02208nam0 2200517 i 450 VAN005572420231219092756.620978-03-87976-55-620061110r19911994 |0itac50 baengUS|||| |||||Brownian motion and stochastic calculusIoannis Karatzas, Steven E. ShreveRepr. of 2. edNew YorkSpringer1991 [stampa 1994]XXIII, 470 p.10 ill.24 cm001VAN00235792001 Graduate texts in mathematics210 New York [etc.]Springer11360HxxStochastic analysis [MSC 2020]VANC019765MF60J65Brownian motion [MSC 2020]VANC020038MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60J55Local time and additive functionals [MSC 2020]VANC021201MFBrownian 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>VANV108073650ITSOL20240614RICA/sebina/repository/catalogazione/documenti/Karatzas, Shreve - Brownian motion and stochastic calculus. 2. ed..pdfContentsBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN0055724BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 2149 08 1424 I 20061110 Brownian motion and stochastic calculus437841UNICAMPANIA