Carregant...

Codi QR

Continous martingales and Brownian motion.-3rd ed.

Dades bibliogràfiques
Autor principal:	Revuz , Daniel
Altres autors:	Yor, Marc
Format:	Printed Book
Idioma:	English
Publicat:	NewYork: Springer-Verlag, 2005.
Edició:	3rd ed.
Matèries:	Stochastic processes. Brownian motion. Continous martingales.

Ítems similars

Aspects of Brownian motion /
per: Mansuy, Roger
Publicat: (2008)

Brownian Motion Fluctuations, Dynamics, and Applications
per: Mazo, Robert M.
Publicat: (2010)

Brownian motion /
per: Morters,, Peter
Publicat: (2010)

Continuous Martingales and Brownian motion
per: Rovuz, Daniel
Publicat: (1991)

Brownian motion and stochastic flow systems /
per: Harrison, J. Michael
Publicat: (1985)

Brownian motion and stochastic calculus.- 2nded. /
per: Karatzas, Ioannis
Publicat: (1991)

Lectures From Markov Processes to Brownian Motion
per: Chung, Kai Lai
Publicat: (1982)

From Brownian motion to Schrodinger's Equation /
per: Chung, Kai Lai
Publicat: (1995)

Brownian Motion And Stochastic Flow Systems
per: Harrison, Michael, J, (Harrison, Michael, J)
Publicat: (1985)

Martingales and stochastic integrals.
per: Meyer, Paul Andre
Publicat: (1972)

Lectures from Markov Processes to Brownian Motion
per: Chung, Kai, Lai, (Chung, Kai, Lai)
Publicat: (1982)

Brownian motion, hardy spaces and bounded mean oscillation
per: Petersen, K E

Investigations on the theory of the brownian movement
per: Einstein, Albert
Publicat: (1956)

Continent of circe/2e
per: Chaudhuri, Nirad C.
Publicat: (1965)

Investigations on the theory of the Brownian movement,
per: Einstein, Albert
Publicat: (1956)

Large sample techniques for statistics
per: Jiang, Jiming
Publicat: (2010)

Discrete-Parameter Martingales
per: Neveu J.
Publicat: (1975)

Approximation of continous functions.
per: Nycy M Paul
Publicat: (1987)

Continous and discrete modules
per: Mohamed, S. H.
Publicat: (1990)

Indian sub continent
per: D'souza, Anthony
Publicat: (1966)

origin of continents and oceans
per: Wegener, Alfred
Publicat: (1966)

A First Course in Stochastic Processes
per: Karlin, Samuel, et al.
Publicat: (1975)

Brownian motion
per: Hida, Takeyuki
Publicat: (1980)

Derivation and Martingales
per: Hayes, Charles A.
Publicat: (1970)

Martingales and Stochastic Analysis
per: Yeh, J
Publicat: (1995)

Discrete-parameter martingales
per: Neveu, J.
Publicat: (1975)

Measures, integrals and martingales /
per: Schilling, René L.
Publicat: (2005)

Diffusions,Markov Processes,And Martingales,V1 : Foundations /
per: Williams, David, (Williams, David)
Publicat: (1979)

Diffusions, Markov processes, and martingales.-2nd ed.-vol 2.
per: Rogers, L. C. G.
Publicat: (2000)

Martingale Methods in Financial Modelling
per: Musiela, Marek
Publicat: (1997)

Probability And Random Processes
per: Grimmett, Geoffrey, (Grimmett, Geoffrey)
Publicat: (1988)

Introduction to stochastic integration.-2nd ed. /
per: Chung, Kai Lai
Publicat: (1990)

An introduction to stochastic modeling/3rd ed.
per: Taylor, Howard M.
Publicat: (1984)

Vibration and coupling of continous systems: asymptotic methods.
per: Sanchez Hubert, Jacquiline
Publicat: (1989)

Stochastic integration theory /
per: Medvegyev, Peter
Publicat: (2007)

Probability Theory
per: Krickeberg, Klaus, (Krickeberg, Klaus)

Elements of applied stochastic processes .-3rd ed.
per: Bhat, U. Narayan
Publicat: (2002)

Elements of applied stochastic processes/3rd ed.
per: Narayanan Bhat,U
Publicat: (2002)

Measures, integrals and martingales /
per: Schilling, Ren� L.
Publicat: (2014)

Wonder that was india: a survey of the history and culture of the indian sub continent before the coming of the muslims
per: Basham, A L
Publicat: (1982)