Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 602 p. ; 25 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60G07 - General theory of stochastic processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Ergodic theory Functional Generator Martingales Brownian motion Probability Probability Theory Stochastic Calculus Stochastic differential equations Stochastic integration Stochastic processes |
| ISBN |
35-406-4325-7
978-35-406-4325-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00052458 |
Revuz, Daniel
|
||
| Berlin, : Springer, 1999 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Edizione | [Corr. 3. print. of 3. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1999 [stampa 2005] |
| Descrizione fisica | xi, 606 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60G07 - General theory of stochastic processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Ergodic theory Functional Generator Martingales Brownian motion Probability Probability Theory Stochastic Calculus Stochastic differential equations Stochastic integration Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00299749 |
Revuz, Daniel
|
||
| Berlin ; Heidelberg, : Springer, 1999 [stampa 2005] | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, 1991 |
| Descrizione fisica | ix, 533 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Ergodic theory Functional Generator Martingales Brownian motion Probability Probability Theory Stochastic Calculus Stochastic differential equations Stochastic integration Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00288112 |
Revuz, Daniel
|
||
| Berlin [etc.], : Springer, 1991 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||