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Random times and enlargements of filtrations in a Brownian setting / / Roger Mansuy, Marc Yor
| Random times and enlargements of filtrations in a Brownian setting / / Roger Mansuy, Marc Yor |
| Autore | Mansuy Roger |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; New York, NY : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (XIII, 158 p.) |
| Disciplina | 519.2/3 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Brownian motion processes |
| ISBN |
1-280-62570-8
9786610625703 3-540-32416-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Notation and Convention -- Stopping and Non-stopping Times -- On the Martingales which Vanish on the Set of Brownian Zeroes -- Predictable and Chaotic Representation Properties for Some Remarkable Martingales Including the Azéma and the Dunkl Martingales -- Unveiling the Brownian Path (or history) as the Level Rises -- Weak and Strong Brownian Filtrations -- Sketches of Solutions for the Exercises. |
| Record Nr. | UNINA-9910484535403321 |
Mansuy Roger
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| Berlin ; ; New York, NY : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Random times and enlargements of filtrations in a Brownian setting / / Roger Mansuy, Marc Yor
| Random times and enlargements of filtrations in a Brownian setting / / Roger Mansuy, Marc Yor |
| Autore | Mansuy Roger |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; New York, NY : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (XIII, 158 p.) |
| Disciplina | 519.2/3 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Brownian motion processes |
| ISBN |
1-280-62570-8
9786610625703 3-540-32416-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Notation and Convention -- Stopping and Non-stopping Times -- On the Martingales which Vanish on the Set of Brownian Zeroes -- Predictable and Chaotic Representation Properties for Some Remarkable Martingales Including the Azéma and the Dunkl Martingales -- Unveiling the Brownian Path (or history) as the Level Rises -- Weak and Strong Brownian Filtrations -- Sketches of Solutions for the Exercises. |
| Record Nr. | UNISA-996466499103316 |
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Mansuy Roger
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| Berlin ; ; New York, NY : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen
| Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen |
| Autore | Marcus Michael B. |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
| Descrizione fisica | 1 online resource (138 p.) |
| Disciplina |
510 s
519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Gaussian processes
Local times (Stochastic processes) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0266-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1. Statement of results""; ""2. Processes in Class A and stable mixtures""; ""3. Outline of remaining chapters""; ""Chapter 2. Wick products""; ""Chapter 3. Wick power chaos processes""; ""1. Definition""; ""2. Perturbations of Wick power chaoses""; ""Chapter 4. Isomorphism theorems""; ""1. Dynkin isomorphism theorem""; ""2. Isomorphisms for renormalized self-intersection local times""; ""Chapter 5. Equivalence of two versions of renormalized self-intersection local times""; ""1. The case n = 2""; ""2. The general case""; ""Chapter 6. Continuity""
""Chapter 7. Stable mixtures""""Chapter 8. Examples""; ""Chapter 9. A large deviation result""; ""Appendix A. Necessary conditions""; ""Appendix B. The case n = 3""; ""1. The isomorphism theorem for n = 3""; ""2. L[sub(3)](Î?) = 6[sub(γ3)](Î?)""; ""Bibliography"" |
| Record Nr. | UNINA-9910480597703321 |
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Marcus Michael B.
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| Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen
| Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen |
| Autore | Marcus Michael B. |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
| Descrizione fisica | 1 online resource (138 p.) |
| Disciplina |
510 s
519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Gaussian processes
Local times (Stochastic processes) |
| ISBN | 1-4704-0266-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1. Statement of results""; ""2. Processes in Class A and stable mixtures""; ""3. Outline of remaining chapters""; ""Chapter 2. Wick products""; ""Chapter 3. Wick power chaos processes""; ""1. Definition""; ""2. Perturbations of Wick power chaoses""; ""Chapter 4. Isomorphism theorems""; ""1. Dynkin isomorphism theorem""; ""2. Isomorphisms for renormalized self-intersection local times""; ""Chapter 5. Equivalence of two versions of renormalized self-intersection local times""; ""1. The case n = 2""; ""2. The general case""; ""Chapter 6. Continuity""
""Chapter 7. Stable mixtures""""Chapter 8. Examples""; ""Chapter 9. A large deviation result""; ""Appendix A. Necessary conditions""; ""Appendix B. The case n = 3""; ""1. The isomorphism theorem for n = 3""; ""2. L[sub(3)](Î?) = 6[sub(γ3)](Î?)""; ""Bibliography"" |
| Record Nr. | UNINA-9910788738803321 |
|
Marcus Michael B.
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||
| Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen
| Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen |
| Autore | Marcus Michael B. |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
| Descrizione fisica | 1 online resource (138 p.) |
| Disciplina |
510 s
519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Gaussian processes
Local times (Stochastic processes) |
| ISBN | 1-4704-0266-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1. Statement of results""; ""2. Processes in Class A and stable mixtures""; ""3. Outline of remaining chapters""; ""Chapter 2. Wick products""; ""Chapter 3. Wick power chaos processes""; ""1. Definition""; ""2. Perturbations of Wick power chaoses""; ""Chapter 4. Isomorphism theorems""; ""1. Dynkin isomorphism theorem""; ""2. Isomorphisms for renormalized self-intersection local times""; ""Chapter 5. Equivalence of two versions of renormalized self-intersection local times""; ""1. The case n = 2""; ""2. The general case""; ""Chapter 6. Continuity""
""Chapter 7. Stable mixtures""""Chapter 8. Examples""; ""Chapter 9. A large deviation result""; ""Appendix A. Necessary conditions""; ""Appendix B. The case n = 3""; ""1. The isomorphism theorem for n = 3""; ""2. L[sub(3)](Î?) = 6[sub(γ3)](Î?)""; ""Bibliography"" |
| Record Nr. | UNINA-9910812746603321 |
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Marcus Michael B.
