02118nam0 2200469 i 450 VAN0011315720240806100748.143N978149392867520180103d2015 |0itac50 baengUS|||| |||||Stochastic calculus and applicationsSamuel N. Cohen, Robert J. Elliott2. edNew YorkBirkhäuser2015XXIII, 666 p.24 cm001VAN001134762001 Probability and Its Applications210 Basel [etc.]Birkhäuser1990-VAN00235271Stochastic Calculus and Applications152245049-XXCalculus of variations and optimal control; optimization [MSC 2020]VANC019757MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF93E11Filtering in stochastic control theory [MSC 2020]VANC022653MF93E20Optimal stochastic control [MSC 2020]VANC019946MFDiscrete and Continuous TimeKW:KFilteringKW:KMartingalesKW:KPartial differential equationsKW:KQuantitative FinanceKW:KStochastic ControlsKW:KStochastic differential equationsKW:KStochastic processesKW:KUSNew YorkVANL000011CohenSamuel N.VANV087292755503ElliottRobert J.VANV08729356443Birkhäuser <editore>VANV108193650ITSOL20241115RICA http://dx.doi.org/10.1007/978-1-4939-2867-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00113157BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 0450 08eMF450 20180103 Stochastic calculus and applications1522450UNICAMPANIA