Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi
| Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi |
| Autore | Kohatsu-Higa, Arturo |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xix, 355 p. ; 24 cm |
| Altri autori (Persone) | Takeuchi, Atsushi |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus of variations
Densities of random variables Integration by parts Jump Processes Partial differential equations Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127315 |
Kohatsu-Higa, Arturo
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| Singapore, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi
| Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi |
| Autore | Kohatsu-Higa, Arturo |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xix, 355 p. ; 24 cm |
| Altri autori (Persone) | Takeuchi, Atsushi |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus of variations
Densities of random variables Integrations Jump Processes Partial Differential Equations Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127315 |
Kohatsu-Higa, Arturo
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| Singapore, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi
| Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi |
| Autore | Kohatsu-Higa, Arturo |
| Edizione | [Singapore : Springer, 2019] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Takeuchi, Atsushi |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0127315 |
Kohatsu-Higa, Arturo
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||
| Lo trovi qui: Univ. Vanvitelli | ||
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Paris-Princeton lectures on Mathematical finance 2004 [e-book] / René A. Carmona ... [et al.] ; editorial committee, R.A. Carmona ... [et al.]
| Paris-Princeton lectures on Mathematical finance 2004 [e-book] / René A. Carmona ... [et al.] ; editorial committee, R.A. Carmona ... [et al.] |
| Autore | Paris-Princeton Lectures on Mathematical Finance <2004> |
| Pubbl/distr/stampa | Berlin ; New York : Springer, c2007 |
| Descrizione fisica | v.: digital |
| Disciplina | 650.01513 |
| Altri autori (Persone) |
Carmona, René A.author
Ekeland, Ivar Kohatsu-Higa, Arturo Lasry, Jean-Michel Lions, Pierre-Louis Pham, Huyên Taflin, Erik |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1919 |
| Soggetto topico |
Distribution (Probability theory)
Finance |
| ISBN | 9783540733270 |
| Classificazione | AMS 91-06 |
| Formato | Software |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000568719707536 |
Paris-Princeton Lectures on Mathematical Finance <2004>
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| Berlin ; New York : Springer, c2007 | ||
| Lo trovi qui: Univ. del Salento | ||
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Paris-Princeton Lectures on Mathematical Finance 2004 [Risorsa elettronica] / by René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin
| Paris-Princeton Lectures on Mathematical Finance 2004 [Risorsa elettronica] / by René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin |
| Pubbl/distr/stampa | Berlin ; Heidelberg : Springer, 2007 |
| Collana | Lecture Notes in Mathematics |
| ISBN | 9783540733270 |
| Formato | Risorse elettroniche |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009250190403321 |
| Berlin ; Heidelberg : Springer, 2007 | ||
| Lo trovi qui: Univ. Federico II | ||
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