Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]] |
Autore | Applebaum David <1956-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
Descrizione fisica | 1 online resource (xxiv, 384 pages) : digital, PDF file(s) |
Disciplina | 519.2/2 |
Collana | Cambridge studies in advanced mathematics |
Soggetto topico |
Lévy processes
Stochastic analysis |
ISBN |
1-107-14887-1
1-280-54040-0 9786610540402 0-511-21477-4 0-511-21656-4 0-511-21119-8 0-511-31534-1 0-511-75532-5 0-511-21296-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index |
Altri titoli varianti | Lévy Processes & Stochastic Calculus |
Record Nr. | UNINA-9910457662903321 |
Applebaum David <1956->
![]() |
||
Cambridge : , : Cambridge University Press, , 2004 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]] |
Autore | Applebaum David <1956-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
Descrizione fisica | 1 online resource (xxiv, 384 pages) : digital, PDF file(s) |
Disciplina | 519.2/2 |
Collana | Cambridge studies in advanced mathematics |
Soggetto topico |
Lévy processes
Stochastic analysis |
ISBN |
1-107-14887-1
1-280-54040-0 9786610540402 0-511-21477-4 0-511-21656-4 0-511-21119-8 0-511-31534-1 0-511-75532-5 0-511-21296-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index |
Altri titoli varianti | Lévy Processes & Stochastic Calculus |
Record Nr. | UNINA-9910784320403321 |
Applebaum David <1956->
![]() |
||
Cambridge : , : Cambridge University Press, , 2004 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]] |
Autore | Applebaum David <1956-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
Descrizione fisica | 1 online resource (xxiv, 384 pages) : digital, PDF file(s) |
Disciplina | 519.2/2 |
Collana | Cambridge studies in advanced mathematics |
Soggetto topico |
Lévy processes
Stochastic analysis |
ISBN |
1-107-14887-1
1-280-54040-0 9786610540402 0-511-21477-4 0-511-21656-4 0-511-21119-8 0-511-31534-1 0-511-75532-5 0-511-21296-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index |
Altri titoli varianti | Lévy Processes & Stochastic Calculus |
Record Nr. | UNINA-9910828068103321 |
Applebaum David <1956->
![]() |
||
Cambridge : , : Cambridge University Press, , 2004 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Probability and information : an integrated approach / / David Applebaum [[electronic resource]] |
Autore | Applebaum David <1956-> |
Edizione | [Second edition.] |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2008 |
Descrizione fisica | 1 online resource (xvi, 273 pages) : digital, PDF file(s) |
Disciplina | 519.2 |
Soggetto topico |
Probabilities
Information theory |
ISBN |
1-107-18810-5
0-511-65003-5 0-511-41330-0 0-511-57441-X 0-511-75526-0 0-511-41424-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Half-title; Title; Copyright; Contents; Preface to the second edition; Preface to the first edition; 1 Introduction; 2 Combinatorics; 3 Sets and measures; 4 Probability; 5 Discrete random variables; 6 Information and entropy; 7 Communication; 8 Random variables with probability density functions; 9 Random vectors; 10 Markov chains and their entropy; Exploring further; Appendix 1: Proof by mathematical induction; Appendix 2: Lagrange multipliers; Appendix 3: Integration of exp -12x2; Appendix 4: Table of probabilities associated with the standardnormal distribution
Appendix 5: A rapid review of matrix algebraSelected solutions; Index |
Altri titoli varianti | Probability & Information |
Record Nr. | UNINA-9910454507003321 |
Applebaum David <1956->
![]() |
||
Cambridge : , : Cambridge University Press, , 2008 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Probability and information : an integrated approach / / David Applebaum [[electronic resource]] |
Autore | Applebaum David <1956-> |
Edizione | [Second edition.] |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2008 |
Descrizione fisica | 1 online resource (xvi, 273 pages) : digital, PDF file(s) |
Disciplina | 519.2 |
Soggetto topico |
Probabilities
Information theory |
ISBN |
1-107-18810-5
0-511-65003-5 0-511-41330-0 0-511-57441-X 0-511-75526-0 0-511-41424-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Half-title; Title; Copyright; Contents; Preface to the second edition; Preface to the first edition; 1 Introduction; 2 Combinatorics; 3 Sets and measures; 4 Probability; 5 Discrete random variables; 6 Information and entropy; 7 Communication; 8 Random variables with probability density functions; 9 Random vectors; 10 Markov chains and their entropy; Exploring further; Appendix 1: Proof by mathematical induction; Appendix 2: Lagrange multipliers; Appendix 3: Integration of exp -12x2; Appendix 4: Table of probabilities associated with the standardnormal distribution
Appendix 5: A rapid review of matrix algebraSelected solutions; Index |
Altri titoli varianti | Probability & Information |
Record Nr. | UNINA-9910782417203321 |
Applebaum David <1956->
![]() |
||
Cambridge : , : Cambridge University Press, , 2008 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Probability and information : an integrated approach / / David Applebaum [[electronic resource]] |
Autore | Applebaum David <1956-> |
Edizione | [Second edition.] |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2008 |
Descrizione fisica | 1 online resource (xvi, 273 pages) : digital, PDF file(s) |
Disciplina | 519.2 |
Soggetto topico |
Probabilities
Information theory |
ISBN |
1-107-18810-5
0-511-65003-5 0-511-41330-0 0-511-57441-X 0-511-75526-0 0-511-41424-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Half-title; Title; Copyright; Contents; Preface to the second edition; Preface to the first edition; 1 Introduction; 2 Combinatorics; 3 Sets and measures; 4 Probability; 5 Discrete random variables; 6 Information and entropy; 7 Communication; 8 Random variables with probability density functions; 9 Random vectors; 10 Markov chains and their entropy; Exploring further; Appendix 1: Proof by mathematical induction; Appendix 2: Lagrange multipliers; Appendix 3: Integration of exp -12x2; Appendix 4: Table of probabilities associated with the standardnormal distribution
Appendix 5: A rapid review of matrix algebraSelected solutions; Index |
Altri titoli varianti | Probability & Information |
Record Nr. | UNINA-9910816220703321 |
Applebaum David <1956->
![]() |
||
Cambridge : , : Cambridge University Press, , 2008 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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