01865nam0 2200421 i 450 VAN012514820230630085048.980N978981108318120191031d2018 |0itac50 baengSG|||| |||||Introduction to Stochastic CalculusRajeeva L. Karandikar, B. V. RaoSingaporeSpringer2018xiii, 441 p.24 cm001VAN01251442001 Indian Statistical Institute Series210 Singapore [etc.]SpringerVAN0236324Introduction to Stochastic Calculus156389260HxxStochastic analysis [MSC 2020]VANC019765MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G48Generalizations of martingales [MSC 2020]VANC021486MFContinuous Time ProcessKW:KMartingale Convergence TheoremKW:KSemimartingalesKW:KStochastic CalculusKW:KStochastic integrationKW:KThe Ito IntegralKW:KSGSingaporeVANL000061KarandikarRajeeva L.VANV09660355570RaoBhamidi V.VANV096604767985Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-981-10-8318-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0125148BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1205 08eMF1205 20191031 Introduction to Stochastic Calculus1563892UNICAMPANIA