000696011 000__ 01997cam\a2200481Ki\4500
000696011 001__ 696011
000696011 005__ 20230306135511.0
000696011 006__ m\\\\\o\\d\\\\\\\\
000696011 007__ cr\cnu---unuuu
000696011 008__ 131119t20132014nyua\\\\ob\\\\001\0\eng\d
000696011 020__ $$a9781461495871 $$qelectronic book
000696011 020__ $$a1461495873 $$qelectronic book
000696011 020__ $$z9781461495864
000696011 0247_ $$a10.1007/978-1-4614-9587-1$$2doi
000696011 035__ $$aSP(OCoLC)ocn863236627
000696011 035__ $$aSP(OCoLC)863236627
000696011 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dCOO
000696011 049__ $$aISEA
000696011 050_4 $$aQA274.22
000696011 08204 $$a519.2$$223
000696011 1001_ $$aChung, Kai Lai,$$d1917-2009.
000696011 24510 $$aIntroduction to stochastic integration$$h[electronic resource]  /$$cK.L. Chung, R.J. Williams.
000696011 250__ $$aSecond edition.
000696011 264_1 $$aNew York :$$bBirkhäuser,$$c[2013?]
000696011 264_4 $$c©2014
000696011 300__ $$a1 online resource (xv, 276 pages) :$$billustrations.
000696011 336__ $$atext$$btxt$$2rdacontent
000696011 337__ $$acomputer$$bc$$2rdamedia
000696011 338__ $$aonline resource$$bcr$$2rdacarrier
000696011 4901_ $$aModern Birkhäuser classics
000696011 500__ $$aReprint of the 1990 edition.
000696011 504__ $$aIncludes bibliographical references and index.
000696011 5050_ $$aPreliminaries -- Definition of the Stochastic Integral -- Extension of the Predictable Integrands -- Quadratic Variation Process -- The Ito Formula -- Applications of the Ito Formula -- Local Time and Tanaka's Formula -- Reflected Brownian Motions --  Generalization Ito Formula, Change of Time and Measure -- Stochastic Differential Equations.
000696011 506__ $$aAccess limited to authorized users.
000696011 588__ $$aDescription based on print version record.
000696011 650_0 $$aStochastic integrals.
000696011 650_0 $$aMartingales (Mathematics)
000696011 7001_ $$aWilliams, R. J.$$q(Ruth J.),$$d1955-
000696011 830_0 $$aModern Birkhäuser classics.
000696011 85280 $$bebk$$hSpringerLink
000696011 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-1-4614-9587-1$$zOnline Access
000696011 909CO $$ooai:library.usi.edu:696011$$pGLOBAL_SET
000696011 980__ $$aEBOOK
000696011 980__ $$aBIB
000696011 982__ $$aEbook
000696011 983__ $$aOnline
000696011 994__ $$a92$$bISE