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 | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 |
Le Gall, Jean-François | ||
XIII, 273 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 |
Le Gall, Jean-François | ||
Cham, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|