02078nam0 2200457 i 450 VAN007570620230220034646.472978-36-420-2379-820100614d2009 |0itac50 baengDE|||| |||||Stochastic analysis in discrete and continuous settingswith normal martingalesNicolas PrivaultBerlinSpringer2009IX, 310 p.24 cmPubblicazione disponibile anche in formato elettronico001VAN01022502001 Lecture notes in mathematics210 Berlin [etc.]Springer1982VAN0234677Stochastic analysis in discrete and continuous settings : with normal martingales298338560HxxStochastic analysis [MSC 2020]VANC019765MF60JxxMarkov processes [MSC 2020]VANC019842MF60GxxStochastic processes [MSC 2020]VANC020000MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MFBrownian MotionsKW:KContinuous stochastic processKW:KJump ProcessesKW:KMalliavin CalculusKW:KMartingalesKW:KNormal martingalesKW:KPoisson processKW:KStochastic AnalysisKW:KStochastic processesKW:KBerlinVANL000066PrivaultNicolasVANV065827475313Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/978-3-642-02380-4https://doi.org/10.1007/978-3-642-02380-4BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN0075706BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 3462 08 8854 I 20100614 Stochastic analysis in discrete and continuous settings : with normal martingales2983385UNICAMPANIA