02338nam0 2200553 i 450 VAN012401620230704114538.986N978331962226220191007d2017 |0itac50 baengCH|||| |||||Stochastic CalculusAn Introduction Through Theory and ExercisesPaolo BaldiChamSpringer2017xiv, 627 p.ill.24 cm001VAN00245062001 Universitext210 Berlin [etc]SpringerVAN0236008Stochastic Calculus156245560HxxStochastic analysis [MSC 2020]VANC019765MF60G44Martingales with continuous parameter [MSC 2020]VANC020011MF60G42Martingales with discrete parameter [MSC 2020]VANC021396MFBrownian MotionsKW:KBrownian motion exercisesKW:KConditional probabilityKW:KMarkov ProcessesKW:KMartingalesKW:KNumerical simulationKW:KPDE problemsKW:KProbability elementsKW:KSDE approximationKW:KStochastic CalculusKW:KStochastic calculus exercisesKW:KStochastic calculus financeKW:KStochastic calculus financial modelsKW:KStochastic differential equation approximationKW:KStochastic differential equationsKW:KStochastic differential equations exercisesKW:KStochastic integralKW:KStochastic processesKW:KCHChamVANL001889BaldiPaolo1948- VANV08205142379Springer <editore>VANV108073650ITSOL20240405RICAhttp://doi.org/10.1007/978-3-319-62226-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0124016BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0919 08eMF919 20191007 Stochastic Calculus1562455UNICAMPANIA