LEADER 02208nam0 2200517 i 450 001 VAN0055724 005 20231219092756.620 010 $a978-03-87976-55-6 100 $a20061110r19911994 |0itac50 ba 101 $aeng 102 $aUS 105 $a|||| ||||| 200 1 $aBrownian motion and stochastic calculus$fIoannis Karatzas, Steven E. Shreve 205 $aRepr. of 2. ed 210 $aNew York$cSpringer$d1991 [stampa 1994] 215 $aXXIII, 470 p.$c10 ill.$d24 cm 410 1$1001VAN0023579$12001 $aGraduate texts in mathematics$1210 $aNew York [etc.]$cSpringer$v113 606 $a60Hxx$xStochastic analysis [MSC 2020]$3VANC019765$2MF 606 $a60J65$xBrownian motion [MSC 2020]$3VANC020038$2MF 606 $a60-XX$xProbability theory and stochastic processes [MSC 2020]$3VANC020428$2MF 606 $a60J55$xLocal time and additive functionals [MSC 2020]$3VANC021201$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$c20240614$gRICA 856 4 $u/sebina/repository/catalogazione/documenti/Karatzas, Shreve - Brownian motion and stochastic calculus. 2. ed..pdf$zContents 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $aVAN0055724 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 60-XX 2149 $e08 1424 I 20061110 996 $aBrownian motion and stochastic calculus$9437841 997 $aUNICAMPANIA