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Stochastic integration and differential equations : a new approach / Philip ProtterPublication: New York : Springer-Verlag, cop. 1990Description: X, 302 p. ; 24 cmAvailability: Items available for loan: Call number: QA274.22.PRO FCT 22776 (1).

Continuous Martingales and Brownian motion / Daniel Revuz, Marc YorPublication: New York : Springer-Verlag, cop. 1991Description: IX, 533 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA276.5.REV FCT 25146 (1).

Stopping time techiques for analysts and probabilists / L. EggePublication: Cambridge : Cambridge University Press, cop. 1984Description: XVI, 351 p. : il. ; 23 cmAvailability: Items available for loan: Call number: QA320.EGG FCT 15177 (1).

Probability theory : independence, interchingeability, martingales / Juan Shih Chow, Henry TeicherPublication: New York : Springer-Verlag, cop. 1978Description: 18, 467 p. ; 25 cmAvailability: Items available for loan: Call number: QA273.CHO FCT 15158 (1).

Marked point processes on the real line : the dynamic approach / Gunter Last, Andreas BrandtPublication: New York : Springer, cop. 1995Description: XIV, 490 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA274.42.LAS FCT 27930 (1).

Introduction to stochastic integration / K. L. Chung, R. J. WilliamsPublication: Boston : Birkhauser, cop. 1990Description: XV, 276 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA274.22.CHU FCT 28355 (1).

Diffusions, Markov processes, and Martingales : volume 2 / L. C. G. Rogers and David WilliamsPublication: Chichester, UK : John Wiley & Sons, cop. 1987Description: XIII, 475 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA274.7.ROG FCT 29218 (1).

Diffusions, Markov processes and Martingales : vol. I : foundations / L. C. G. Rogers, David WilliamsPublication: Chichester, UK [etc.] : John Wiley & Sons, cop. 1994Description: XVII, 386 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA274.7.ROG FCT 29233 (1).

Probability with Martingales / David WilliamsPublication: Cambridge : Cambridge University Press, cop. 1991Description: XV, 251 p. : il. ; 23 cmAvailability: Items available for loan: Call number: QA274.5.WIL FCT 33417 (1).

Probability theory : vol. III : stochastic calculus / ed. by Yu. V. Prokhorov, A. N. ShiryaevPublication: Berlin : Springer, cop. 1998Description: 253 p. ; 24 cmAvailability: Items available for loan: Call number: QA5.ENC FCT 34364 (2).

Probabilités et potentiel : chapitres V à VIII : théorie des martingales / Claude Dellacherie, Paul-André MeyerPublication: Paris : Hermann, cop. 1980Description: XVII, 476 p. ; 24 cmAvailability: Items available for loan: Call number: QA276.5.DEL FCT 34337 (1).

Martingale methods in financial modelling / Marek Musiela, Marek RutkowskiPublication: New York : Springer, cop. 1997Description: XII, 512 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA276.5.MUS FCT 33846 (1).

Diffusions, Markov processes, and Martingales : vol. 2 : calculus / L. C. G. Rogers, David WilliamsPublication: Chichester : John Wiley & Sons, cop. 1987Description: XIII, 475 p. ; 24 cmAvailability: Items available for loan: Call number: QA274.7.ROG FCT 33935 (1).

Probability theory III : stochastic calculus / Yu. V. Prokhorov, A. N. Shiryaev, ed. lit.Publication: Berlin : Springer Verlag, cop. 1998Description: 253 p. ; 25 cmAvailability: Items available for loan: Call number: QA5.ENC FCT 35702 (1).

Diffusions, markov processes and martingales : vol. 1 : foundations / L. C. G. Rogers, David WilliamsPublication: Chichester, UK [etc.] : John Wiley & Sons, cop. 1994Description: XX, 386 p. ; 24 cmAvailability: Items available for loan: Call number: QA274.7.ROG FCT 33858 (1).

Probability theory : independence, interchangeability, martingales / Yuan Shih Chow, Henry TeicherPublication: New York : Springer, cop. 1997Description: XXII, 488 p. ; 24 cmAvailability: Items available for loan: Call number: QA273.CHO FCT 36697 (1).

Probability with Martingales / David WilliamsPublication: Cambridge : Cambridge University Press, cop. 1991Description: XV, 251 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA274.5.WIL FCT 36896 (1).

Martingale methods in financial modelling / Marek Musiela, Marek RutkowskiPublication: Berlin : Springer-Verlag, cop. 1997Description: XII, 512 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA276.5.MUS FCT 37105 (1).

Theory of martingales / R. Sh. Liptser, A. N. ShiryayevPublication: Dordrecht, NL : Kluwer Academic Publishers, cop. 1989Description: XVIII, 792 p. ; 25 cmAvailability: Items available for loan: Call number: QA274.5.LIP FCT 37107 (1).

Probability with Martingales / David WilliamsPublication: Cambridge, UK : Cambridge University Press, cop. 1991Description: XV, 251 p. ; 23 cmAvailability: Items available for loan: Call number: QA274.5.WIL FCT 39780 (1).

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