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1. |
Record Nr. |
UNISA996466509203316 |
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Autore |
Mishura Yuliya |
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Titolo |
Stochastic Calculus for Fractional Brownian Motion and Related Processes [[electronic resource] /] / by Yuliya Mishura |
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Pubbl/distr/stampa |
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
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ISBN |
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Edizione |
[1st ed. 2008.] |
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Descrizione fisica |
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1 online resource (XVIII, 398 p.) |
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Collana |
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Lecture Notes in Mathematics, , 0075-8434 ; ; 1929 |
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Classificazione |
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60G1560G4460G6060H0560H0760H1060H4091B2491B28 |
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Disciplina |
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Soggetti |
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Probabilities |
Game theory |
Probability Theory and Stochastic Processes |
Game Theory, Economics, Social and Behav. Sciences |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references (p. [369]-389) and index. |
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Nota di contenuto |
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Wiener Integration with Respect to Fractional Brownian Motion -- Stochastic Integration with Respect to fBm and Related Topics -- Stochastic Differential Equations Involving Fractional Brownian Motion -- Filtering in Systems with Fractional Brownian Noise -- Financial Applications of Fractional Brownian Motion -- Statistical Inference with Fractional Brownian Motion. |
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Sommario/riassunto |
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The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0<H<1/2 of Hurst index, the conditions of existence and uniqueness of solutions to SDE involving additive Wiener integrals, and of solutions of the mixed Brownian—fractional Brownian SDE. The author develops optimal filtering of mixed models including linear case, and studies financial applications and statistical inference with hypotheses testing and parameter estimation. She proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces |
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different forms of the Black-Scholes equation for fractional market. |
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2. |
Record Nr. |
UNISALENTO991002282879707536 |
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Autore |
Bosi, Rosanna |
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Titolo |
L'assistente alla comunicazione per l'alunno sordo : chi è, cosa fa e come si forma : manuale di riferimento per gli operatori, le scuole e le famiglie / Rosanna Bosi, Simonetta Maragna, Roberta Tomassini |
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Pubbl/distr/stampa |
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ISBN |
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Descrizione fisica |
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Collana |
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Strumenti per il lavoro psico-sociale ed educativo ; 81 |
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Altri autori (Persone) |
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Maragna, Simonettaauthor |
Tomassini, Robertaauthor |
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Disciplina |
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Soggetti |
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Fanciulli sordi - Educazione |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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3. |
Record Nr. |
UNINA9910712013703321 |
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Autore |
Hendricks E. L (Ernest LeRoy), <1909-> |
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Titolo |
Surface water supply of the United States 1960 . Part 1-B North Atlantic slope basins, New York to York River / / prepared under the direction of E.L. Hendricks |
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Pubbl/distr/stampa |
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[Washington, D.C.] : , : United States Department of the Interior, Geological Survey, , 1962 |
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Washington : , : United States Government Printing Office |
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Descrizione fisica |
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1 online resource (xi, 567 pages) : illustrations, maps |
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Collana |
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Geological Survey water-supply paper ; ; 1702 |
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Soggetti |
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Hydrology - Northeastern States |
Stream measurements - Northeastern States |
Water-supply - Northeastern States |
Hydrology |
Stream measurements |
Water-supply |
Northeastern States |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"Prepared in cooperation with the States of Delaware, Maryland, Massachusetts, New Jersey, New York, Pennsylvania, Vermont, Virginia, and West Virginia, and with other agencies." |
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Nota di bibliografia |
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Includes bibliographical references. |
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