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[null,"1.","Record Nr.",null,"UNINA9910457855203321"]
[null,null,"Titolo",null,"Review of the St. Johns river water supply impact study [[electronic resource] ] : final report / / Committee to Review the St. Johns River Water Supply Impact Study ; Water Science and Technolgoy Board ; Division on Earth and Life Studies"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C., : National Academies Press, 2012"]
[null,null,"ISBN",null,"1-280-12349-4"]
[{"$nulls":4},"9786613527356"]
[{"$nulls":4},"0-309-22568-X"]
[null,null,"Descrizione fisica",null,"1 online resource (118 p.)"]
[null,null,"Disciplina",null,"551.48015195"]
[null,null,"Soggetti",null,"Water-supply - Research"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"\"\"Front Matter\"\"; \"\"Preface\"\"; \"\"Contents\"\"; \"\"Summary\"\"; \"\"1 Introduction\"\"; \"\"2 Hydrology and Hydrodynamics\"\"; \"\"3 Review of Environmental Workgroup Reports\"\"; \"\"4 Overarching Themes and Conclusions\"\""]
[null,"2.","Record Nr.",null,"UNINA9910780470503321"]
[null,null,"Autore",null,"Lukemeyer Anna"]
[null,null,"Titolo",null,"Courts as policymakers [[electronic resource] ] : school finance reform litigation / / Anna Lukemeyer"]
[null,null,"Pubbl/distr/stampa",null,"New York, : LFB Scholarly Publishing, 2003"]
[null,null,"ISBN",null,"1-59332-013-2"]
[null,null,"Descrizione fisica",null,"1 online resource (242 p.)"]
[null,null,"Collana",null,"American legal institutions"]
[null,null,"Disciplina",null,"344.73/076"]
[null,null,"Soggetti",null,"Education - Finance - Law and legislation - United States"]
[{"$nulls":4},"Judgments - United States"]
[{"$nulls":4},"Judicial process - United States"]
[{"$nulls":4},"Education - United States - Finance"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (p. 215-220) and index."]
[null,null,"Nota di contenuto",null,"School finance reform and the courts -- Policy issues as defined by education finance scholars -- Research questions and methods -- Judicial definitions of equity and case outcomes : findings -- Judicial definitions of equity and treatment of key issues : findings -- Exploring the impact of different judicial choices using simulations -- Judicial treatment of school finance equity issues : summary and conclusions."]
[null,"3.","Record Nr.",null,"UNINA9910809577703321"]
[null,null,"Autore",null,"Stroock Daniel W."]
[null,null,"Titolo",null,"Markov processes from K. Itô's perspective / / Daniel W. Stroock"]
[null,null,"Pubbl/distr/stampa",null,"Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003"]
[{"$nulls":4},"©2003"]
[null,null,"ISBN",null,"0-691-11542-7"]
[{"$nulls":4},"1-4008-3557-7"]
[null,null,"Descrizione fisica",null,"1 online resource (289 p.)"]
[null,null,"Collana",null,"Annals of Mathematics Studies ; ; Number 155"]
[null,null,"Classificazione",null,"SI 830"]
[null,null,"Disciplina",null,"519.2/33"]
[null,null,"Soggetti",null,"Markov processes"]
[{"$nulls":4},"Stochastic difference equations"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index"]
[null,null,null,"Sommario/riassunto","Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed increments. To remedy this defect, Itô interpreted Kolmogorov's famous forward equation as an equation that describes the integral curve of a vector field on the space of probability measures. Thus, in order to show how Itô's thinking leads to his theory of stochastic integral equations, Stroock begins with an account of integral curves on the space of probability measures and then arrives at stochastic integral equations when he moves to a pathspace setting. In the first half of the book, everything is done in "]
[{"$nulls":4},"the context of general independent increment processes and without explicit use of Itô's stochastic integral calculus. In the second half, the author provides a systematic development of Itô's theory of stochastic integration: first for Brownian motion and then for continuous martingales. The final chapter presents Stratonovich's variation on Itô's theme and ends with an application to the characterization of the paths on which a diffusion is supported. The book should be accessible to readers who have mastered the essentials of modern probability theory and should provide such readers with a reasonably thorough introduction to continuous-time, stochastic processes."]