Semimartingales [[electronic resource] ] : a course on stochastic processes / / Michel Métivier
| Semimartingales [[electronic resource] ] : a course on stochastic processes / / Michel Métivier |
| Autore | Métivier Michel <1931-> |
| Pubbl/distr/stampa | Berlin ; ; New York, : W. de Gruyter, 1982 |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 519.2/87 |
| Collana |
De Gruyter Studies in Mathematics
De Gruyter studies in mathematics |
| Soggetto topico |
Stochastic processes
Semimartingales (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-11-084556-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Martingales, quasimartingales, semimartingales -- pt. 2. Stochastic calculus. |
| Record Nr. | UNINA-9910461953203321 |
Métivier Michel <1931->
|
||
| Berlin ; ; New York, : W. de Gruyter, 1982 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Semimartingales [[electronic resource] ] : a course on stochastic processes / / Michel Métivier
| Semimartingales [[electronic resource] ] : a course on stochastic processes / / Michel Métivier |
| Autore | Métivier Michel <1931-> |
| Pubbl/distr/stampa | Berlin ; ; New York, : W. de Gruyter, 1982 |
| Descrizione fisica | 1 online resource (304 p.) |
| Disciplina | 519.2/87 |
| Collana |
De Gruyter Studies in Mathematics
De Gruyter studies in mathematics |
| Soggetto topico |
Stochastic processes
Semimartingales (Mathematics) |
| ISBN | 3-11-084556-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Martingales, quasimartingales, semimartingales -- pt. 2. Stochastic calculus. |
| Record Nr. | UNINA-9910785850303321 |
Métivier Michel <1931->
|
||
| Berlin ; ; New York, : W. de Gruyter, 1982 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||