Brownian motion, martingales, and stochastic calculus, Jean-François Le Gall
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The instance Brownian motion, martingales, and stochastic calculus, Jean-François Le Gall represents a material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
The Resource
Brownian motion, martingales, and stochastic calculus, Jean-François Le Gall
Resource Information
The instance Brownian motion, martingales, and stochastic calculus, Jean-François Le Gall represents a material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
- Label
- Brownian motion, martingales, and stochastic calculus, Jean-François Le Gall
- Statement of responsibility
- Jean-François Le Gall
- Note
- Translated from the French edition published: Berlin: Springer, 2013
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stochastic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References
- Control code
- 950732866
- Dimensions
- 24 cm.
- Extent
- xiii, 273 pages
- Isbn
- 9783319310886
- Lccn
- 2016938909
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
- Other physical details
- illustrations
- Record ID
- .b118381167
- System control number
- (OCoLC)950732866
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