LEADER 02078nam0 2200457 i 450 001 VAN0075706 005 20230220034646.472 010 $a978-36-420-2379-8 100 $a20100614d2009 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aStochastic analysis in discrete and continuous settings$ewith normal martingales$fNicolas Privault 210 $aBerlin$cSpringer$d2009 215 $aIX, 310 p.$d24 cm 300 $aPubblicazione disponibile anche in formato elettronico 461 1$1001VAN0102250$12001 $aLecture notes in mathematics$1210 $aBerlin [etc.]$cSpringer$v1982 500 1$3VAN0234677$aStochastic analysis in discrete and continuous settings : with normal martingales$92983385 606 $a60Hxx$xStochastic analysis [MSC 2020]$3VANC019765$2MF 606 $a60Jxx$xMarkov processes [MSC 2020]$3VANC019842$2MF 606 $a60Gxx$xStochastic processes [MSC 2020]$3VANC020000$2MF 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 610 $aBrownian Motions$9KW:K 610 $aContinuous stochastic process$9KW:K 610 $aJump Processes$9KW:K 610 $aMalliavin Calculus$9KW:K 610 $aMartingales$9KW:K 610 $aNormal martingales$9KW:K 610 $aPoisson process$9KW:K 610 $aStochastic Analysis$9KW:K 610 $aStochastic processes$9KW:K 620 $dBerlin$3VANL000066 700 1$aPrivault$bNicolas$3VANV065827$0475313 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-642-02380-4$zhttps://doi.org/10.1007/978-3-642-02380-4 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $aVAN0075706 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 60-XX 3462 $e08 8854 I 20100614 996 $aStochastic analysis in discrete and continuous settings : with normal martingales$92983385 997 $aUNICAMPANIA