02248nam0 2200493 i 450 VAN0011449520250926085750.523N978-3-319-31089-320180206d2016 |0itac50 baengCH|||| |||||Brownian motion, martingales, and stochastic calculusJean-François Le Gall[Cham]Springer2016XIII, 273 p.ill.24 cm001VAN000235792001 Graduate texts in mathematics210 New York [etc.]Springer1950-274VAN00242000Brownian motion, martingales, and stochastic calculus152319960G44Martingales with continuous parameter [MSC 2020]VANC020011MF60H05Stochastic integrals [MSC 2020]VANC020013MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60J25Continuous-time Markov processes on general state spaces [MSC 2020]VANC019839MF60J55Local time and additive functionals [MSC 2020]VANC021201MF60J65Brownian motion [MSC 2020]VANC020038MFBrownian MotionKW:KHarmonic FunctionsKW:KIto's formulaKW:KMarkov processKW:KMartingale representationKW:KMartingalesKW:KQuantitative FinanceKW:KStochastic CalculusKW:KStochastic differential equationsKW:KStochastic integralKW:KCHChamVANL001889Le GallJean-FrançoisVANV244281348889Springer <editore>VANV108073650ITSOL20251003RICAhttp://dx.doi.org/10.1007/978-3-319-31089-3E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN00114495BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2162 15EB 2162 20180206 Brownian motion, martingales, and stochastic calculus1523199UNICAMPANIA