Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / / by Nicolas Bouleau, Laurent Denis |
Autore | Bouleau Nicolas |
Edizione | [1st ed. 2015.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
Descrizione fisica | 1 online resource (333 p.) |
Disciplina | 519.2 |
Collana | Probability Theory and Stochastic Modelling |
Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
ISBN | 3-319-25820-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Notations and Basic Analytical Properties -- 1.Reminders on Poisson Random Measures, Lévy Processes and Dirichlet Forms -- 2.Dirichlet Forms and (EID) -- 3.Construction of the Dirichlet Structure on the Upper Space -- 4.The Lent Particle Formula and Related Formulae -- 5.Sobolev Spaces and Distributions on Poisson Space -- 6 -- Space-Time Setting and Processes -- 7.Applications to Stochastic Differential Equations driven by a Random Measure -- 8.Affine Processes, Rates Models -- 9.Non Poissonian Cases -- A. Error Structures -- B. The Co-Area Formula -- References. |
Record Nr. | UNINA-9910300252703321 |
Bouleau Nicolas | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Error calculus for finance and physics [[electronic resource] ] : the language of Dirichlet forms / / by Nicolas Bouleau |
Autore | Bouleau Nicolas |
Pubbl/distr/stampa | Berlin ; ; New York, : Walter de Gruyter, c2003 |
Descrizione fisica | 1 online resource (244 p.) |
Disciplina | 511/.43 |
Collana | De Gruyter expositions in mathematics |
Soggetto topico |
Error analysis (Mathematics)
Dirichlet forms Random variables |
Soggetto genere / forma | Electronic books. |
ISBN |
1-282-19475-5
9786612194757 3-11-019929-7 |
Classificazione | SK 820 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Chapter I Intuitive introduction to error structures -- Chapter II Strongly-continuous semigroups and Dirichlet forms -- Chapter III Error structures -- Chapter IV Images and products of error structures -- Chapter V Sensitivity analysis and error calculus -- Chapter VI Error structures on fundamental spaces space -- Chapter VII Application to financial models -- Chapter VIII Applications in the field of physics -- Back matter |
Record Nr. | UNINA-9910451731503321 |
Bouleau Nicolas | ||
Berlin ; ; New York, : Walter de Gruyter, c2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Error calculus for finance and physics [[electronic resource] ] : the language of Dirichlet forms / / by Nicolas Bouleau |
Autore | Bouleau Nicolas |
Pubbl/distr/stampa | Berlin ; ; New York, : Walter de Gruyter, c2003 |
Descrizione fisica | 1 online resource (244 p.) |
Disciplina | 511/.43 |
Collana | De Gruyter expositions in mathematics |
Soggetto topico |
Error analysis (Mathematics)
Dirichlet forms Random variables |
ISBN |
1-282-19475-5
9786612194757 3-11-019929-7 |
Classificazione | SK 820 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Chapter I Intuitive introduction to error structures -- Chapter II Strongly-continuous semigroups and Dirichlet forms -- Chapter III Error structures -- Chapter IV Images and products of error structures -- Chapter V Sensitivity analysis and error calculus -- Chapter VI Error structures on fundamental spaces space -- Chapter VII Application to financial models -- Chapter VIII Applications in the field of physics -- Back matter |
Record Nr. | UNINA-9910782193103321 |
Bouleau Nicolas | ||
Berlin ; ; New York, : Walter de Gruyter, c2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Mathematics of errors / / Nicolas Bouleau |
Autore | Bouleau Nicolas |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
Descrizione fisica | 1 online resource (444 pages) |
Disciplina | 511.43 |
Soggetto topico |
Stochastic analysis
Error analysis (Mathematics) Mathematical models Anàlisi d'error (Matemàtica) |
Soggetto genere / forma | Llibres electrònics |
ISBN |
9783030885755
9783030885748 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910548184503321 |
Bouleau Nicolas | ||
Cham, Switzerland : , : Springer, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Mathematics of errors / / Nicolas Bouleau |
Autore | Bouleau Nicolas |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
Descrizione fisica | 1 online resource (444 pages) |
