Continuous Martingales and Brownian motion:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2001
|
| Ausgabe: | Corr. 2. printing of the 3. ed. |
| Schriftenreihe: | Grundlehren der mathematischen Wissenschaften
293 |
| Schlagworte: | |
| Beschreibung: | Literaturverz. S. [553] - 590 |
| Beschreibung: | XIII, 602 S. graph. Darst. |
| ISBN: | 3540643257 3540576223 |
Internformat
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV022159211 | ||
| 003 | DE-604 | ||
| 005 | 20040302000000.0 | ||
| 007 | t | ||
| 008 | 010503s2001 d||| |||| 00||| eng d | ||
| 020 | |a 3540643257 |9 3-540-64325-7 | ||
| 020 | |a 3540576223 |9 3-540-57622-3 | ||
| 035 | |a (OCoLC)493218700 | ||
| 035 | |a (DE-599)BVBBV022159211 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-706 | ||
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 100 | 1 | |a Revuz, Daniel |d 1936- |e Verfasser |0 (DE-588)120628619 |4 aut | |
| 245 | 1 | 0 | |a Continuous Martingales and Brownian motion |c Daniel Revuz ; Marc Yor |
| 250 | |a Corr. 2. printing of the 3. ed. | ||
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2001 | |
| 300 | |a XIII, 602 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Grundlehren der mathematischen Wissenschaften |v 293 | |
| 500 | |a Literaturverz. S. [553] - 590 | ||
| 650 | 7 | |a distribution |2 inriac | |
| 650 | 7 | |a intégrale stochastique |2 inriac | |
| 650 | 7 | |a martingale |2 inriac | |
| 650 | 7 | |a mouvement brownien |2 inriac | |
| 650 | 7 | |a processus Markov |2 inriac | |
| 650 | 7 | |a théorème Girsanov |2 inriac | |
| 650 | 7 | |a théorème aux limites |2 inriac | |
| 650 | 7 | |a équation différentielle stochastique |2 inriac | |
| 650 | 0 | 7 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Martingal |0 (DE-588)4126466-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Martingaltheorie |0 (DE-588)4168982-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische Analysis |0 (DE-588)4132272-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |D s |
| 689 | 1 | 1 | |a Martingal |0 (DE-588)4126466-6 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 689 | 2 | 0 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |D s |
| 689 | 2 | 1 | |a Stochastische Analysis |0 (DE-588)4132272-1 |D s |
| 689 | 2 | |8 2\p |5 DE-604 | |
| 689 | 3 | 0 | |a Martingaltheorie |0 (DE-588)4168982-3 |D s |
| 689 | 3 | |8 3\p |5 DE-604 | |
| 700 | 1 | |a Yor, Marc |d 1949-2014 |e Verfasser |0 (DE-588)120628635 |4 aut | |
| 830 | 0 | |a Grundlehren der mathematischen Wissenschaften |v 293 |w (DE-604)BV000000395 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-015373878 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 3\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804136133896962048 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Revuz, Daniel 1936- Yor, Marc 1949-2014 |
| author_GND | (DE-588)120628619 (DE-588)120628635 |
| author_facet | Revuz, Daniel 1936- Yor, Marc 1949-2014 |
| author_role | aut aut |
| author_sort | Revuz, Daniel 1936- |
| author_variant | d r dr m y my |
| building | Verbundindex |
| bvnumber | BV022159211 |
| classification_rvk | QH 237 SK 820 |
| ctrlnum | (OCoLC)493218700 (DE-599)BVBBV022159211 |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | Corr. 2. printing of the 3. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02599nam a2200661zcb4500</leader><controlfield tag="001">BV022159211</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20040302000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">010503s2001 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540643257</subfield><subfield code="9">3-540-64325-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540576223</subfield><subfield code="9">3-540-57622-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)493218700</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV022159211</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-706</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Revuz, Daniel</subfield><subfield code="d">1936-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)120628619</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Continuous Martingales and Brownian motion</subfield><subfield code="c">Daniel Revuz ; Marc Yor</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Corr. 2. printing of the 3. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIII, 602 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Grundlehren der mathematischen Wissenschaften</subfield><subfield code="v">293</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. [553] - 590</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">distribution</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">intégrale stochastique</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">martingale</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">mouvement brownien</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">processus Markov</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">théorème Girsanov</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">théorème aux limites</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">équation