LEADER 02169nam 2200481 450 001 000011432 005 20050718115400.0 010 $a3-540-54687-1 100 $a20020828d1998----km-y0itay0103----ba 101 0 $aeng 102 $aDE 200 1 $aProbability theory III$estochastic calculus$fYu. V. Prokhorov, A. N. Shiryaev 210 $aBerlin [etc.]$cSpringer$dc1998 215 $a253 p.$d24 cm. 225 1 $aEncyclopaedia of mathematical sciences$v45 606 $aCalcolo delle probabilità 676 $a519.2$v(20. ed.)$9Probabilità 691 $a60Hxx$9Probability theory and stochastic processes. Stochastic analysis 691 $a60G40$9Probability theory and stochastic processes. Stochastic processes. Stopping times; optimal stopping problems; gambling theory 691 $a60G44$9Probability theory and stochastic processes. Stochastic processes. Martingales with continuous parameter 691 $a60G48$9Probability theory and stochastic processes. Stochastic processes. Generalizations of martingales 691 $a60F17$9Probability theory and stochastic processes. Limit theorems. Functional limit theorems; invariance principles 691 $a60J60$9Probability theory and stochastic processes. Markov processes. Diffusion processes 691 $a60J65$9Probability theory and stochastic processes. Markov processes. Brownian motion 700 1$aProkhorov,$bYu. V$0367669 701 1$aShiryaev,$bA. N$0440808 801 0$aIT$bUniversità della Basilicata - B.I.A.$gRICA$2unimarc 912 $a000011432 996 $aProbability theory III$979744 997 $aUNIBAS BAS $aMONSCI BAS $aMONOGR BAS $aSCIENZE CAT $aEXT002$b01$c20020828$lBAS01$h1117 CAT $aEXT002$b01$c20020828$lBAS01$h1126 CAT $aSTD037$b01$c20041018$lBAS01$h1225 CAT $c20050601$lBAS01$h1754 CAT $abatch$b01$c20050718$lBAS01$h1051 CAT $c20050718$lBAS01$h1110 CAT $c20050718$lBAS01$h1140 CAT $c20050718$lBAS01$h1154 FMT Z30 -1$lBAS01$LBAS01$mBOOK$1BASA5$ADipartimento Matematica$2GEN$BCollezione generale$3MAT$64732$5M4732$820020828$f51$FRiservati