02428nam0 22005653i 450 VAN026739320240116033156.978N978940092438320231121d1989 |0itac50 baengNL|||| |||||Theory of MartingalesR. Sh. Liptser, A. N. ShiryaevTransl. from the Russian by K. DzjaparidzeDordrechtKluwer1989xiv, 792 p.24 cm001VAN00244562001 Mathematics and its applications. Soviet series210 DordrechtReidel ; [poi] Kluwer49VAN0267394Teoriya martingalov364420560HxxStochastic analysis [MSC 2020]VANC019765MF60G44Martingales with continuous parameter [MSC 2020]VANC020011MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60B10Convergence of probability measures [MSC 2020]VANC022451MF60FxxLimit theorems in probability theory [MSC 2020]VANC024670MFAdapted processesKW:KClassificationKW:KErgodic theoryKW:KFiltrationKW:KLaw of large numbersKW:KLocal martingalesKW:KMarkov ProcessesKW:KMartingalesKW:KMixingKW:KPoint processesKW:KProbability distributionKW:KQuadratic variationsKW:KSemimartingalesKW:KVarianceKW:Kfinite-dimensional distributionKW:KNLDordrechtVANL000068LiptserRobert S.VANV04537365960ShiryaevAlbert N.VANV039954352262DzjaparidzeK.VANV220024730Kluwer <editore>VANV108116650ITSOL20240119RICAhttps://doi.org/10.1007/978-94-009-2438-3E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0267393BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 7247 08eMF7247 20231127 Teoriya martingalov3644205UNICAMPANIA