalogazione/documenti/Karatzas, Shreve - Brownian motion and stochastic calculus. 2. ed..pdfContentsSUN0055724UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 2149 08 1424 I 20061110 Brownian motion and stochastic calculus437841UNICAMPANIA