Denumerable Markov Chains [[electronic resource] ] : Generating Functions, Boundary Theory, Random Walks on Trees / / Wolfgang Woess
| Denumerable Markov Chains [[electronic resource] ] : Generating Functions, Boundary Theory, Random Walks on Trees / / Wolfgang Woess |
| Autore | Woess Wolfgang |
| Pubbl/distr/stampa | Zuerich, Switzerland, : European Mathematical Society Publishing House, 2009 |
| Descrizione fisica | 1 online resource (368 pages) |
| Collana | EMS Textbooks in Mathematics (ETB) |
| Soggetto topico |
Probability & statistics
Probability theory and stochastic processes |
| ISBN | 3-03719-571-1 |
| Classificazione | 60-xx |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910151933003321 |
Woess Wolfgang
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| Zuerich, Switzerland, : European Mathematical Society Publishing House, 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Surveys in Stochastic Processes [[electronic resource] /] / Jochen Blath, Peter Imkeller, Sylvie Rœlly
| Surveys in Stochastic Processes [[electronic resource] /] / Jochen Blath, Peter Imkeller, Sylvie Rœlly |
| Pubbl/distr/stampa | Zuerich, Switzerland, : European Mathematical Society Publishing House, 2011 |
| Descrizione fisica | 1 online resource (263 pages) |
| Collana | EMS Series of Congress Reports (ECR) |
| Soggetto topico |
Stochastics
Probability theory and stochastic processes |
| ISBN | 3-03719-572-X |
| Classificazione | 60-xx |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles / Saïd Hamadène -- The COGARCH: a review, with news on option pricing and statistical inference / Claudia Klüppelberg, Ross Maller, Alexander Szimayer -- Some properties of quasi-stationary distributions for finite Markov chains / Servet Martínez, Jaime San Martín -- The parabolic Anderson model with heavy-tailed potential / Peter Mörters -- From exploration paths to mass excursions - variations on a theme of Ray and Knight / Etienne Pardoux, Anton Wakolbinger -- Gaussian approximation of functionals: Malliavin calculus and Stein's method / Gesine Reinert -- Merging and stability for time inhomogeneous finite Markov chains / Laurent Saloff-Coste, Jessica Zúñiga -- Some mathematical aspects of market impact modeling / Alexander Schied, Alla Slynko -- The self-avoiding walk: A brief survey / Gordon Slade -- $L^p$-independence of growth bounds of Feynman-Kac semigroups / Masayoshi Takeda -- Some recent progress on functional inequalities and applications / Feng-Yu Wang. |
| Record Nr. | UNINA-9910151929003321 |
| Zuerich, Switzerland, : European Mathematical Society Publishing House, 2011 | ||
| Lo trovi qui: Univ. Federico II | ||
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