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| Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Selected Proceedings of the Symposium on Inference for Stochastic Processes
| Selected Proceedings of the Symposium on Inference for Stochastic Processes |
| Autore | Basawa Ishwar V |
| Pubbl/distr/stampa | [Place of publication not identified], : Institute of Mathematical Statistics, 2001 |
| Disciplina | 519.2/3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996210102903316 |
|
Basawa Ishwar V
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| [Place of publication not identified], : Institute of Mathematical Statistics, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Selected Proceedings of the Symposium on Inference for Stochastic Processes
| Selected Proceedings of the Symposium on Inference for Stochastic Processes |
| Autore | Basawa Ishwar V |
| Pubbl/distr/stampa | [Place of publication not identified], : Institute of Mathematical Statistics, 2001 |
| Disciplina | 519.2/3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910482890203321 |
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Basawa Ishwar V
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| [Place of publication not identified], : Institute of Mathematical Statistics, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Statistical analysis of stochastic processes in time / / J.K. Lindsey [[electronic resource]]
| Statistical analysis of stochastic processes in time / / J.K. Lindsey [[electronic resource]] |
| Autore | Lindsey James K. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
| Descrizione fisica | 1 online resource (xiv, 338 pages) : digital, PDF file(s) |
| Disciplina | 519.2/3 |
| Collana | Cambridge series on statistical and probabilistic mathematics |
| Soggetto topico | Stochastic processes |
| ISBN |
1-107-16168-1
1-280-54056-7 9786610540563 0-511-21552-5 0-511-21731-5 0-511-21194-5 0-511-31590-2 0-511-61716-X 0-511-21371-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; Notation and symbols; 1 What is a stochastic process?; 2 Basics of statistical modelling; 3 Survival processes; 4 Recurrent events; 5 Discrete-time Markov chains; 6 Event histories; 7 Dynamic models; 8 More complex dependencies; 9 Time series; 10 Diffusion and volatility; 11 Dynamic models; 12 Growth curves; 13 Compartment models; 14 Repeated measurements; References; Author index; Subject index |
| Record Nr. | UNINA-9910457694803321 |
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Lindsey James K.
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| Cambridge : , : Cambridge University Press, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical analysis of stochastic processes in time / / J.K. Lindsey [[electronic resource]]
| Statistical analysis of stochastic processes in time / / J.K. Lindsey [[electronic resource]] |
| Autore | Lindsey James K. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
| Descrizione fisica | 1 online resource (xiv, 338 pages) : digital, PDF file(s) |
| Disciplina | 519.2/3 |
| Collana | Cambridge series on statistical and probabilistic mathematics |
| Soggetto topico | Stochastic processes |
| ISBN |
1-107-16168-1
1-280-54056-7 9786610540563 0-511-21552-5 0-511-21731-5 0-511-21194-5 0-511-31590-2 0-511-61716-X 0-511-21371-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; Notation and symbols; 1 What is a stochastic process?; 2 Basics of statistical modelling; 3 Survival processes; 4 Recurrent events; 5 Discrete-time Markov chains; 6 Event histories; 7 Dynamic models; 8 More complex dependencies; 9 Time series; 10 Diffusion and volatility; 11 Dynamic models; 12 Growth curves; 13 Compartment models; 14 Repeated measurements; References; Author index; Subject index |
| Record Nr. | UNINA-9910784307703321 |
|
Lindsey James K.
|
||
| Cambridge : , : Cambridge University Press, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical analysis of stochastic processes in time / / J.K. Lindsey [[electronic resource]]
| Statistical analysis of stochastic processes in time / / J.K. Lindsey [[electronic resource]] |
| Autore | Lindsey James K. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
| Descrizione fisica | 1 online resource (xiv, 338 pages) : digital, PDF file(s) |
| Disciplina | 519.2/3 |
| Collana | Cambridge series on statistical and probabilistic mathematics |
| Soggetto topico | Stochastic processes |
| ISBN |
1-107-16168-1
1-280-54056-7 9786610540563 0-511-21552-5 0-511-21731-5 0-511-21194-5 0-511-31590-2 0-511-61716-X 0-511-21371-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; Notation and symbols; 1 What is a stochastic process?; 2 Basics of statistical modelling; 3 Survival processes; 4 Recurrent events; 5 Discrete-time Markov chains; 6 Event histories; 7 Dynamic models; 8 More complex dependencies; 9 Time series; 10 Diffusion and volatility; 11 Dynamic models; 12 Growth curves; 13 Compartment models; 14 Repeated measurements; References; Author index; Subject index |
| Record Nr. | UNINA-9910824963603321 |
|
Lindsey James K.
|
||
| Cambridge : , : Cambridge University Press, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
