01510nam0 2200349 i 450 SUN011315720180111105403.9000.00N978-1-4939-2867-520180103d2015 |0engc50 baengUS|||| |||||*Stochastic calculus and applicationsSamuel N. Cohen, Robert J. Elliott2. edNew YorkBirkhäuser2015XXIII, 666 p.24 cm001SUN01134762001 *Probability and Its Applications210 New YorkBirkhäuser.49-XXCalculus of variations and optimal control; optimization [MSC 2020]MFSUNC01975793E20Optimal stochastic control [MSC 2020]MFSUNC01994660-XXProbability theory and stochastic processes [MSC 2020]MFSUNC02042893E11Filtering in stochastic control theory [MSC 2020]MFSUNC022653USNew YorkSUNL000011Cohen, Samuel N.SUNV087292755503Elliott, Robert J.SUNV08729356443BirkhäuserSUNV000319650ITSOL20210503RICAhttp://dx.doi.org/10.1007/978-1-4939-2867-5SUN0113157UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0450 08eMF450 20180103 Stochastic calculus and applications1522450UNICAMPANIA