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 |
Khoshnevisan, Davar
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| [Cham], : Birkhäuser, : Springer, 2016 | ||
| 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 |
| 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 | ||
| 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
|
||
| VIII, 219 p., : ill. ; 24 cm | ||
| 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.]
| 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 | ||
| 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.]
| 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 | ||
| 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.]
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||