LEADER 02032nam0 2200505 i 450 001 VAN0065634 005 20230220034646.269 010 $a978-35-407-7912-4 100 $a20080923d2008 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aSéminaire de probabilités 41. / Catherine Donati-Martin ... [et al.] 210 $aBerlin$cSpringer$d2008 215 $aIX, 462 p.$d24 cm 300 $aPubblicazione disponibile anche in formato elettronico 461 1$1001VAN0102250$12001 $aLecture notes in mathematics$1210 $aBerlin [etc.]$cSpringer$v1934 500 1$3VAN0234601$aSéminaire de probabilités 41.$91416598 606 $a60-XX$xProbability theory and stochastic processes [MSC 2020]$3VANC020428$2MF 610 $aBrownian Motions$9KW:K 610 $aCàdlàg$9KW:K 610 $aFinancial probability$9KW:K 610 $aFractional Brownian motion$9KW:K 610 $aLaw of the iterated logarithm$9KW:K 610 $aLocal martingale$9KW:K 610 $aLocal time$9KW:K 610 $aLévy processes$9KW:K 610 $aMarkov Kernel$9KW:K 610 $aMarkov additive process$9KW:K 610 $aMartingales$9KW:K 610 $aMatrix theory$9KW:K 610 $aQuadratic variation$9KW:K 610 $aRandom Walks$9KW:K 610 $aStochastic processes$9KW:K 620 $dBerlin$3VANL000066 702 1$aDonati-Martin$bCatherine$3VANV048403 712 12$aSéminaire de probabilités$f41.$3VANV071136 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-540-77913-1$zhttps://doi.org/10.1007/978-3-540-77913-1 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $aVAN0065634 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 60-XX 3994 $e08 8295 VII 20081204 996 $aSéminaire de probabilités 41$91416598 997 $aUNICAMPANIA