LEADER 02107nam0 2200469 i 450 001 VAN0113157 005 20230706111758.292 017 70$2N$a9781493928675 100 $a20180103d2015 |0itac50 ba 101 $aeng 102 $aUS 105 $a|||| ||||| 200 1 $aStochastic calculus and applications$fSamuel N. Cohen, Robert J. Elliott 205 $a2. ed 210 $aNew York$cBirkhäuser$d2015 215 $aXXIII, 666 p.$d24 cm 410 1$1001VAN0113476$12001 $aProbability and Its Applications$1210 $aBasel [etc.]$cBirkhäuser 500 1$3VAN0235271$aStochastic Calculus and Applications$91522450 606 $a49-XX$xCalculus of variations and optimal control; optimization [MSC 2020]$3VANC019757$2MF 606 $a93E20$xOptimal stochastic control [MSC 2020]$3VANC019946$2MF 606 $a60-XX$xProbability theory and stochastic processes [MSC 2020]$3VANC020428$2MF 606 $a93E11$xFiltering in stochastic control theory [MSC 2020]$3VANC022653$2MF 610 $aDiscrete and Continuous Time$9KW:K 610 $aFiltering$9KW:K 610 $aMartingales$9KW:K 610 $aPartial differential equations$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStochastic Controls$9KW:K 610 $aStochastic differential equations$9KW:K 610 $aStochastic processes$9KW:K 620 $aUS$dNew York$3VANL000011 700 1$aCohen$bSamuel N.$3VANV087292$0755503 701 1$aElliott$bRobert J.$3VANV087293$056443 712 $aBirkhäuser $3VANV108193$4650 801 $aIT$bSOL$c20231208$gRICA 856 4 $u http://dx.doi.org/10.1007/978-1-4939-2867-5$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 $aVAN0113157 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0450 $e08eMF450 20180103 996 $aStochastic calculus and applications$91522450 997 $aUNICAMPANIA