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 |
Khoshnevisan, Davar | ||
[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 |
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 |
Khoshnevisan, Davar | ||
[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 |
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 | ||
VIII, 219 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic integration by parts and functional Itô calculus / Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet ... [et al.] |
Autore | Bally, Vlad |
Pubbl/distr/stampa | [Basel], : Birkhäuser, : Springer, 2016 |
Descrizione fisica | IX, 207 p. : ill. ; 24 cm |
Altri autori (Persone) |
Caramellino, Lucia
Cont, Rama |
Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
Soggetto non controllato |
Interpolation spaces
Kolmogorov equations Malliavin Calculus Ordinary differential equations Partial differential equations Path-dependent PDE Probability laws |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0115389 |
Bally, Vlad | ||
[Basel], : Birkhäuser, : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic integration by parts and functional Itô calculus / Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet ... [et al.] |
Autore | Bally, Vlad |
Pubbl/distr/stampa | [Basel], : Birkhäuser, : Springer, 2016 |
Descrizione fisica | IX, 207 p. : ill. ; 24 cm |
Altri autori (Persone) |
Caramellino, Lucia
Cont, Rama |
Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
Soggetto non controllato |
Interpolation spaces
Kolmogorov equations Malliavin Calculus Ordinary differential equations Partial differential equations Path-dependent PDE Probability laws |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00115389 |
Bally, Vlad | ||
[Basel], : Birkhäuser, : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic integration by parts and functional Itô calculus / Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet ... [et al.] |
Autore | Bally, Vlad |
Edizione | [[Basel] : Birkhäuser : Springer, 2016] |
Pubbl/distr/stampa | IX, 207 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Caramellino, Lucia
Cont, Rama |
Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0115389 |
Bally, Vlad | ||
IX, 207 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|