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Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114495 |
Le Gall, Jean-François
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114495 |
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Le Gall, Jean-François
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XIII, 273 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114495 |
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Le Gall, Jean-François
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| XIII, 273 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ecole d'Ete de Probabilites de Saint-Flour : XX 1990 / Mark I. Freidlin, Jean-François Gall ; Editor: P.-L. Hennequin
| Ecole d'Ete de Probabilites de Saint-Flour : XX 1990 / Mark I. Freidlin, Jean-François Gall ; Editor: P.-L. Hennequin |
| Autore | Freidlin, Mark I. |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer-Verlag, 1992 |
| Descrizione fisica | 244 p. ; 24 cm |
| Altri autori (Persone) | Le Gall, Jean-François |
| Soggetto topico |
35A25 - Other special methods applied to PDEs [MSC 2020]
35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] 35C20 - Asymptotic expansions of solutions to PDEs [MSC 2020] 35K55 - Nonlinear parabolic equations [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Differential equations Large deviations Limit Theorems Partial Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione |
eng
fre |
| Altri titoli varianti | Ecole d'Ete de Probabilites de Saint-Flour : 20. 1990 |
| Record Nr. | UNICAMPANIA-VAN00289362 |
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Freidlin, Mark I.
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| Berlin ; Heidelberg, : Springer-Verlag, 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Measure Theory, Probability, and Stochastic Processes / Jean-François Le Gall
| Measure Theory, Probability, and Stochastic Processes / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 406 p. : ill. ; 24 cm |
| Soggetto non controllato |
Brownian Motion
Brownian motion random walk Brownian motion with drift Ergodic theorem for markov chains Introduction to Stochastic Processes Markov Chains Markov chains transition matrix Measure Theory Measure theory for probability Measure theory lectures Probability Probability and stochastic processes Rigorous probability probability measure |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0277906 |
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Le Gall, Jean-François
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Measure Theory, Probability, and Stochastic Processes / Jean-François Le Gall
| Measure Theory, Probability, and Stochastic Processes / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 406 p. : ill. ; 24 cm |
| Soggetto non controllato |
Brownian Motion
Brownian motion random walk Brownian motion with drift Ergodic theorem for markov chains Markov Chains Measure Theory Probability Probability and stochastic processes Rigorous probability Stochastic processes probability measure |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00277906 |
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Le Gall, Jean-François
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Spatial Branching Processes, Random Snakes and Partial Differential Equations / Jean-François Gall
| Spatial Branching Processes, Random Snakes and Partial Differential Equations / Jean-François Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | Basel, : Springer, : Birkhäuser, 1999 |
| Descrizione fisica | viii, 162 p. ; 24 cm |
| Soggetto non controllato |
Classification
Mechanics Partial Differential Equations Probability Theory Stochastics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298830 |
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Le Gall, Jean-François
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| Basel, : Springer, : Birkhäuser, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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