LEADER 00815nam0-22002651i-450- 001 990000482690403321 005 20100326105209.0 035 $a000048269 035 $aFED01000048269 035 $a(Aleph)000048269FED01 035 $a000048269 100 $a20020821f19821985km-y0itay50------ba 101 0 $aita 105 $ay-------001yy 200 1 $aIntroduzioni alle reti telefoniche analogiche e numeriche$fMaurizio Decina, Aldo Roveri 210 $aRoma$cLa Goliardica$d[1982-1985] 700 1$aDecina,$bMaurizio$f<1943- >$0433835 701 1$aRoveri,$bAldo$027631 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990000482690403321 952 $a10 E II 311$b10252$fDINEL 959 $aDINEL 996 $aIntroduzioni alle reti telefoniche analogiche e numeriche$9332339 997 $aUNINA LEADER 03653nam 22006015 450 001 9910957177103321 005 20250730101807.0 010 $a3-662-06400-6 024 7 $a10.1007/978-3-662-06400-9 035 $a(CKB)2660000000027140 035 $a(SSID)ssj0001296280 035 $a(PQKBManifestationID)11766117 035 $a(PQKBTitleCode)TC0001296280 035 $a(PQKBWorkID)11348123 035 $a(PQKB)11158428 035 $a(DE-He213)978-3-662-06400-9 035 $a(MiAaPQ)EBC3100326 035 $a(PPN)188265317 035 $a(EXLCZ)992660000000027140 100 $a20130107d1999 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aContinuous Martingales and Brownian Motion /$fby Daniel Revuz, Marc Yor 205 $a3rd ed. 1999. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d1999. 215 $a1 online resource (XIII, 602 p.) 225 1 $aGrundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,$x2196-9701 ;$v293 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a3-540-64325-7 311 08$a3-642-08400-1 320 $aIncludes bibliographical references and indexes. 327 $a0. Preliminaries -- I. Introduction -- II. Martingales -- III. Markov Processes -- IV. Stochastic Integration -- V. Representation of Martingales -- VI. Local Times -- VII. Generators and Time Reversal -- VIII. Girsanov?s Theorem and First Applications -- IX. Stochastic Differential Equations -- X. Additive Functionals of Brownian Motion -- XI. Bessel Processes and Ray-Knight Theorems -- XII. Excursions -- XIII. Limit Theorems in Distribution -- §1. Gronwall?s Lemma -- §2. Distributions -- §3. Convex Functions -- §4. Hausdorff Measures and Dimension -- §5. Ergodic Theory -- §6. Probabilities on Function Spaces -- §7. Bessel Functions -- §8. Sturm-Liouville Equation -- Index of Notation -- Index of Terms -- Catalogue. 330 $aFrom the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research..." Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions. 410 0$aGrundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,$x2196-9701 ;$v293 606 $aProbabilities 606 $aProbability Theory 615 0$aProbabilities. 615 14$aProbability Theory. 676 $a519.2/87 686 $a60G44$2msc 686 $a60J60$2msc 700 $aRevuz$b D.$4aut$4http://id.loc.gov/vocabulary/relators/aut$054759 702 $aYor$b Marc$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910957177103321 996 $aContinuous martingales and Brownian motion$9375923 997 $aUNINA