03278nam2 2200685 i 450 VAN0010570420260202103452.55235-405-4687-1978-35-405-4687-0hardback ed.978-36-420-8122-4paperback ed.20160530d1998 |0itac50 baengDE|||| |||||i e nncˆ3: ‰Stochastic CalculusYu. V. Prokhorov, A. N. Shiryaev (Eds.)BerlinSpringer1998253 p.24 cm001VAN000241752001 Encyclopaedia of mathematical scienceseditor in chief: R. V. Gamkrelidze210 Berlin [etc.]Springer45001VAN002982812001 Probability theoryYu. V. Prokhorov, A. N. Shiryaev (Eds.)210 BerlinSpringer215 volumi24 cm3VAN00243046Teoriya veroyatnostey 34435152ProbabilitàVANC032413EC00BxxConference proceedings and collections of articles [MSC 2020]VANC021742MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]VANC024506MF60G44Martingales with continuous parameter [MSC 2020]VANC020011MF60G48Generalizations of martingales [MSC 2020]VANC021486MF60HxxStochastic analysis [MSC 2020]VANC019765MF60J60Diffusion processes [MSC 2020]VANC021477MF60J65Brownian motion [MSC 2020]VANC020038MFBrownian MotionKW:KCalculusKW:KDifferential equationsKW:KMalliavin CalculusKW:KMartingalesKW:KMathematical statisticsKW:KProbability TheoryKW:KProbability spacesKW:KSemimartingalesKW:KStatisticsKW:KStochastic IntegralsKW:KStochastisches IntegralsKW:KBerlinVANL000066515Analisi matematica22ProkhorovIurii VasilevichVANV040906340ShiryaevAlbert N.VANV039954340Springer <editore>VANV108073650Prokhorov, Yu. V.Prokhorov, Iurii VasilevichVANV040907Prokhorov, J. V.Prokhorov, Iurii VasilevichVANV211047ITSOL20260206RICA/sebina/repository/catalogazione/documenti/Prokhorov, Shiryaev - Probability Theory III.pdfProkhorov, Shiryaev - Probability Theory III.pdfBIBLIOTECA DEL DIPARTIMENTO DI ECONOMIAIT-CE0106VAN03BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN00105704BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 3475 08 4507 I 20060911 BIBLIOTECA DEL DIPARTIMENTO DI ECONOMIA03PREST VAa48 03 32476 20160530 Teoriya veroyatnostey 34435152UNICAMPANIA