02202nam0 22005173i 450 VAN0026901020240806101526.712N978146840302220231219d1988 |0itac50 baengUS|||| |||||Brownian motion and stochastic calculusIoannis Karatzas, Steven E. ShreveNew YorkSpringer1988xxiii, 470 p.10 ill.24 cm001VAN000235792001 Graduate texts in mathematics210 New York [etc.]Springer1950-11360-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60HxxStochastic analysis [MSC 2020]VANC019765MF60J55Local time and additive functionals [MSC 2020]VANC021201MF60J65Brownian motion [MSC 2020]VANC020038MFBrownian MotionKW:KContinuous-time stochastic processesKW:KDifferential equationsKW:KFiltrationKW:KGirsanov theoremKW:KLocal timeKW:KMarkov ProcessesKW:KMarkov propertyKW:KMartingalesKW:KReflected Brownian motionsKW:KSemimartingalesKW:KStochastic CalculusKW:KStochastic differential equationsKW:KStochastic processesKW:KBerlinVANL000066KaratzasIoannisVANV04422259342ShreveSteven E.VANV04421912902Springer <editore>VANV108073650ITSOL20241115RICAhttps://doi.org/10.1007/978-1-4684-0302-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00269010BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 7874 08eMF7874 20231220 Brownian motion and stochastic calculus437841UNICAMPANIA