02971nam2 22006493i 450 VAN0029828220260202103511.366N978366203640220250916d1998 |0itac50 baengDE|||| |||||i e bcrˆ3: ‰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 VasilevichVANV211047ITSOL20260206RICAhttps://doi.org/10.1007/978-3-662-03640-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00298282BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 12696 08eMF12696 20251024 Teoriya veroyatnostey 34435152UNICAMPANIA