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Advances in finance and stochastics : Essays in honour of Die ter Sondermann / Klaus Sandmann, Philipp J. Schonbucher (eds.)
| Advances in finance and stochastics : Essays in honour of Die ter Sondermann / Klaus Sandmann, Philipp J. Schonbucher (eds.) |
| Autore | Sandmann, Klaus |
| Pubbl/distr/stampa | Berlin Heidelberg : Springer-Verlag, 2002 |
| Descrizione fisica | xix, 312 p. : ill. ; 24 cm |
| Disciplina | 530.475 |
| Soggetto non controllato |
Probabilità
Analisi stocastica Matematica finanziaria |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990003929030403321 |
Sandmann, Klaus
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| Berlin Heidelberg : Springer-Verlag, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Anomalous diffusion : from basics to applications : proceedings of the XIth Max Born Symposium held at Lądek Zdrój, Poland, 20-27 May, 1998 / Andrzej Pękalski, Katarzyna Sznajd-Weron (eds.)
| Anomalous diffusion : from basics to applications : proceedings of the XIth Max Born Symposium held at Lądek Zdrój, Poland, 20-27 May, 1998 / Andrzej Pękalski, Katarzyna Sznajd-Weron (eds.) |
| Autore | Max Born Symposium <11th ; 1998 ; Warsaw, Poland> |
| Pubbl/distr/stampa | Berlin ; New York : Springer, 1999 |
| Descrizione fisica | xviii, 378 p. : ill. ; 24 cm. |
| Disciplina | 530.475 |
| Altri autori (Persone) |
Pękalski, Andrzejauthor
Sznajd-Weron, Katarzynaauthor |
| Collana | Lecture notes in physics, 0075-8450 ; 519 |
| Soggetto topico |
Diffusion - Congresses
Statistical physics - Congresses |
| ISBN | 354065416X (hardcover : alk. paper) |
| Classificazione |
LC QC189.A1
53.1.67 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991004000139707536 |
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Max Born Symposium <11th ; 1998 ; Warsaw, Poland>
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| Berlin ; New York : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Brownian agents and active particles : collective dynamics in the natural and social sciences / Frank Schweitzer ; with a foreword by J. Doyne Farmer
| Brownian agents and active particles : collective dynamics in the natural and social sciences / Frank Schweitzer ; with a foreword by J. Doyne Farmer |
| Autore | Schweitzer, Frank |
| Pubbl/distr/stampa | Berlin ; New York : Springer, 2003 |
| Descrizione fisica | xvi, 420 p. : ill. ; 24 cm |
| Disciplina | 530.475 |
| Collana | Springer series in synergetics, 0172-7389 |
| Soggetto topico |
Moto Browniano
Analisi di sistema |
| ISBN | 3540439382 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000737289707536 |
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Schweitzer, Frank
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| Berlin ; New York : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Brownian motion : fluctuations, dynamics, and applications / Robert M. Mazo
| Brownian motion : fluctuations, dynamics, and applications / Robert M. Mazo |
| Autore | MAZO, Robert M. |
| Pubbl/distr/stampa | Oxford : Clarendon Press, 2002 .- XII, 289 p. : ill. ; 24 cm |
| Disciplina | 530.475(Diffusione e trasferimento di massa .( Moto Browniano)) |
| Collana | International series of monographs on phisics |
| Soggetto topico | Moto Browniano |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005508210203316 |
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MAZO, Robert M.
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| Oxford : Clarendon Press, 2002 .- XII, 289 p. : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
| Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo |
| Autore | Mazo Robert M |
| Pubbl/distr/stampa | Oxford, : Clarendon Press, 2002 |
| Descrizione fisica | 1 online resource (302 p.) |
| Disciplina |
530.42
530.475 |
| Collana |
Oxford science publications
International series of monographs on physics |
| Soggetto topico |
Brownian motion processes
Markov processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9786611998790
1-281-99879-6 0-19-156508-3 0-19-955644-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals 6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation 8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks 11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber 13.3 A Pneumatic Example |
| Record Nr. | UNINA-9910465127203321 |
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Mazo Robert M
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||
| Oxford, : Clarendon Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
| Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo |
| Autore | Mazo Robert M |
| Pubbl/distr/stampa | Oxford, : Clarendon Press, 2002 |
| Descrizione fisica | 1 online resource (302 p.) |
| Disciplina |
530.42
530.475 |
| Collana |
Oxford science publications
International series of monographs on physics |
| Soggetto topico |
Brownian motion processes
Markov processes |
| ISBN |
9786611998790
1-281-99879-6 0-19-156508-3 0-19-955644-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals 6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation 8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks 11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber 13.3 A Pneumatic Example |
| Record Nr. | UNINA-9910792254903321 |
|
Mazo Robert M
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||
| Oxford, : Clarendon Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
| Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo |
| Autore | Mazo Robert M |
| Pubbl/distr/stampa | Oxford, : Clarendon Press, 2002 |
| Descrizione fisica | 1 online resource (302 p.) |
| Disciplina |
530.42
530.475 |
| Collana |
Oxford science publications
International series of monographs on physics |
| Soggetto topico |
Brownian motion processes
Markov processes |
| ISBN |
9786611998790
1-281-99879-6 0-19-156508-3 0-19-955644-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals 6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation 8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks 11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber 13.3 A Pneumatic Example |
| Record Nr. | UNINA-9910827966203321 |
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Mazo Robert M
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| Oxford, : Clarendon Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
| Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner |
| Autore | MÖRTERS, Peter |
| Pubbl/distr/stampa | Cambridge, UK ; New York : Cambridge University Press, c2010 |
| Descrizione fisica | xii, 403 p. : ill. ; 26 cm. |
| Disciplina | 530.475(Diffusione e trasferimento di massa .( Moto Browniano)) |
| Altri autori (Persone) | PERES, Yuval |
| Collana | Cambridge series in statistical and probabilistic Mathematics |
| Soggetto topico | Processi Browniani |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005555360203316 |
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MÖRTERS, Peter
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| Cambridge, UK ; New York : Cambridge University Press, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
| Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner |
| Autore | Mörters, Peter |
| Descrizione fisica | xii, 403 p. : ill. ; 26 cm |
| Disciplina | 530.475 |
| Altri autori (Persone) |
Peres, Yuvalauthor
Schramm, Oded Werner, Wendelin |
| Collana |
Cambridge series on statistical and probabilistic mathematics ; 30
Cambridge series in statistical and probabilistic mathematics ; [30] |
| Soggetto topico | Brownian motion processes |
| ISBN | 9780521760188 (Hardback) |
| Classificazione |
AMS 60J65
AMS 28A78 AMS 60H05 AMS 60J45 AMS 60J55 AMS 60J67 LC QA274.75.M67 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003362339707536 |
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Mörters, Peter
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| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Brownian motion and index formulas for the Rham complex / Kazuaki Taira
| Brownian motion and index formulas for the Rham complex / Kazuaki Taira |
| Autore | TAIRA, Kazuaki |
| Pubbl/distr/stampa | Berlino : Wiley-VCH, 1998 |
| Descrizione fisica | 215 p. : ill. ; 20 cm |
| Disciplina | 530.475 |
| Collana | Mathematical research |
| Soggetto non controllato | Moto browniano |
| ISBN | 3-527-40139-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990000332630203316 |
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TAIRA, Kazuaki
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| Berlino : Wiley-VCH, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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