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Calcul Stochastique et Problèmes de Martingales [[electronic resource] /] / by J. Jacod
| Calcul Stochastique et Problèmes de Martingales [[electronic resource] /] / by J. Jacod |
| Autore | Jacod J |
| Edizione | [1st ed. 1979.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1979 |
| Descrizione fisica | 1 online resource (539 p.) |
| Disciplina |
510 s
519.2/87 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-540-35301-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Nota di contenuto | Quelques Notations Et Definitions -- Resume De La Theorie Generale Des Processus -- Martingales, Semimartingales Et Integrales Stochastiques -- Mesures Aleatoires Et Integrales Stochastiques -- Sous-Espaces Stables De Martingales -- Complements Sur Les Semimartingales -- Formules Exponentielles Et Decompositions Multiplicatives -- Changements De Probabilite -- Conditions Pour L'Absolue Continuite -- Changements De Filtration -- Changements De Temps Et Changements D'Espace -- Solutions Extremales d'Un Premier Probleme De Martingales -- Un Second Probleme De Martingales -- Problemes De Martingales: Quelques Exemples -- Equations Differentielles Stochastiques Et Problemes De Martingales -- Representation Integrale Des Solutions De Problemes De Martingales. |
| Record Nr. | UNISA-996466624203316 |
Jacod J
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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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 |
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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
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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 / / 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 |
| 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-9910957177103321 |
|
Revuz Daniel
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Probably not : future prediction using probability and statistical inference / / Lawrence N. Dworsky
| Probably not : future prediction using probability and statistical inference / / Lawrence N. Dworsky |
| Autore | Dworsky Lawrence N. <1943-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (350 pages) |
| Disciplina | 519.2/87 |
| Soggetto topico |
Prediction theory
Probabilities Mathematical statistics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-51814-8
1-119-51813-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555163703321 |
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Dworsky Lawrence N. <1943->
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| Hoboken, New Jersey : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Probably not : future prediction using probability and statistical inference / / Lawrence N. Dworsky
| Probably not : future prediction using probability and statistical inference / / Lawrence N. Dworsky |
| Autore | Dworsky Lawrence N. <1943-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (350 pages) |
| Disciplina | 519.2/87 |
| Soggetto topico |
Prediction theory
Probabilities Mathematical statistics |
| ISBN |
1-119-51814-8
1-119-51813-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- An introduction to probability -- Probability distribution functions and some math basics -- Building a bell -- Random walks -- Life insurance -- The binomial theorem -- Pseudorandom numbers and Monte-Carlo simulations -- Some gambling games in detail -- Scheduling and waiting -- Combined and conditional probabilities -- Bayesian statistics -- Estimation problems -- Paradoxes -- Benford's law -- Networks, infectious diseases and chain letters -- Introduction to frequentist statistical inference -- Statistical mechanics and thermodynamics -- Chaos and quanta -- Appendix. |
| Record Nr. | UNINA-9910830321803321 |
|
Dworsky Lawrence N. <1943->
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| Hoboken, New Jersey : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative risk assessment : the scientific platform / / Terje Aven [[electronic resource]]
| Quantitative risk assessment : the scientific platform / / Terje Aven [[electronic resource]] |
| Autore | Aven Terje |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2011 |
| Descrizione fisica | 1 online resource (xi, 211 pages) : digital, PDF file(s) |
| Disciplina | 519.2/87 |
| Soggetto topico |
Probabilities
Risk assessment - Statistical methods Decision making - Statistical methods |
| ISBN |
1-107-21651-6
1-139-03612-2 1-283-05456-6 9786613054562 0-511-97412-4 1-139-04158-4 1-139-04235-1 1-139-04498-2 1-139-03844-3 1-139-04081-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface; 1. Introduction to risk management and risk assessments. Challenges; 2. Concepts and perspectives on risk; 3. Science and scientific requirements; 4. Introduction to case studies; 5. Risk assessment when the objective is accurate risk estimation; 6. Risk assessment when the objective is uncertainty descriptions; 7. Risk management and communication issues; 8. Towards a holistic approach to risk assessments; 9. Conclusions; Appendix A. Introduction to probability theory and statistical analysis; Appendix B. Terminology; References; Index. |
