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Brownian Motion and its Applications to Mathematical Analysis [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XLIII – 2013 / / by Krzysztof Burdzy
| Brownian Motion and its Applications to Mathematical Analysis [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XLIII – 2013 / / by Krzysztof Burdzy |
| Autore | Burdzy Krzysztof |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (XII, 137 p. 16 illus., 4 illus. in color.) |
| Disciplina | 530.475 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Probabilities
Partial differential equations Potential theory (Mathematics) Probability Theory and Stochastic Processes Partial Differential Equations Potential Theory |
| ISBN | 3-319-04394-3 |
| Classificazione |
MAT 606f
MAT 607f SI 850 60J6560H3060G17 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the "hot spots" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains. |
| Record Nr. | UNISA-996205178603316 |
Burdzy Krzysztof
|
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Brownian Motion and its Applications to Mathematical Analysis [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XLIII – 2013 / / by Krzysztof Burdzy
| Brownian Motion and its Applications to Mathematical Analysis [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XLIII – 2013 / / by Krzysztof Burdzy |
| Autore | Burdzy Krzysztof |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (XII, 137 p. 16 illus., 4 illus. in color.) |
| Disciplina | 530.475 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Probabilities
Partial differential equations Potential theory (Mathematics) Probability Theory and Stochastic Processes Partial Differential Equations Potential Theory |
| ISBN | 3-319-04394-3 |
| Classificazione |
MAT 606f
MAT 607f SI 850 60J6560H3060G17 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the "hot spots" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains. |
| Record Nr. | UNINA-9910300143903321 |
|
Burdzy Krzysztof
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
| Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou |
| Autore | Vassiliou P. C. G. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Hoboken : , : John Wiley, , 2013 |
| Descrizione fisica | 1 online resource (418 pages) |
| Disciplina |
332.0151
332.63/22201 332.6322201 |
| Collana | ISTE |
| Soggetto topico |
Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models Stochastic analysis Finance |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9781118557860
1-118-55786-7 1-118-61866-1 1-299-31536-4 1-118-61877-7 |
| Classificazione |
MAT 600f
MAT 606f WIR 160f |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model. |
| Record Nr. | UNINA-9910139247603321 |
|
Vassiliou P. C. G.
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| Hoboken : , : John Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
| Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou |
| Autore | Vassiliou P. C. G. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Hoboken : , : John Wiley, , 2013 |
| Descrizione fisica | 1 online resource (418 pages) |
| Disciplina |
332.0151
332.63/22201 332.6322201 |
| Collana | ISTE |
| Soggetto topico |
Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models Stochastic analysis Finance |
| ISBN |
9781118557860
1-118-55786-7 1-118-61866-1 1-299-31536-4 1-118-61877-7 |
| Classificazione |
MAT 600f
MAT 606f WIR 160f |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model. |
| Record Nr. | UNINA-9910830553803321 |
|
Vassiliou P. C. G.
|
||
| Hoboken : , : John Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
| Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou |
| Autore | Vassiliou P. C. G. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Hoboken : , : John Wiley, , 2013 |
| Descrizione fisica | 1 online resource (418 pages) |
| Disciplina |
332.0151
332.63/22201 332.6322201 |
| Collana | ISTE |
| Soggetto topico |
Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models Stochastic analysis Finance |
| ISBN |
9781118557860
1-118-55786-7 1-118-61866-1 1-299-31536-4 1-118-61877-7 |
| Classificazione |
MAT 600f
MAT 606f WIR 160f |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model. |
| Record Nr. | UNINA-9910841080003321 |
|
Vassiliou P. C. G.
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||
| Hoboken : , : John Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert
| Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert |
| Autore | Siegert Wolfgang |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
| Descrizione fisica | 1 online resource (IX, 254 p.) |
| Disciplina | 515.35 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Dynamics Ergodic theory Differential equations Global analysis (Mathematics) Manifolds (Mathematics) Game theory Biomathematics Probability Theory and Stochastic Processes Dynamical Systems and Ergodic Theory Ordinary Differential Equations Global Analysis and Analysis on Manifolds Game Theory, Economics, Social and Behav. Sciences Genetics and Population Dynamics |
| ISBN | 3-540-85964-0 |
| Classificazione |
MAT 606f
SI 850 60F1060H1037H1534F0434C1158J3591B2837N1092D1592D25 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents. |
| Record Nr. | UNISA-996466520803316 |
|
Siegert Wolfgang
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert
| Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert |
| Autore | Siegert Wolfgang |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
| Descrizione fisica | 1 online resource (IX, 254 p.) |
| Disciplina | 515.35 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Dynamics Ergodic theory Differential equations Global analysis (Mathematics) Manifolds (Mathematics) Game theory Biomathematics Probability Theory and Stochastic Processes Dynamical Systems and Ergodic Theory Ordinary Differential Equations Global Analysis and Analysis on Manifolds Game Theory, Economics, Social and Behav. Sciences Genetics and Population Dynamics |
| ISBN | 3-540-85964-0 |
| Classificazione |
MAT 606f
SI 850 60F1060H1037H1534F0434C1158J3591B2837N1092D1592D25 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents. |
| Record Nr. | UNINA-9910484132603321 |
|
Siegert Wolfgang
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||