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1. |
Record Nr. |
UNINA9910483837903321 |
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Autore |
Privault Nicolas |
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Titolo |
Stochastic analysis in discrete and continuous settings : with normal martingales / / Nicolas Privault |
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Pubbl/distr/stampa |
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Berlin, Germany : , : Springer, , [2009] |
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©2009 |
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ISBN |
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1-282-65581-7 |
9786612655814 |
3-642-02380-0 |
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Edizione |
[1st ed. 2009.] |
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Descrizione fisica |
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1 online resource (321 p.) |
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Collana |
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Lecture notes in mathematics ; ; 1982 |
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Disciplina |
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Soggetti |
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Stochastic analysis |
Space and time |
Martingales (Mathematics) |
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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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (pages [301]-307) and index. |
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Nota di contenuto |
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The Discrete Time Case -- Continuous Time Normal Martingales -- Gradient and Divergence Operators -- Annihilation and Creation Operators -- Analysis on the Wiener Space -- Analysis on the Poisson Space -- Local Gradients on the Poisson Space -- Option Hedging in Continuous Time. |
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Sommario/riassunto |
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This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance. |
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2. |
Record Nr. |
UNINA9910705896403321 |
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Autore |
Doheny Edward J. |
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Titolo |
Selected low-flow frequency statistics for continuous-record streamgage locations in Maryland, 2010 / / by Edward J. Doheny and William S.L. Banks |
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Pubbl/distr/stampa |
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Reston, Virginia : , : U.S. Department of the Interior, U.S. Geological Survey, , 2010 |
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Descrizione fisica |
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1 online resource (iv, 22 pages) : color maps |
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Collana |
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Open-file report ; ; 2010-1310 |
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Soggetti |
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Stream measurements - Maryland |
Stream-gaging stations - Maryland |
Water-supply - Maryland - Planning - Management |
Stream-gaging stations |
Stream measurements |
Maryland |
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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 Maryland and Department of the Environment." |
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Nota di bibliografia |
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Includes bibliographical references (page 22). |
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3. |
Record Nr. |
UNISANNIOMIL0051544 |
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Autore |
Freeman, Michael <1950- > |
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Titolo |
Atlas of the world economy / Michael Freeman ; consulting editor Derek Aldcroft |
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Pubbl/distr/stampa |
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London ; New York, : Routledge, 1991 |
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ISBN |
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Descrizione fisica |
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XV, 167 p. : ill. ; 26 cm. |
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Disciplina |
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Soggetti |
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Collocazione |
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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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