02293nam0 22005653i 450 VAN0029845720250918124351.330N978146120949220250918d1998 |0itac50 baengUS|||| |||||i e bcrBrownian motion and stochastic calculusIoannis Karatzas, Steven E. Shreve2. edNew YorkSpringer1998xxiii, 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:KUSNew YorkVANL000011KaratzasIoannisVANV04422259342ShreveSteven E.VANV04421912902Springer <editore>VANV108073650ITSOL20251031RICAhttps://doi.org/10.1007/978-1-4612-0949-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00298457BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 12783 08eMF12783 20251028 Brownian motion and stochastic calculus437841UNICAMPANIA