01876nam0 2200421 i 450 VAN0012514820240806100818.218N978981108318120191031d2018 |0itac50 baengSG|||| |||||Introduction to Stochastic CalculusRajeeva L. Karandikar, B. V. RaoSingaporeSpringer2018xiii, 441 p.24 cm001VAN001251442001 Indian Statistical Institute Series210 Singapore [etc.]Springer2018-VAN00236324Introduction to Stochastic Calculus156389260-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G48Generalizations of martingales [MSC 2020]VANC021486MF60HxxStochastic analysis [MSC 2020]VANC019765MFContinuous Time ProcessKW:KMartingale Convergence TheoremKW:KSemimartingalesKW:KStochastic CalculusKW:KStochastic integrationKW:KThe Ito IntegralKW:KSGSingaporeVANL000061KarandikarRajeeva L.VANV09660355570RaoBhamidi V.VANV096604767985Springer <editore>VANV108073650ITSOL20241115RICAhttp://doi.org/10.1007/978-981-10-8318-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00125148BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 1205 08eMF1205 20191031 Introduction to Stochastic Calculus1563892UNICAMPANIA