|
|
Biblioteca Dr. Antonio Monteiro · Catálogo |
| LDR | ·····cam##22·····#a#4500 |
| 001 | 004957 |
| 005 | 20130315133533.0 |
| 008 | 820825s1982####nyu######b####001#0#eng## |
| 245 | 10 | $a Stochastic calculus and applications / $c Robert J. Elliott. |
| 260 | ## | $a New York : $b Springer-Verlag, $c c1982. |
| 300 | ## | $a viii, 302 p. ; $c 25 cm. |
| 440 | #0 | $a Applications of mathematics ; $v 18 |
| 504 | ## | $a Incluye referencias bibliográficas (p. [295]-298) e índice. |
| 505 | 0# | $a 1. Conditional expectation. Uniform integrability -- 2. Filtrations, stopping times and stochastic processes -- 3. Martingales: discrete time results -- 4. Martingales: continuous time results -- 5. Predictable and totally inaccessible stopping times -- 6. The optimal and predictable $\sigma$-fields -- 7. Processes of bounded variation -- 8. The Doob-Meyer decomposition -- 9. The structure of square integrable martingales -- 10. Quadratic variation processes -- 11. Stochastic integration with respect to martingales and local martingales -- 12. Semimartingales and the differential rule -- 13. The exponential formula and Girsanov's theorem -- 14. Strong solutions of stochastic differential equations -- 15. Random measures -- 16. The optimal control of a continuous process -- 17. The optimal control of a jump process -- 18. Filtering. |
| 510 | 4# | $a MR, $c 85b:60059 |
| 020 | ## | $a 0387907637 |
| 100 | 1# | $a Elliott, Robert J. $q (Robert James), $d 1940- |
| 650 | #0 | $a Stochastic analysis. |
| 084 | ## | $a 60H05 (60G35 60J60 93E10 93E20) $2 msc2000 |
| 010 | ## | $a ###82016816# |
| 040 | ## | $a DLC $c DLC $d DLC |
Si necesita ayuda para encontrar información, puede visitar personalmente la biblioteca, llamarnos por teléfono al 291 459 5116, o enviarnos un mensaje a bibima@criba.edu.ar.
Para solicitar copias de artículos, complete el formulario o escríbanos a pedidos.inmabb@gmail.com