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Brownian motion : an introduction to stochastic processes / by René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
| Brownian motion : an introduction to stochastic processes / by René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher |
| Autore | Schilling, René L. |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Berlin ; Boston : De Gruyter, c2012 |
| Descrizione fisica | xiv, 380 p. : ill. ; 24 cm |
| Disciplina | 519.233 |
| Altri autori (Persone) | Partzsch, Lotharauthor |
| Collana | De Gruyter graduate |
| Soggetto topico |
Brownian motion processes
Stochastic processes |
| ISBN | 9783110278897 |
| Classificazione |
AMS 60-01
AMS 60J65 LC QA274.75.S35 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002036749707536 |
Schilling, René L.
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| Berlin ; Boston : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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From Lévy-type processes to parabolic SPDEs / Davar Khoshnevisan, René Schilling ; editors for this volume: Lluís Quer-Sardanyons, Frederic Utzet
| From Lévy-type processes to parabolic SPDEs / Davar Khoshnevisan, René Schilling ; editors for this volume: Lluís Quer-Sardanyons, Frederic Utzet |
| Autore | Khoshnevisan, Davar |
| Pubbl/distr/stampa | [Cham], : Birkhäuser, : Springer, 2016 |
| Descrizione fisica | VIII, 219 p. : ill. ; 24 cm |
| Altri autori (Persone) | Schilling, René L. |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35K57 - Reaction-diffusion equations [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Soggetto non controllato |
Comparison principle
Feller processes Invariance principle Lévy processes Partial differential equations Pseudo-differential operator Stochastic Partial Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114784 |
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Khoshnevisan, Davar
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| [Cham], : Birkhäuser, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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From Lévy-type processes to parabolic SPDEs / Davar Khoshnevisan, René Schilling ; editors for this volume: Lluís Quer-Sardanyons, Frederic Utzet
| From Lévy-type processes to parabolic SPDEs / Davar Khoshnevisan, René Schilling ; editors for this volume: Lluís Quer-Sardanyons, Frederic Utzet |
| Autore | Khoshnevisan, Davar |
| Pubbl/distr/stampa | [Cham], : Birkhäuser, : Springer, 2016 |
| Descrizione fisica | VIII, 219 p. : ill. ; 24 cm |
| Altri autori (Persone) | Schilling, René L. |
| Soggetto topico |
35K57 - Reaction-diffusion equations [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] |
| Soggetto non controllato |
Comparison principle
Feller processes Invariance principle Lévy processes Partial Differential Equations Pseudo-differential operator Stochastic Partial Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114784 |
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Khoshnevisan, Davar
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||
| [Cham], : Birkhäuser, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
From Lévy-type processes to parabolic SPDEs / Davar Khoshnevisan, René Schilling ; editors for this volume: Lluís Quer-Sardanyons, Frederic Utzet
| From Lévy-type processes to parabolic SPDEs / Davar Khoshnevisan, René Schilling ; editors for this volume: Lluís Quer-Sardanyons, Frederic Utzet |
| Autore | Khoshnevisan, Davar |
| Edizione | [[Cham] : Birkhäuser : Springer, 2016] |
| Pubbl/distr/stampa | VIII, 219 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Schilling, René L. |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35K57 - Reaction-diffusion equations [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114784 |
|
Khoshnevisan, Davar
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| VIII, 219 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
| Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher, Björn |
| Edizione | [Cham : Springer, 2013] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Schilling, René L.
Wang, Jian |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 35S30 - Fourier integral operators applied to PDEs [MSC 2020] 47D03 - Groups and semigroups of linear operators [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-SUN0098170 |
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Böttcher, Björn
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
| Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher, Björn |
| Pubbl/distr/stampa | Cham, : Springer, 2013 |
| Descrizione fisica | XVIII, 199 p. ; 24 cm |
| Altri autori (Persone) |
Schilling, René L.
Wang, Jian, matematico |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 35S30 - Fourier integral operators applied to PDEs [MSC 2020] 47D03 - Groups and semigroups of linear operators [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Feller process
Lévy-Khintchine formula Lévy-type process Path properties Pseudo-differential Operators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0098170 |
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Böttcher, Björn
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||
| Cham, : Springer, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
| Lévy matters 3. : Lévy-type processes: construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher, Björn |
| Pubbl/distr/stampa | Cham, : Springer, 2013 |
| Descrizione fisica | XVIII, 199 p. ; 24 cm |
| Altri autori (Persone) |
Schilling, René L.
Wang, Jian, matematico |
| Soggetto topico |
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]
35S30 - Fourier integral operators applied to PDEs [MSC 2020] 47D03 - Groups and semigroups of linear operators [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Feller process
Lévy-Khintchine formula Lévy-type process Path properties Pseudo-differential Operators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00098170 |
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Böttcher, Björn
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| Cham, : Springer, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Measures, integrals and martingales / René L. Schilling
| Measures, integrals and martingales / René L. Schilling |
| Autore | Schilling, René L. |
| Pubbl/distr/stampa | New York : Cambridge University Press, 2005 |
| Descrizione fisica | XI, 383 p. : ill. ; 24 cm |
| Disciplina |
519.2
515.42 |
| Soggetto non controllato |
Probabilità
Processi stocastici Teoria della misura e integrazione |
| ISBN |
978-0-521-61525-9
978-0-521-85015-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990008266380403321 |
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Schilling, René L.
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| New York : Cambridge University Press, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Measures, integrals and martingales / René L. Schilling
| Measures, integrals and martingales / René L. Schilling |
| Autore | Schilling, René L. |
| Pubbl/distr/stampa | Cambridge, : Cambridge university, c2005 |
| Descrizione fisica | X, 381 p. : ill.; 26 cm. |
| Soggetto topico | 28-XX - Measure and integration [MSC 2020] |
| ISBN | 05-216-1525-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0065148 |
|
Schilling, René L.
|
||
| Cambridge, : Cambridge university, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Measures, integrals and martingales / René L. Schilling
| Measures, integrals and martingales / René L. Schilling |
| Autore | Schilling, René L. |
| Pubbl/distr/stampa | Cambridge, : Cambridge university, 2005 |
| Descrizione fisica | X, 381 p. : ill.; 26 cm |
| Soggetto topico | 28-XX - Measure and integration [MSC 2020] |
| ISBN | 978-05-216-1525-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISOB-VAN0065148 |
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Schilling, René L.
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| Cambridge, : Cambridge university, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Suor Orsola Benincasa | ||
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