Autore	Revuz Daniel
Edizione	[3rd ed. 1999.]
Pubbl/distr/stampa	Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999
Descrizione fisica	1 online resource (XIII, 602 p.)
Disciplina	519.2/87
Collana	Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
Soggetto topico	Probabilities Probability Theory and Stochastic Processes
ISBN	3-662-06400-6
Classificazione	60G44 60J60
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	0. Preliminaries -- I. Introduction -- II. Martingales -- III. Markov Processes -- IV. Stochastic Integration -- V. Representation of Martingales -- VI. Local Times -- VII. Generators and Time Reversal -- VIII. Girsanov’s Theorem and First Applications -- IX. Stochastic Differential Equations -- X. Additive Functionals of Brownian Motion -- XI. Bessel Processes and Ray-Knight Theorems -- XII. Excursions -- XIII. Limit Theorems in Distribution -- §1. Gronwall’s Lemma -- §2. Distributions -- §3. Convex Functions -- §4. Hausdorff Measures and Dimension -- §5. Ergodic Theory -- §6. Probabilities on Function Spaces -- §7. Bessel Functions -- §8. Sturm-Liouville Equation -- Index of Notation -- Index of Terms -- Catalogue.
Record Nr.	UNINA-9910480707703321

Autore	Chaumont L (Loïc)
Edizione	[Second edition.]
Pubbl/distr/stampa	Cambridge : , : Cambridge University Press, , 2012
Descrizione fisica	1 online resource (xx, 279 pages) : digital, PDF file(s)
Disciplina	519.2
Collana	Cambridge series on statistical and probabilistic mathematics
Soggetto topico	Probabilities
ISBN	1-107-23230-9 1-139-52656-1 1-139-52895-5 1-139-53242-1 1-139-52776-2 1-139-53123-9 9786613840967 1-283-52851-7 1-139-13535-X
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Preface to the Second Edition -- Preface to the First Edition -- 1. Measure theory and probability -- 2. Independence and conditioning -- 3. Gaussian variables -- 4. Distributional computations -- 5. Convergence of random variables -- 6. Random processes -- Where is the notion N discussed? -- Final suggestions: how to go further?
Record Nr.	UNINA-9910465387203321

Edizione	[1st ed. 1985.]
Pubbl/distr/stampa	Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1985
Descrizione fisica	1 online resource (315 p.)
Disciplina	519.2
Collana	Lecture Notes in Mathematics
Soggetto topico	Probabilities Probability Theory and Stochastic Processes
ISBN	3-540-39339-0
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	fre
Nota di contenuto	Grossissement de filtrations et absolue continuite de noyaux -- Grossissement initial, hypothese (H?) et theoreme de Girsanov -- Grossissement de filtration et processus d'Ornstein-Uhlenbeck generalise -- Entropie d'une partition, et grossissement initial d'une filtration -- Grossissement gaussien de la filtration Brownienne -- Inegalités de martingales continues arretées à un temps quelconque -- Inegalites de martingales continues arretees a un temps quelconque: Le role de certains espaces BMO -- Théorème de Girsanov généralisé et grossissement d'une filtration -- Application de la theorie du grossissement a l'etude des temps locaux Browniens.
Record Nr.	UNISA-996466580803316

Edizione	[1st ed. 2006.]
Pubbl/distr/stampa	Berlin, Germany : , : Springer, , [2006]
Descrizione fisica	1 online resource (VIII, 422 p.)
Disciplina	519.2
Collana	Séminaire de Probabilités
Soggetto topico	Stochastic analysis
ISBN	1-280-63504-5 9786610635047 3-540-35513-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Titres et Travaux : Postface -- The Life and Scientific Work of Paul André Meyer (August 21st, 1934 - January 30th, 2003) “Un modèle pour nous tous” -- Disparition de Paul-André Meyer -- Témoignages -- Kernel and Integral Representations of Operators on Infinite Dimensional Toy Fock Spaces -- Le Théorème de Pitman, le Groupe Quantique SUq(2), et une Question de P. A. Meyer -- A Simple Proof of Two Generalized Borel-Cantelli Lemmas -- Natural Decomposition of Processes and Weak Dirichlet Processes -- A Lost Scroll -- Stochastic Integration with Respect to a Sequence of Semimartingales -- On Almost Sure Convergence Results in Stochastic Calculus -- On a Condition that One-Dimensional Diffusion Processes are Martingales -- Ito's Integrated Formula for Strict Local Martingales -- Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space -- Sandwiched Filtrations and Lévy Processes -- The Dalang–Morton–Willinger Theorem Under Delayed and Restricted Information -- The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures -- A Path Transformation of Brownian Motion -- Two Recursive Decompositions of Brownian Bridge Related to the Asymptotics of Random Mappings -- Pénalisations et Quelques Extensions du Théorème de Pitman, Relatives au Mouvement Brownien et à Son -- Some Remarkable Properties of the Dunkl Martingales -- Enroulements Browniens et Subordination dans les Groupes de Lie -- Stochastic Covariant Calculus with Jumps and Stochastic Calculus with Covariant Jumps.
Altri titoli varianti	Séminaire de Probabilités XXXIX
Record Nr.	UNINA-9910483056303321

Autore	Yen Ju-Yi
Edizione	[1st ed. 2013.]
Pubbl/distr/stampa	Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013
Descrizione fisica	1 online resource (IX, 135 p. 9 illus., 8 illus. in color.)
Disciplina	519.2
Collana	Lecture Notes in Mathematics
Soggetto topico	Probabilities Probability Theory and Stochastic Processes
ISBN	3-319-01270-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index.
Record Nr.	UNISA-996466653003316