Info
Introduction to Stochastic Calculus / / by Rajeeva L. Karandikar, B. V. Rao
| Introduction to Stochastic Calculus / / by Rajeeva L. Karandikar, B. V. Rao |
| Autore | Karandikar Rajeeva L |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XIII, 441 p.) |
| Disciplina | 519.2 |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Statistics
Probabilities Statistical Theory and Methods Probability Theory |
| ISBN |
9789811083181
9811083185 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Discrete Parameter Martingales -- Continuous Time Processes -- The Ito Integral -- Stochastic Integration -- Semimartingales -- Pathwise Formula for the Stochastic Integral -- Continuous Semimartingales -- Predictable Increasing Processes -- The Davis Inequality -- Integral Representation of Martingales -- Dominating Process of a Semimartingale -- SDE driven by r.c.l.l. Semimartingales -- Girsanov Theorem. |
| Record Nr. | UNINA-9910733724303321 |
Karandikar Rajeeva L
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Measure Theory for Analysis and Probability / / by Alok Goswami, B.V. Rao
| Measure Theory for Analysis and Probability / / by Alok Goswami, B.V. Rao |
| Autore | Goswami Alok |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (387 pages) |
| Disciplina | 515.42 |
| Altri autori (Persone) | RaoB. V |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Measure theory
Probabilities Measure and Integration Probability Theory Teoria de la mesura Probabilitats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9789819779291
9819779294 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Measure Theory: Why and What -- 2. Measures: Construction and Properties -- 3. Measurable Functions and Integration -- 4. Random Variables and Random Vectors -- 5. Product Spaces -- 6. Radon-Nikodym Theorem and Lp Spaces -- 7. Convergence and Laws of Large Numbers -- 8. Weak convergence and Central Limit Theorem -- 9. Conditioning: The Right Approach -- 10. Infinite Products -- 11. Brownian Motion: A Brief Journey. |
| Record Nr. | UNINA-9910986138703321 |
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Goswami Alok
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Probability and Stochastic Processes : A Volume in Honour of Rajeeva L. Karandikar / / edited by Siva Athreya, Abhay G. Bhatt, B. V. Rao
| Probability and Stochastic Processes : A Volume in Honour of Rajeeva L. Karandikar / / edited by Siva Athreya, Abhay G. Bhatt, B. V. Rao |
| Autore | Athreya Siva |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (207 pages) |
| Disciplina | 519.2 |
| Altri autori (Persone) |
BhattAbhay G
RaoB. V |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Probabilities
Stochastic processes Probability Theory Stochastic Processes |
| ISBN |
9789819999941
9789819999934 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Rajeeva Laxman Karandikar an Appreciation -- Spectrum of High Dimensional Sample Covariance and Related Matrices: a Selective Review -- Long Time Behavior of Finite and Infinite Dimensional Reflected Brownian Motions -- a Survey of Some Recent Developments in Measures of Association -- Fractal Structure in the Directed Landscape -- Small Ball Probabilities for the Stochastic Heat Equation -- Directed Spanning Forest for Ginibre Ensemble is a Tree -- Convergence of Stochastic Approximation via Martingale and Converse Lyapunov Methods. |
| Record Nr. | UNINA-9910878990803321 |
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Athreya Siva
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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