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Continuous Martingales and Brownian Motion [[electronic resource] /] / by Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion [[electronic resource] /] / by Daniel Revuz, Marc Yor |
| 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 |
Revuz Daniel
|
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous Martingales and Brownian Motion [[electronic resource] /] / by Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion [[electronic resource] /] / by Daniel Revuz, Marc Yor |
| 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-9910792490803321 |
|
Revuz Daniel
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous Martingales and Brownian Motion / / by Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / / by Daniel Revuz, Marc Yor |
| 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-9910810837903321 |
|
Revuz Daniel
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exercises in probability : a guided tour from measure theory to random processes, via conditioning / / Loïc Chaumont, Marc Yor [[electronic resource]]
| Exercises in probability : a guided tour from measure theory to random processes, via conditioning / / Loïc Chaumont, Marc Yor [[electronic resource]] |
| 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 |
|
Chaumont L (Loïc)
|
||
| Cambridge : , : Cambridge University Press, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exercises in probability : a guided tour from measure theory to random processes, via conditioning / / Loïc Chaumont, Marc Yor [[electronic resource]]
| Exercises in probability : a guided tour from measure theory to random processes, via conditioning / / Loïc Chaumont, Marc Yor [[electronic resource]] |
| 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 |
| Classificazione | MAT029000 |
| 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-9910792100203321 |
|
Chaumont L (Loïc)
|
||
| Cambridge : , : Cambridge University Press, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exercises in probability : a guided tour from measure theory to random processes, via conditioning / / Loic Chaumont, Marc Yor
| Exercises in probability : a guided tour from measure theory to random processes, via conditioning / / Loic Chaumont, Marc Yor |
| Autore | Chaumont L (Loic) |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Cambridge ; ; New York, : Cambridge University Press, 2012 |
| Descrizione fisica | 1 online resource (xx, 279 pages) : digital, PDF file(s) |
| Disciplina | 519.2 |
| Altri autori (Persone) | YorMarc |
| Collana | Cambridge series in 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 |
| Classificazione | MAT029000 |
| 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-9910826854803321 |
|
Chaumont L (Loic)
|
||
| Cambridge ; ; New York, : Cambridge University Press, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Grossissements de filtrations: exemples et applications [[electronic resource] ] : Seminaire de Calcul Stochastique 1982/83 Universite Paris VI / / edited by Thierry Jeulin, Marc Yor
| Grossissements de filtrations: exemples et applications [[electronic resource] ] : Seminaire de Calcul Stochastique 1982/83 Universite Paris VI / / edited by Thierry Jeulin, Marc Yor |
| 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 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor
| In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor |
| 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 |
| Berlin, Germany : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor
| In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor |
| 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. | UNISA-996466639803316 |
| Berlin, Germany : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Local Times and Excursion Theory for Brownian Motion [[electronic resource] ] : A Tale of Wiener and Itô Measures / / by Ju-Yi Yen, Marc Yor
| Local Times and Excursion Theory for Brownian Motion [[electronic resource] ] : A Tale of Wiener and Itô Measures / / by Ju-Yi Yen, Marc Yor |
| 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 |
|
Yen Ju-Yi
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
