LEADER 02202nam0 22005173i 450 001 VAN00269010 005 20240806101526.712 017 70$2N$a9781468403022 100 $a20231219d1988 |0itac50 ba 101 $aeng 102 $aUS 105 $a|||| ||||| 200 1 $aBrownian motion and stochastic calculus$fIoannis Karatzas, Steven E. Shreve 210 $aNew York$cSpringer$d1988 215 $axxiii, 470 p.$c10 ill.$d24 cm 410 1$1001VAN00023579$12001 $aGraduate texts in mathematics$1210 $aNew York [etc.]$cSpringer$d1950-$v113 606 $a60-XX$xProbability theory and stochastic processes [MSC 2020]$3VANC020428$2MF 606 $a60Hxx$xStochastic analysis [MSC 2020]$3VANC019765$2MF 606 $a60J55$xLocal time and additive functionals [MSC 2020]$3VANC021201$2MF 606 $a60J65$xBrownian motion [MSC 2020]$3VANC020038$2MF 610 $aBrownian Motion$9KW:K 610 $aContinuous-time stochastic processes$9KW:K 610 $aDifferential equations$9KW:K 610 $aFiltration$9KW:K 610 $aGirsanov theorem$9KW:K 610 $aLocal time$9KW:K 610 $aMarkov Processes$9KW:K 610 $aMarkov property$9KW:K 610 $aMartingales$9KW:K 610 $aReflected Brownian motions$9KW:K 610 $aSemimartingales$9KW:K 610 $aStochastic Calculus$9KW:K 610 $aStochastic differential equations$9KW:K 610 $aStochastic processes$9KW:K 620 $dBerlin$3VANL000066 700 1$aKaratzas$bIoannis$3VANV044222$059342 701 1$aShreve$bSteven E.$3VANV044219$012902 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20250221$gRICA 856 4 $uhttps://doi.org/10.1007/978-1-4684-0302-2$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00269010 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08DLOAD e-book 7874 $e08eMF7874 20231220 996 $aBrownian motion and stochastic calculus$9437841 997 $aUNICAMPANIA