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Ecole d'Ete de Probabilites: Processus Stochastiques [[electronic resource] /] / by J. L. Bretagnolle, S. D. Chatterji, P.-A. Meyer
| Ecole d'Ete de Probabilites: Processus Stochastiques [[electronic resource] /] / by J. L. Bretagnolle, S. D. Chatterji, P.-A. Meyer |
| Autore | Bretagnolle J. L |
| Edizione | [1st ed. 1973.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1973 |
| Descrizione fisica | 1 online resource (VI, 203 p.) |
| Disciplina | 510 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Mathematics
Mathematics, general |
| ISBN | 3-540-38321-2 |
| Classificazione | 60-06 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Nota di contenuto | Processus a Accroissements Independants -- Les Martingales et leurs Applications Analytiques -- Presentation des Processus de Markov. |
| Record Nr. | UNISA-996466586203316 |
Bretagnolle J. L
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1973 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Ecole d'été de probabilités de Saint-Flour XIX, 1989 / / D. L. Burkholder, E. Pardoux, A. Sznitman ; editor : P. L. Hennequin
| Ecole d'été de probabilités de Saint-Flour XIX, 1989 / / D. L. Burkholder, E. Pardoux, A. Sznitman ; editor : P. L. Hennequin |
| Autore | Burkholder D. L (Donald L.) |
| Edizione | [1st ed. 1991.] |
| Pubbl/distr/stampa | Berlin : , : Springer-Verlag, , [1991] |
| Descrizione fisica | 1 online resource (VIII, 264 p.) |
| Disciplina | 519.24 |
| Collana | Lecture notes in mathematics (Springer-Verlag) |
| Soggetto topico |
Global analysis (Mathematics)
Distribution (Probability theory) |
| ISBN | 3-540-46319-4 |
| Classificazione | 60-06 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Explorations in martingale theory and its applications -- Filtrage Non Lineaire Et Equations Aux Derivees Partielles Stochastiques Associees -- Topics in propagation of chaos. |
| Record Nr. | UNISA-996466590003316 |
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Burkholder D. L (Donald L.)
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| Berlin : , : Springer-Verlag, , [1991] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Lecture on probability theory and statistics : ecole d'eté de probabilités de Saint-Flour XXVI - 1996 / / Pierre Bernard [and three others]
| Lecture on probability theory and statistics : ecole d'eté de probabilités de Saint-Flour XXVI - 1996 / / Pierre Bernard [and three others] |
| Autore | Bernard P. <1944-> |
| Edizione | [1st ed. 1996.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer, , [1996] |
| Descrizione fisica | 1 online resource (VIII, 308 p.) |
| Disciplina | 519.2 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Probabilities
Statistics |
| ISBN | 3-540-49635-1 |
| Classificazione |
62-06
60-06 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Perturbation methods of the theory of Gibbsian fields -- Lectures on inverse problems -- Isoperimetry and Gaussian analysis. |
| Record Nr. | UNISA-996466601903316 |
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Bernard P. <1944->
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| Berlin, Germany ; ; New York, New York : , : Springer, , [1996] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Lectures on probability theory and statistics : Ecole d'Ete de Probabilites de Saint-Flour XXV - 1995 / / M.T. Barlow, D. Nualart ; edited by P. Bernard
| Lectures on probability theory and statistics : Ecole d'Ete de Probabilites de Saint-Flour XXV - 1995 / / M.T. Barlow, D. Nualart ; edited by P. Bernard |
| Autore | Barlow M. T. |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer-Verlag, , [1998] |
| Descrizione fisica | 1 online resource (VIII, 244 p.) |
| Disciplina | 373.2465 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Distribution (Probility theory)
Statistics |
| ISBN | 3-540-69228-2 |
| Classificazione | 60-06 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466871503316 |
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Barlow M. T.
