01473cam0-2200505---450-99000381023040332120140519104025.088-15-07106-7000381023FED01000381023(Aleph)000381023FED0100038102320030910d1999----km-y0itay50------baitaengIT--------001cy<<La >>cittadinanza multiculturaleWill Kymlickatraduzione di Giancarlo GasperoniBolognail Mulino1999373 p.21 cmSaggi499Contiene riferimenti bibl. (pp. 341-373)2001Multicultural citizenship27543ImmigratiCittadinanzaMulticulturalismoMinoranze etnicheTutelaImmigrazioneUnione Europea323.63323.1121itaKymlicka,Will144469ITUNINARICAUNIMARCBK990003810230403321323.63 KYM 17143BFS323.63 KYM 1 BIS8421BFSXI DU W 59904 ddrDFD21-12089323.63 KYM 1Bibl. 54867FLFBCXI DU K 1593DFDX D 4a3595DDCICX D 4b3788DDCICBFSDFDDDCICFLFBCMulticultural citizenship27543UNINA00773nam0-22002771i-450-99000625857040332119980601000625857FED01000625857(Aleph)000625857FED0100062585719980601f????----km-y0itay50------ba--------00-yySull'"in fraudem legis agere" nei rapporti del lavoroAldo Cessari.S.l.s.e.s.d.9 p.24 cm344.01Cessari,Aldo229846ITUNINARICAUNIMARCBK990006258570403321BUSTA 41 (7) 1692644FGBCFGBCSull'"in fraudem legis agere" nei rapporti del lavoro638166UNINAGIU0102778nam0 2200577 i 450 VAN012673220230925121024.498N978-3-030-02781-020200214d2019 |0itac50 baengCH|||| |||||Applied Stochastic Control of Jump DiffusionsBernt Øksendal, Agnès Sulem3. edChamSpringer2019xvi, 436 p.ill.24 cm001VAN00245062001 Universitext210 Berlin [etc]Springer1930-VAN0236672Applied Stochastic Control of Jump Diffusions355902693E20Optimal stochastic control [MSC 2020]VANC019946MF49J40Variational inequalities [MSC 2020]VANC020068MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF65MxxNumerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]VANC020831MF91A23Differential games (aspects of game theory) [MSC 2020]VANC022887MF60G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]VANC024506MF47J20Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020]VANC028869MFBackward Stochastic Differential EquationsKW:KConvex risk measuresKW:KFinancial Markets Modelled by Jump DiffusionsKW:KForward-Backward SDEsKW:KImpulse controlKW:KJump DiffusionsKW:KLévy processesKW:KMean-Field SDEsKW:KOptimal Control of SPDEsKW:KOptimal stoppingKW:KPartial Information ControlKW:KQuantitative FinanceKW:KStochastic ControlsKW:KStochastic Differential GamesKW:KCHChamVANL001889ØksendalBernt K.VANV2112251426735SulemAgnèsVANV098128286541Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-030-02781-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0126732BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1513 08eMF1513 20200214 Applied Stochastic Control of Jump Diffusions3559026UNICAMPANIA