LEADER 02237nam0 2200493 i 450 001 VAN0114495 005 20231207100308.475 017 70$2N$a978-3-319-31089-3 100 $a20180206d2016 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aBrownian motion, martingales, and stochastic calculus$fJean-François Le Gall 210 $a[Cham]$cSpringer$d2016 215 $aXIII, 273 p.$cill.$d24 cm 410 1$1001VAN0023579$12001 $aGraduate texts in mathematics$1210 $aNew York [etc.]$cSpringer$v274 500 1$3VAN0242000$aBrownian motion, martingales, and stochastic calculus$91523199 606 $a60J25$xContinuous-time Markov processes on general state spaces [MSC 2020]$3VANC019839$2MF 606 $a60G44$xMartingales with continuous parameter [MSC 2020]$3VANC020011$2MF 606 $a60H05$xStochastic integrals [MSC 2020]$3VANC020013$2MF 606 $a60J65$xBrownian motion [MSC 2020]$3VANC020038$2MF 606 $a60H10$xStochastic ordinary differential equations [MSC 2020]$3VANC020682$2MF 606 $a60J55$xLocal time and additive functionals [MSC 2020]$3VANC021201$2MF 610 $aBrownian Motion$9KW:K 610 $aHarmonic Functions$9KW:K 610 $aIto's formula$9KW:K 610 $aMarkov process$9KW:K 610 $aMartingale representation$9KW:K 610 $aMartingales$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStochastic Calculus$9KW:K 610 $aStochastic differential equations$9KW:K 610 $aStochastic integral$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aLe Gall$bJean-François$3VANV088587$0348889 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-3-319-31089-3$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$2VAN15 912 $fN 912 $aVAN0114495 950 $aBIBLIOTECA CENTRO DI SERVIZIO SBA$d15CONS SBA EBOOK 2162 $e15EB 2162 20180206 996 $aBrownian motion, martingales, and stochastic calculus$91523199 997 $aUNICAMPANIA