LEADER 02486nam0 2200589 i 450 001 VAN00057413 005 20250512023939.274 010 $a978-35-403-0994-9 100 $a20070130d2006 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aIn memoriam Paul-André Meyer$eSéminaire de Probabilités XXXIX$fMichel Emery, Marc Yor (eds.) 210 $aBerlin$cSpringer$d2006 215 $aVIII, 417 p.$d24 cm 300 $aPubblicazione disponibile anche in formato elettronico 461 1$1001VAN00102250$12001 $aLecture notes in mathematics$1210 $aBerlin [etc.]$cSpringer$v1874 500 1$3VAN00234522$aIn memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX$9230565 606 $a60Gxx$xStochastic processes [MSC 2020]$3VANC020000$2MF 606 $a60Hxx$xStochastic analysis [MSC 2020]$3VANC019765$2MF 606 $a60Jxx$xMarkov processes [MSC 2020]$3VANC019842$2MF 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 610 $aBrownian Motions$9KW:K 610 $aBrownian bridge$9KW:K 610 $aCalculus$9KW:K 610 $aDiffusion Processes$9KW:K 610 $aDirichlet process$9KW:K 610 $aFiltration$9KW:K 610 $aLocal martingale$9KW:K 610 $aLévy processes$9KW:K 610 $aMartingales$9KW:K 610 $aMathematical Finance$9KW:K 610 $aOrnstein-Uhlenbeck process$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aSemimartingales$9KW:K 610 $aSets$9KW:K 610 $aStochastic Calculus$9KW:K 620 $dBerlin$3VANL000066 702 1$aÉmery$bMichel$3VANV040931 702 1$aMeyer$bPaul-André$3VANV039684 702 1$aYor$bMarc$3VANV037713 712 12$aSéminaire de probabilités$f39.$3VANV045465 712 $aSpringer $3VANV108073$4650 790 1$aMeyer, Paul-Andre$zMeyer, Paul-André$3VANV089775 801 $aIT$bSOL$c20250516$gRICA 856 4 $u/sebina/repository/catalogazione/documenti/ID 57413.pdf$zID 57413.pdf 856 4 $uhttps://doi.org/10.1007/b128398$zhttps://doi.org/10.1007/b128398 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $aVAN00057413 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 60-XX 3994 $e08 7651 V 20070130 996 $aIn memoriam Paul-Andre Meyer$9230565 997 $aUNICAMPANIA