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| Berlin ; ; Heidelberg : , : Springer-Verlag, , [1998] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Lectures on Probability Theory and Statistics : Ecole d'Ete de Probabilites de Saint-Flour XXV - 1995 / / by Martin T. Barlow, David Nualart ; edited by Pierre Bernard
| Lectures on Probability Theory and Statistics : Ecole d'Ete de Probabilites de Saint-Flour XXV - 1995 / / by Martin T. Barlow, David Nualart ; edited by Pierre Bernard |
| Autore | Barlow M. T. |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1998 |
| Descrizione fisica | 1 online resource (VIII, 244 p.) |
| Disciplina | 373.2465 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Probabilities
Mathematical physics Geometry, Differential Probability Theory Theoretical, Mathematical and Computational Physics Differential Geometry |
| ISBN | 3-540-69228-2 |
| Classificazione | 60-06 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910767538703321 |
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Barlow M. T.
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Martingales : a report on a meeting at Oberwolfach, May 17-23 1970 / / edited by Hermann Dinges
| Martingales : a report on a meeting at Oberwolfach, May 17-23 1970 / / edited by Hermann Dinges |
| Edizione | [1st ed. 1971.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer-Verlag, , [1971] |
| Descrizione fisica | 1 online resource (VI, 82 p.) |
| Disciplina | 519.287 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Martingales (Mathematics)
Mathematics |
| ISBN | 3-540-36515-X |
| Classificazione | 60-06 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Martingale inequalities -- Inequalities leading to a proof of the classical martingale-convergence theorem -- State space for Markov processes -- Hunt's theorem and axiomatic potential theory -- A reduction of continuous square-integrable martingales to Brownian motion -- Square integrable martingales, a survey -- Non-square integrable martingales etc -- Einige ergebnisse Über die stoppverteilungen eines markoff-prozesses -- On the proofs of two theorems in probabilistic potential theory -- Diffusion processes and martingales I -- Diffusion processes and martingales II. |
| Record Nr. | UNISA-996466605903316 |
| Berlin, Germany : , : Springer-Verlag, , [1971] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Measure Theory and its Applications [[electronic resource] ] : Proceedings of a Conference held at Sherbrooke, Quebec, Canada, June 7-18, 1982 / / edited by J.M. Belley, J. Dubois, P. Morales
| Measure Theory and its Applications [[electronic resource] ] : Proceedings of a Conference held at Sherbrooke, Quebec, Canada, June 7-18, 1982 / / edited by J.M. Belley, J. Dubois, P. Morales |
| Edizione | [1st ed. 1983.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1983 |
| Descrizione fisica | 1 online resource (XVIII, 322 p.) |
| Disciplina | 515.42 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Functions of real variables
Real Functions |
| ISBN | 3-540-38690-4 |
| Classificazione |
28-06
46-06 60-06 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Differentiation of superadditive processes -- The properties of a residual set of vector measures -- The Nikodym Boundedness theorem and the uniform boundedness principle -- On the weak compactness criteria of Kolmogorov-Tamarkin and M. Riesz type in the space of Bochner intergrable functions over a locally compact group -- Regularity and decomposability of finitely additive functions on a quantum logic -- Construction d'une Fonction D'ensembles Additive et Invariante sur les Groupes Localement Compacts Abeliens -- On "bad universal" sequences in ergodic theory (II) -- Convergence theorems in the theory of diffusions -- Approximation and baire category theorems in ergodic theory -- Representation Integrale -- II. Convexes et Cones Convexes non Localement Compacts -- III. Formes Lineaires Positives et Mesures -- Progress in vector measures — 1977–83 -- Two integral representations -- Theoremes de Nikodym et de Vitali-Hahn-Saks pour les Mesures A Valeurs dans un Semigroupe Uniforme -- Isometries and Lp-structure of separably valued Bochner Lp-Spaces -- White noise analysis and its application to Feynman integral -- Effective construction of measures -- Sur la Régularité d'une Mesure A Valeurs dans un Semigroupe -- Filtering equations for infinite dimensional non-linear filtering problems -- Integration of vector valued functions -- Transitive points in a family of minimal sets -- On the atomic structure and the range of partially ordered convex cone-valued measures -- The generalized Riemann integral in higher dimensions -- Sous-Groupes Libres et Sous-Ensembles Independants de Transformations Preservant la Mesure -- On generation of Radon like measures -- Applying set theory to measure theory -- Radon measures, some basic constructions -- Problem section. |
