Lévy processes and infinitely divisible distributions / Ken-Iti Sato
| Lévy processes and infinitely divisible distributions / Ken-Iti Sato |
| Autore | Sato, Ken-Iti |
| Edizione | [Revised edition] |
| Pubbl/distr/stampa | Cambridge : Cambridge University Press, 2013 |
| Descrizione fisica | XIV, 521 p. ; 23 cm |
| Disciplina | 519.2 |
| Collana | Cambridge studies in advanced mathematics |
| Soggetto non controllato | Processi stocastici - Esposizione a livello avanzato |
| ISBN | 978-1-107-65649-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009958620403321 |
Sato, Ken-Iti
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| Cambridge : Cambridge University Press, 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic processes : lectures given at Aarhus university / Kiyosi Ito ; edited by Ole E. Barndorff-Nielsen and Ken-iti Sato
| Stochastic processes : lectures given at Aarhus university / Kiyosi Ito ; edited by Ole E. Barndorff-Nielsen and Ken-iti Sato |
| Autore | Ito, Kiyosi |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | XII, 234 p. ; 24 cm. |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
| ISBN | 8-3-642-05805-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0055816 |
Ito, Kiyosi
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| Berlin, : Springer, 2004 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic processes : lectures given at Aarhus university / Kiyosi Ito ; edited by Ole E. Barndorff-Nielsen and Ken-iti Sato
| Stochastic processes : lectures given at Aarhus university / Kiyosi Ito ; edited by Ole E. Barndorff-Nielsen and Ken-iti Sato |
| Autore | Ito, Kiyosi |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | XII, 234 p. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
| ISBN | 978-36-420-5805-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0055816 |
Ito, Kiyosi
|
||
| Berlin, : Springer, 2004 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic processes : lectures given at Aarhus university / Kiyosi Ito ; edited by Ole E. Barndorff-Nielsen and Ken-iti Sato
| Stochastic processes : lectures given at Aarhus university / Kiyosi Ito ; edited by Ole E. Barndorff-Nielsen and Ken-iti Sato |
| Autore | Itô, Kiyosi |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | XII, 234 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] |
| ISBN | 978-36-420-5805-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00055816 |
Itô, Kiyosi
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| Berlin, : Springer, 2004 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato
| Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato |
| Autore | Rocha-Arteaga, Alfonso |
| Edizione | [Rev. Ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | viii, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sato, Ken-Iti |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0127227 |
Rocha-Arteaga, Alfonso
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| Cham, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato
| Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato |
| Autore | Rocha-Arteaga, Alfonso |
| Edizione | [Rev. Ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | viii, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sato, Ken-Iti |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
| Soggetto non controllato |
Cone-parameter Lévy processes
Cone-parameter convolution semigroups Infinitely divisible distributions Lamperti transformation Lévy processes Ornstein--Uhlenbeck type processes Selfdecomposable distributions Selfsimilar additive processes Stochastic integral respect to Lévy processes Subordination |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127227 |
Rocha-Arteaga, Alfonso
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| Cham, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato
| Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato |
| Autore | Rocha-Arteaga, Alfonso |
| Edizione | [Rev. Ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | viii, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sato, Ken-Iti |
| Soggetto topico |
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] |
| Soggetto non controllato |
Cone-parameter Lévy processes
Cone-parameter convolution semigroups Infinitely divisible distributions Lamperti transformation Lévy processes Ornstein--Uhlenbeck type processes Selfdecomposable distributions Selfsimilar additive processes Stochastic integral respect to Lévy processes Subordination |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127227 |
Rocha-Arteaga, Alfonso
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||
| Cham, : Springer, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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