01631nam0 2200361 i 450 SUN011449520180207104806.9220.00N978-3-319-31089-320180206d2016 |0engc50 baengCH|||| |||||*Brownian motion, martingales, and stochastic calculusJean-François Le Gall[Cham] : Springer, 2016XIII273 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN00235792001 *Graduate texts in mathematics274210 New YorkSpringer1950-.60J25Continuous-time Markov processes on general state spaces [MSC 2020]MFSUNC01983960G44Martingales with continuous parameter [MSC 2020]MFSUNC02001160H05Stochastic integrals [MSC 2020]MFSUNC02001360J65Brownian motion [MSC 2020]MFSUNC02003860H10Stochastic ordinary differential equations [MSC 2020]MFSUNC02068260J55Local time and additive functionals [MSC 2020]MFSUNC021201CHChamSUNL001889Le Gall, Jean-FrançoisSUNV088587348889SpringerSUNV000178650ITSOL20200921RICAhttp://dx.doi.org/10.1007/978-3-319-31089-3SUN0114495BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2162 15EB 2162 20180206 Brownian motion, martingales, and stochastic calculus1523199UNICAMPANIA