| Record Nr. | UNISA-996466585803316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 / / edited by G. Kallianpur and D. Kölzow
| Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 / / edited by G. Kallianpur and D. Kölzow |
| Edizione | [1st ed. 1978.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg ; ; New York : , : Springer-Verlag, , [1978] |
| Descrizione fisica | 1 online resource (XIV, 266 p.) |
| Disciplina | 519.2 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Stochastic analysis
Measure theory |
| ISBN | 3-540-35556-1 |
| Classificazione |
60-06
28-06 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Arret optimal previsible -- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering -- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales -- Nonlinear semigroups in the control of partially-observable stochastic systems -- Optimal control of stochastic systems in a sphere bundle -- Optimal filtering of infinite-dimensional stationary signals -- On the theory of markovian representation -- Likelihood ratios with gauss measure noise models -- Realizing a weak solution on a probability space -- A class of measure-valued markov processes -- Diffusion operators in population genetics and convergence of Markov chains -- Equivalence problem on gaussian N-ple markov processes with multiplicity N -- Note on freidlin-wentzell type estimates for stochastic processes -- White noise and Lévy's functional analysis -- Gaussian processes: Nonlinear analysis and stochastic calculus -- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras -- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory -- On subordination of decomposable fields -- On the stability and growth of real noise parameter-excited linear systems -- On the integration of sequences of moments' equations in the stability theory of stochastic systems -- Representation theorems for operators and measures on abstract wiener spaces -- An example on tail fields -- On the construction of least favourable distributions. |
| Record Nr. | UNISA-996466757303316 |
| Berlin ; ; Heidelberg ; ; New York : , : Springer-Verlag, , [1978] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Penalising Brownian Paths [[electronic resource] /] / by Bernard Roynette, Marc Yor
| Penalising Brownian Paths [[electronic resource] /] / by Bernard Roynette, Marc Yor |
| Autore | Roynette Bernard |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
| Descrizione fisica | 1 online resource (XIII, 275 p.) |
| Disciplina | 530.475 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| Soggetto non controllato |
Brownian motion processes
Martingales (Mathematics) |
| ISBN | 3-540-89699-6 |
| Classificazione |
MAT 604f
MAT 605f MAT 607f SI 850 *60-02 17,1 31.70 60-06 60F99 60G30 60G44 60J25 60J55 60J65 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Some penalisations of theWiener measure -- Feynman-Kac penalisations for Brownian motion -- Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions -- A general principle and some questions about penalisations. |
| Record Nr. | UNISA-996466477003316 |
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Roynette Bernard
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Penalising Brownian paths / / Bernard Roynette, Marc Yor
| Penalising Brownian paths / / Bernard Roynette, Marc Yor |
| Autore | Roynette Bernard |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, : Springer, c2009 |
| Descrizione fisica | 1 online resource (XIII, 275 p.) |
| Disciplina | 530.475 |
| Altri autori (Persone) | YorMarc |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Brownian motion processes
Martingales (Mathematics) |
| ISBN |
9783540896999
3540896996 |
| Classificazione |
MAT 604f
MAT 605f MAT 607f SI 850 *60-02 17,1 31.70 60-06 60F99 60G30 60G44 60J25 60J55 60J65 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Some penalisations of theWiener measure -- Feynman-Kac penalisations for Brownian motion -- Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions -- A general principle and some questions about penalisations. |
| Record Nr. | UNINA-9910483753603321 |
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Roynette Bernard
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| Berlin, : Springer, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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