Normal view MARC view ISBD view

Exponential functionals of Brownian motion and related processes / Marc Yor

Auteur principal : Yor, Marc Jean, 1949-2014, AuteurType de document : MonographieCollection : Springer financeLangue : anglais.Pays : Allemagne.Éditeur : Berlin : Springer, 2001Description : 1 vol. (VII-203 p.) ; 24 cmISBN : 3540659439.ISSN : 1616-0533.Bibliographie : Notes bibliogr. Index.Sujet MSC : 60H30, Probability theory and stochastic processes -- Stochastic analysis, Applications of stochastic analysis (to PDE, etc.)
60J65, Probability theory and stochastic processes -- Markov processes, Brownian motion
91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance
60J25, Probability theory and stochastic processes -- Markov processes, Continuous-time Markov processes on general state spaces
En-ligne : Springerlink
Tags from this library: No tags from this library for this title. Log in to add tags.
Current location Call number Status Date due Barcode
CMI
Salle R
60 YOR (Browse shelf) Available 00413-01

Notes bibliogr. Index

There are no comments for this item.

Log in to your account to post a comment.