Coverart for item
The Resource Stochastic integration, Michel Métivier, J. Pellaumail

Stochastic integration, Michel Métivier, J. Pellaumail

Label
Stochastic integration
Title
Stochastic integration
Statement of responsibility
Michel Métivier, J. Pellaumail
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1931-
http://library.link/vocab/creatorName
Métivier, Michel
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Pellaumail, Jean
Series statement
Probability and mathematical statistics
http://library.link/vocab/subjectName
  • Stochastic integrals
  • Martingales (Mathematics)
  • Decomposition (Mathematics)
Label
Stochastic integration, Michel Métivier, J. Pellaumail
Instantiates
Publication
Note
Includes index
Bibliography note
Bibliography: pages 188-194
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Stochastic integral with respect to [pi]-processes -- The Ito formula -- Stochastic integral equations -- Martingales and semimartingales -- Stochastic measures -- Special features of infinite-dimensional stochastic integration
Control code
5608050
Dimensions
24 cm
Extent
xii, 196 pages
Isbn
9780124914506
Lccn
79023096
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(WaOLN)70177
Label
Stochastic integration, Michel Métivier, J. Pellaumail
Publication
Note
Includes index
Bibliography note
Bibliography: pages 188-194
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Stochastic integral with respect to [pi]-processes -- The Ito formula -- Stochastic integral equations -- Martingales and semimartingales -- Stochastic measures -- Special features of infinite-dimensional stochastic integration
Control code
5608050
Dimensions
24 cm
Extent
xii, 196 pages
Isbn
9780124914506
Lccn
79023096
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(WaOLN)70177

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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