01872nam0 2200397 i 450 SUN010570420171002021108.15635-405-4687-10.008-3-642-08122-420160530d1998 |0engc50 baengDE|||| |||||*Probability theory 3. : Stochastic CalculusYu. V. Prokhorov, A. N. ShiryaevBerlinSpringer1998253 p.24 cm.001SUN00241752001 *Encyclopaedia of mathematical scienceseditor in chief: R. V. Gamkrelidze45210 BerlinSpringer.60HxxStochastic analysis [MSC 2020]MFSUNC01976560G44Martingales with continuous parameter [MSC 2020]MFSUNC02001160J65Brownian motion [MSC 2020]MFSUNC02003860J60Diffusion processes [MSC 2020]MFSUNC02147760G48Generalizations of martingales [MSC 2020]MFSUNC02148660G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]MFSUNC024506ProbabilitàECSUNC032413BerlinSUNL000066515Analisi matematica22Prokhorov, Iurii VasilevichSUNV040906721377Shiryaev, Albert N.SUNV039954352262SpringerSUNV000178650Prokhorov, Yu. V.Prokhorov, Iurii VasilevichSUNV040907ITSOL20200921RICA/sebina/repository/catalogazione/documenti/Prokhorov, Shiryaev - Probability Theory III.pdfContentsSUN0105704UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI ECONOMIA03PREST VAa48 03 32476 20160530 Probability theory 3. : Stochastic Calculus1733463UNICAMPANIA