01966nam0 2200493 i 450 VAN005203820240207031242.584978-35-402-0520-320060912d2003 |0itac50 baengDE|||| |||||Séminaire de probabilités 37. / J. Azema, M. Émery, M. Yor edsBerlinSpringer2003XIV, 446 p.24 cmPubblicazione disponibile anche in formato elettronico001VAN01022502001 Lecture notes in mathematics210 Berlin [etc.]Springer1832VAN0234460Séminaire de Probabilités 37.142736560HxxStochastic analysis [MSC 2020]VANC019765MF60JxxMarkov processes [MSC 2020]VANC019842MF60GxxStochastic processes [MSC 2020]VANC020000MFBlack-ScholesKW:KBrownian MotionsKW:KDiffusion ProcessesKW:KGaussian MeasureKW:KLocal martingaleKW:KLocal timeKW:KMartingalesKW:KProbabilityKW:KRough PathsKW:KStochastic processesKW:KBerlinVANL000066AzemaJaquesVANV040929ÉmeryMichelVANV040931YorMarcVANV037713Séminaire de probabilités37.VANV049807Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/b94376https://doi.org/10.1007/b94376BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN0052038BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 3992 08 6562 III 20060912 Séminaire de probabilités 371427365UNICAMPANIA