01737nam0 2200373 i 450 SUN012509620191031103247.1950.00N978-1-4939-8835-820191030d2018 |0engc50 baengUS|||| |||||*Dynamic Markov Bridges and Market MicrostructureTheory and ApplicationsUmut Çetin, Albina DanilovaNew York : Springer, 2018xiv234 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN01038262001 *Probability theory and stochastic modelling90210 BerlinSpringer.60J60Diffusion processes [MSC 2020]MFSUNC02147760G35Signal detection and filtering (aspects of stochastic processes) [MSC 2020]MFSUNC02148560FxxLimit theorems in probability theory [MSC 2020]MFSUNC02467091G80Financial applications of other theories [MSC 2020]MFSUNC03101360H20Stochastic integral equations [MSC 2020]MFSUNC03395391B44Economics of information [MSC 2020]MFSUNC035214USNew YorkSUNL000011Çetin, UmutSUNV096553767949Danilova, AlbinaSUNV096554767950SpringerSUNV000178650ITSOL20210503RICAhttp://doi.org/10.1007/978-1-4939-8835-8SUN0125096UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1108 08eMF1108 20191030 Dynamic Markov Bridges and Market Microstructure1563848UNICAMPANIA