| Record Nr. | UNINA-9910459716103321 |
|
Aven Terje
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||
| Cambridge : , : Cambridge University Press, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative risk assessment : the scientific platform / / Terje Aven [[electronic resource]]
| Quantitative risk assessment : the scientific platform / / Terje Aven [[electronic resource]] |
| Autore | Aven Terje |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2011 |
| Descrizione fisica | 1 online resource (xi, 211 pages) : digital, PDF file(s) |
| Disciplina | 519.2/87 |
| Soggetto topico |
Probabilities
Risk assessment - Statistical methods Decision making - Statistical methods |
| ISBN |
1-107-21651-6
1-139-03612-2 1-283-05456-6 9786613054562 0-511-97412-4 1-139-04158-4 1-139-04235-1 1-139-04498-2 1-139-03844-3 1-139-04081-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface; 1. Introduction to risk management and risk assessments. Challenges; 2. Concepts and perspectives on risk; 3. Science and scientific requirements; 4. Introduction to case studies; 5. Risk assessment when the objective is accurate risk estimation; 6. Risk assessment when the objective is uncertainty descriptions; 7. Risk management and communication issues; 8. Towards a holistic approach to risk assessments; 9. Conclusions; Appendix A. Introduction to probability theory and statistical analysis; Appendix B. Terminology; References; Index. |
| Record Nr. | UNINA-9910785653203321 |
|
Aven Terje
|
||
| Cambridge : , : Cambridge University Press, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative risk assessment : the scientific platform / / Terje Aven [[electronic resource]]
| Quantitative risk assessment : the scientific platform / / Terje Aven [[electronic resource]] |
| Autore | Aven Terje |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2011 |
| Descrizione fisica | 1 online resource (xi, 211 pages) : digital, PDF file(s) |
| Disciplina | 519.2/87 |
| Soggetto topico |
Probabilities
Risk assessment - Statistical methods Decision making - Statistical methods |
| ISBN |
1-107-21651-6
1-139-03612-2 1-283-05456-6 9786613054562 0-511-97412-4 1-139-04158-4 1-139-04235-1 1-139-04498-2 1-139-03844-3 1-139-04081-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface; 1. Introduction to risk management and risk assessments. Challenges; 2. Concepts and perspectives on risk; 3. Science and scientific requirements; 4. Introduction to case studies; 5. Risk assessment when the objective is accurate risk estimation; 6. Risk assessment when the objective is uncertainty descriptions; 7. Risk management and communication issues; 8. Towards a holistic approach to risk assessments; 9. Conclusions; Appendix A. Introduction to probability theory and statistical analysis; Appendix B. Terminology; References; Index. |
| Record Nr. | UNINA-9910818432003321 |
|
Aven Terje
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||
| Cambridge : , : Cambridge University Press, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Semi-martingales sur des varietes, et martingales conformes sur des varietes analytiques complexes [[electronic resource] /] / by L. Schwartz
| Semi-martingales sur des varietes, et martingales conformes sur des varietes analytiques complexes [[electronic resource] /] / by L. Schwartz |
| Autore | Schwartz L |
| Edizione | [1st ed. 1980.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1980 |
| Descrizione fisica | 1 online resource (132 p.) |
| Disciplina |
510 s
519.2/87 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-540-38612-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Nota di contenuto | Semi-martingales a valeurs dans une variete differentielle -- Localisation des semi-martingales, et passage du local au global -- Localisation des processus attaches a une semi-martingale vectorielle; Equivalences de semi-martingales vectorielles -- Martingales conformes a valeurs vectorielles et leurs localisations -- Martingales et semi-martingales conformes a valeurs dans des varietes analytiques complexes -- Sous-espaces stables de martingales reeles. sous-espaces stables et integrales stochastiques associees a une semi-martingale a valeurs dans une variete -- Sous-espaces stables de martingales complexes. sous-espaces stables et integrales stochastiques associes a une semi-martingale conforme a valeurs dans une variete ?-analytique -- Diffusion et mouvement brownien sur une variete sans bord. |
| Record Nr. | UNISA-996466638103316 |
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Schwartz L
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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