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A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvi, 346 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60L20 - Rough paths [MSC 2020] 60L90 - Applications of rough analysis [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248552 |
Friz, Peter K.
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvi, 346 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60L20 - Rough paths [MSC 2020] 60L90 - Applications of rough analysis [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00248552 |
|
Friz, Peter K.
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 251 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103879 |
|
Friz, Peter K.
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 251 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103879 |
|
Friz, Peter K.
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XIV, 251 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
| ISBN | 8-3-319-08331-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103879 |
|
Friz, Peter K.
|
||
| XIV, 251 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
| Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | IX, 590 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Asymptotic methods
Implied volatility Large deviations Mathematical Finance Option pricing Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113266 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
| Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | IX, 590 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Asymptotic methods
Implied volatility Large deviations Mathematical Finance Option pricing Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113266 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
| Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | IX, 590 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113266 |
| IX, 590 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multidimensional stochastic processes as Rough Paths : theory and applications / Peter K. Friz, Nicolas B. Victoir
| Multidimensional stochastic processes as Rough Paths : theory and applications / Peter K. Friz, Nicolas B. Victoir |
| Autore | Friz, Peter K. |
| Pubbl/distr/stampa | Cambridge : Cambridge University Press, c2010 |
| Descrizione fisica | XIV, 656 p. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Victoir, Nicolas B. |
| Collana | Cambridge studies in advanced mathematics |
| Soggetto non controllato | Processi stocastici |
| ISBN | 978-0-521-87607-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009153890403321 |
|
Friz, Peter K.
|
||
| Cambridge : Cambridge University Press, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Multidimensional stochastic processes as rough paths : theory and applications / Peter K. Friz, Nicolas B. Victoir
| Multidimensional stochastic processes as rough paths : theory and applications / Peter K. Friz, Nicolas B. Victoir |
| Autore | Friz, Peter K. |
| Pubbl/distr/stampa | Cambridge, UK ; New York : Cambridge University Press, 2010 |
| Descrizione fisica | xiv, 656 p. : ill. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Victoir, Nicolas B. |
| Collana | Cambridge studies in advanced mathematics ; 120 |
| Soggetto topico |
Stochastic difference equations
Stochastic processes Random measures |
| ISBN |
9780521876070 (hbk.)
0521876079 (hbk.) |
| Classificazione |
AMS 60-02
AMS 60G17 LC QA274.23.F746 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | und |
| Record Nr. | UNISALENTO-991002629699707536 |
|
Friz, Peter K.
|
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| Cambridge, UK ; New York : Cambridge University Press, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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