différentielle stochastique</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Brownsche Bewegung</subfield><subfield code="0">(DE-588)4128328-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Martingal</subfield><subfield code="0">(DE-588)4126466-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Martingaltheorie</subfield><subfield code="0">(DE-588)4168982-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Brownsche Bewegung</subfield><subfield code="0">(DE-588)4128328-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Martingal</subfield><subfield code="0">(DE-588)4126466-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Brownsche Bewegung</subfield><subfield code="0">(DE-588)4128328-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Martingaltheorie</subfield><subfield code="0">(DE-588)4168982-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="8">3\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Yor, Marc</subfield><subfield code="d">1949-2014</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)120628635</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Grundlehren der mathematischen Wissenschaften</subfield><subfield code="v">293</subfield><subfield code="w">(DE-604)BV000000395</subfield><subfield code="9"></subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-015373878</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">3\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV022159211 |
| illustrated | Illustrated |
| index_date | 2024-07-02T16:18:46Z |
| indexdate | 2024-07-09T20:51:34Z |
| institution | BVB |
| isbn | 3540643257 3540576223 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015373878 |
| oclc_num | 493218700 |
| open_access_boolean | |
| owner | DE-706 |
| owner_facet | DE-706 |
| physical | XIII, 602 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Springer |
| record_format | marc |
| series | Grundlehren der mathematischen Wissenschaften |
| series2 | Grundlehren der mathematischen Wissenschaften |
| spelling | Revuz, Daniel 1936- Verfasser (DE-588)120628619 aut Continuous Martingales and Brownian motion Daniel Revuz ; Marc Yor Corr. 2. printing of the 3. ed. Berlin [u.a.] Springer 2001 XIII, 602 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Grundlehren der mathematischen Wissenschaften 293 Literaturverz. S. [553] - 590 distribution inriac intégrale stochastique inriac martingale inriac mouvement brownien inriac processus Markov inriac théorème Girsanov inriac théorème aux limites inriac équation différentielle stochastique inriac Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Martingaltheorie (DE-588)4168982-3 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s DE-604 Brownsche Bewegung (DE-588)4128328-4 s Martingal (DE-588)4126466-6 s 1\p DE-604 Stochastische Analysis (DE-588)4132272-1 s 2\p DE-604 Martingaltheorie (DE-588)4168982-3 s 3\p DE-604 Yor, Marc 1949-2014 Verfasser (DE-588)120628635 aut Grundlehren der mathematischen Wissenschaften 293 (DE-604)BV000000395 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Revuz, Daniel 1936- Yor, Marc 1949-2014 Continuous Martingales and Brownian motion Grundlehren der mathematischen Wissenschaften distribution inriac intégrale stochastique inriac martingale inriac mouvement brownien inriac processus Markov inriac théorème Girsanov inriac théorème aux limites inriac équation différentielle stochastique inriac Brownsche Bewegung (DE-588)4128328-4 gnd Martingal (DE-588)4126466-6 gnd Martingaltheorie (DE-588)4168982-3 gnd Stochastische Analysis (DE-588)4132272-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4128328-4 (DE-588)4126466-6 (DE-588)4168982-3 (DE-588)4132272-1 (DE-588)4057630-9 |
| title | Continuous Martingales and Brownian motion |
| title_auth | Continuous Martingales and Brownian motion |
| title_exact_search | Continuous Martingales and Brownian motion |
| title_exact_search_txtP | Continuous Martingales and Brownian motion |
| title_full | Continuous Martingales and Brownian motion Daniel Revuz ; Marc Yor |
| title_fullStr | Continuous Martingales and Brownian motion Daniel Revuz ; Marc Yor |
| title_full_unstemmed | Continuous Martingales and Brownian motion Daniel Revuz ; Marc Yor |
| title_short | Continuous Martingales and Brownian motion |
| title_sort | continuous martingales and brownian motion |
| topic | distribution inriac intégrale stochastique inriac martingale inriac mouvement brownien inriac processus Markov inriac théorème Girsanov inriac théorème aux limites inriac équation différentielle stochastique inriac Brownsche Bewegung (DE-588)4128328-4 gnd Martingal (DE-588)4126466-6 gnd Martingaltheorie (DE-588)4168982-3 gnd Stochastische Analysis (DE-588)4132272-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | distribution intégrale stochastique martingale mouvement brownien processus Markov théorème Girsanov théorème aux limites équation différentielle stochastique Brownsche Bewegung Martingal Martingaltheorie Stochastische Analysis Stochastischer Prozess |
| volume_link | (DE-604)BV000000395 |
| work_keys_str_mv | AT revuzdaniel continuousmartingalesandbrownianmotion AT yormarc continuousmartingalesandbrownianmotion |