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Ambit Stochastics / / by Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / / by Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen Ole E |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | XXV, 402 p. : gráf. ; ; 25 cm |
| Disciplina | 519.2 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Mathematical physics Social sciences - Mathematics Statistics Probability Theory Mathematical Physics Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN | 3-319-94129-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I The purely temporal case -- 1 Volatility modulated Volterra processes -- 2 Simulation -- 3 Asymptotic theory for power variation of LSS processes -- 4 Integration with respect to volatility modulated Volterra processes -- Part II The spatio-temporal case -- 5 The ambit framework -- 6 Representation and simulation of ambit fields -- 7 Stochastic integration with ambit fields as integrators -- 8 Trawl processes -- Part III Applications -- 9 Turbulence modelling -- 10 Stochastic modelling of energy spot prices by LSS processes -- 11 Forward curve modelling by ambit fields -- Appendix A: Bessel functions -- Appendix B: Generalised hyperbolic distribution -- References -- Index. |
| Record Nr. | UNINA-9910300106803321 |
Barndorff-Nielsen Ole E
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantum Independent Increment Processes II [[electronic resource] ] : Structure of Quantum Lévy Processes, Classical Probability, and Physics / / by Ole E Barndorff-Nielsen, Uwe Franz, Rolf Gohm, Burkhard Kümmerer, Steen Thorbjørnsen ; edited by Michael Schuermann, Uwe Franz
| Quantum Independent Increment Processes II [[electronic resource] ] : Structure of Quantum Lévy Processes, Classical Probability, and Physics / / by Ole E Barndorff-Nielsen, Uwe Franz, Rolf Gohm, Burkhard Kümmerer, Steen Thorbjørnsen ; edited by Michael Schuermann, Uwe Franz |
| Autore | Barndorff-Nielsen Ole E |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2006 |
| Descrizione fisica | 1 online resource (XV, 340 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Applied mathematics Engineering mathematics Mathematical physics Probability Theory and Stochastic Processes Applications of Mathematics Theoretical, Mathematical and Computational Physics |
| ISBN | 3-540-32385-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Random Walks on Finite Quantum Groups -- Quantum Markov Processes and Applications in Physics -- Classical and Free Infinite Divisibility and Lévy Processes -- Lévy Processes on Quantum Groups and Dual Groups -- Index. |
| Record Nr. | UNISA-996466506903316 |
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Barndorff-Nielsen Ole E
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Quantum Independent Increment Processes II : Structure of Quantum Lévy Processes, Classical Probability, and Physics / / by Ole E Barndorff-Nielsen, Uwe Franz, Rolf Gohm, Burkhard Kümmerer, Steen Thorbjørnsen ; edited by Michael Schuermann, Uwe Franz
| Quantum Independent Increment Processes II : Structure of Quantum Lévy Processes, Classical Probability, and Physics / / by Ole E Barndorff-Nielsen, Uwe Franz, Rolf Gohm, Burkhard Kümmerer, Steen Thorbjørnsen ; edited by Michael Schuermann, Uwe Franz |
| Autore | Barndorff-Nielsen Ole E |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2006 |
| Descrizione fisica | 1 online resource (XV, 340 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Mathematics Mathematical physics Probability Theory Applications of Mathematics Theoretical, Mathematical and Computational Physics |
| ISBN | 3-540-32385-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Random Walks on Finite Quantum Groups -- Quantum Markov Processes and Applications in Physics -- Classical and Free Infinite Divisibility and Lévy Processes -- Lévy Processes on Quantum Groups and Dual Groups -- Index. |
| Record Nr. | UNINA-9910483029503321 |
|
Barndorff-Nielsen Ole E
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||