Disciplina | 511.43 |
Soggetto topico |
Stochastic analysis
Error analysis (Mathematics) Mathematical models Anàlisi d'error (Matemàtica) |
Soggetto genere / forma | Llibres electrònics |
ISBN |
9783030885755
9783030885748 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996466548903316 |
Bouleau Nicolas | ||
Cham, Switzerland : , : Springer, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Penser l'éventuel : faire entrer les craintes dans le travail scientifique / / Nicolas Bouleau |
Autore | Bouleau Nicolas |
Pubbl/distr/stampa | Versailles Cedex, France : , : Éditions Quae, , 2017 |
Descrizione fisica | 1 online resource (217 pages) : illustrations |
Disciplina | 501 |
Collana | Sciences en questions |
Soggetto topico |
Science - Philosophy
Research - Methodology Science - Environmental aspects |
Soggetto genere / forma | Electronic books. |
ISBN |
2-7592-2545-3
2-7592-2546-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNINA-9910466102403321 |
Bouleau Nicolas | ||
Versailles Cedex, France : , : Éditions Quae, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Penser l'éventuel : faire entrer les craintes dans le travail scientifique / / Nicolas Bouleau |
Autore | Bouleau Nicolas |
Pubbl/distr/stampa | Versailles Cedex, France : , : Éditions Quae, , 2017 |
Descrizione fisica | 1 online resource (217 pages) : illustrations |
Disciplina | 501 |
Collana | Sciences en questions |
Soggetto topico |
Science - Philosophy
Research - Methodology Science - Environmental aspects |
ISBN |
2-7592-2545-3
2-7592-2546-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNINA-9910792995503321 |
Bouleau Nicolas | ||
Versailles Cedex, France : , : Éditions Quae, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Penser l'éventuel : faire entrer les craintes dans le travail scientifique / / Nicolas Bouleau |
Autore | Bouleau Nicolas |
Pubbl/distr/stampa | Versailles Cedex, France : , : Éditions Quae, , 2017 |
Descrizione fisica | 1 online resource (217 pages) : illustrations |
Disciplina | 501 |
Collana | Sciences en questions |
Soggetto topico |
Science - Philosophy
Research - Methodology Science - Environmental aspects |
ISBN |
2-7592-2545-3
2-7592-2546-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNINA-9910824838703321 |
Bouleau Nicolas | ||
Versailles Cedex, France : , : Éditions Quae, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Séminaire de Théorie du Potentiel Paris, No. 9 [[electronic resource]] |
Autore | Bouleau Nicolas |
Edizione | [1st ed. 1989.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1989 |
Descrizione fisica | 1 online resource (VI, 265 p.) |
Disciplina | 515.96 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Potential theory (Mathematics)
Potential Theory |
ISBN | 3-540-46675-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Nota di contenuto | L'Oeuvre de Marcel Brelot (1903–1987) -- Boundary behaviour of solutions to the Generalised Weinstein Equation -- On the derivability, with respect to the initial data, of the solution of a stochastic differential equation with Lipschitz coefficients -- Etude de fonctions de Green associees a des operateurs elliptiques a coefficients complexes -- Approximation discrete de mesures dans un espace harmonique -- Sur la caracterisation des noyaux potentiels -- Cones et noyaux locaux -- Valeurs propres pour l'operateur de Schroedinger -- Semi-groupes deterministes -- Problème de Neumann faible avec condition frontière dans ?1 -- Equations de diffusion dans des domaines (x, t) non-cylindriques et semi-groupes "espace-temps" -- Perturbation et subordination des semi-groupes -- Erratum et Addendum a "Sur la subordination des fesolvantes" "Resolvantes complexes et potentiels intrinseques" -- Potentiels de Green sur les ouverts fins -- Le probleme du nuage de glace -- Lignes de Green et frontiere de R.S. Martin en quelques cas particuliers -- Comparaison de noyaux de Schrödinger -- Ensembles equivalents a un point frontiere dans un domaine lipschitzien. |
Record Nr. | UNISA-996466601403316 |
Bouleau Nicolas | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1989 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|