1.

Record Nr.

UNINA9910485144903321

Titolo

Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors

Pubbl/distr/stampa

Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007]

©2007

ISBN

3-540-71189-9

Edizione

[1st ed. 2007.]

Descrizione fisica

1 online resource (484 p.)

Collana

Lecture Notes in Mathematics ; ; 1899

Disciplina

519.24

Soggetti

Distribution (Probability theory)

Lingua di pubblicazione

Tedesco

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"1617-9692 (electronic ed.)."

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Specialized Course -- An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion -- Local Time-Space Calculus -- A Change-of-Variable Formula with Local Time on Surfaces -- A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation -- Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion -- Generalized It? Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times -- Local Time-Space Calculus for Reversible Semimartingales -- Elements of Stochastic Calculus via Regularization -- On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem -- Other Contributions -- A Strong Form of Stable Convergence -- Product of Harmonic Maps is Harmonic: A Stochastic Approach -- More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles -- No Multiple Collisions for Mutually Repelling Brownian Particles -- On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge -- Tanaka Formula for Symmetric Lévy Processes -- An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes -- The Maximality Principle Revisited: On Certain Optimal Stopping Problems -- Correlated Processes and the Composition of Generators -- Representation of the Martingales for the Brownian Snake -- Discrete Sampling of Functionals of Ito Processes -- Ito's Integrated Formula for Strict Local Martingales with Jumps --



Enlargement of Filtrations and Continuous Girsanov-Type Embeddings -- On a Lemma by Ansel and Stricker -- General Arbitrage Pricing Model: I – Probability Approach -- General Arbitrage Pricing Model: II – Transaction Costs -- General Arbitrage Pricing Model: III – Possibility Approach.

Sommario/riassunto

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.

2.

Record Nr.

UNINA9910251456903321

Titolo

Bibliography of Southern Appalachia

Pubbl/distr/stampa

Boone, North Carolina : , : Appalachian Consortium Press, , 1976

ISBN

1-4696-4215-8

Descrizione fisica

1 online resource (266 pages)

Disciplina

016.974

Soggetti

Appalachian Region, Southern Bibliography

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Includes indexes.



3.

Record Nr.

UNINA9910794458603321

Titolo

A practical guide to IT law. / / Jeremy Holt, Jeremy Newton

Pubbl/distr/stampa

Swindon, United Kingdom : , : BCS Learning & Development Limited, , [2020]

©2020

ISBN

1-78017-489-6

1-78017-490-X

Edizione

[3rd edition.]

Descrizione fisica

1 online resource (264 pages) : illustrations

Disciplina

343.410999024658

Soggetti

Computers - Law and legislation

Computers - Law and legislation - Great Britain

Information technology - Law and legislation - Great Britain

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Includes index.

Sommario/riassunto

This comprehensive guide for management professionals discusses the IT-related legal issues faced by businesses on a daily basis. Legal concepts and terminology are notoriously difficult for non-specialists, but this book explains in plain English the most relevant legal frameworks and gives examples from actual cases.