2. Theorie des martingales / Claude Dellacherie, Paul-André Meyer |
Autore | Dellacherie, Claude |
Pubbl/distr/stampa | Paris, : Hermann, 1980 |
Descrizione fisica | XVI, 473 p. ; 24 cm. |
Altri autori (Persone) | Meyer, Paul-André |
Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] |
ISBN | 978-27-05-61385-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNICAMPANIA-SUN0015738 |
Dellacherie, Claude
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Paris, : Hermann, 1980 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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2: Theorie des martingales / Claude Dellacherie, Paul-André Meyer |
Autore | Dellacherie, Claude |
Pubbl/distr/stampa | Paris, : Hermann, 1980 |
Descrizione fisica | XVI, 473 p. ; 24 cm |
Altri autori (Persone) | Meyer, Paul-André |
Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] |
ISBN | 978-27-05-61385-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNICAMPANIA-VAN0015738 |
Dellacherie, Claude
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Paris, : Hermann, 1980 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Applied mathematics in Tunisia : international conference on advances in applied mathematics (ICAAM), Hammamet, Tunisia, december 2013 / Aref Jeribi, Mohamed Ali Hammami, Afif Masmoudi editors |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XIX, 397 p. ; 24 cm |
Soggetto topico |
47-XX - Operator theory [MSC 2020]
47A53 - (Semi-) Fredholm operators; index theories [MSC 2020] 47H10 - Fixed-point theorems [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 35P05 - General topics in linear spectral theory for PDEs [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 47A10 - Spectrum, resolvent [MSC 2020] 34L05 - General spectral theory of ordinary differential operators [MSC 2020] 47A55 - Perturbation theory of linear operator [MSC 2020] 41A15 - Spline approximation [MSC 2020] 47A11 - Local spectral properties of linear operators [MSC 2020] 54C20 - Extension of maps [MSC 2020] 54C55 - Absolute neighborhood extensor, absolute extensor, absolute neighborhood retract (ANR), absolute retract spaces (general properties) [MSC 2020] 54C15 - Retraction [MSC 2020] 34K05 - General theory of functional-differential equations [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 35A01 - Existence problems for PDEs: global existence, local existence, non-existence [MSC 2020] 34K20 - Stability theory of functional-differential equations [MSC 2020] 34K35 - Control problems for functional-differential equations [MSC 2020] 34L10 - Eigenfunctions, eigenfunction expansions, completeness of eigenfunctions of ordinary differential operators [MSC 2020] 01A10 - History of mathematics in Paleolithic and Neolithic times [MSC 2020] 34K25 - Asymptotic theory of functional-differential equations [MSC 2020] 65L03 - Numerical methods for functional-differential equations [MSC 2020] 34K50 - Stochastic functional-differential equations [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 34L30 - Nonlinear ordinary differential operators [MSC 2020] 62F86 - Parametric inference and fuzziness [MSC 2020] 55M15 - Absolute neighborhood retracts [MSC 2020] |
Soggetto non controllato |
Control theory
Fixed Point Theory Operator theory Optimization Ordinary differential equations Partial differential equations Spectral Theory |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113523 |
[Cham], : Springer, 2015 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Applied mathematics in Tunisia : international conference on advances in applied mathematics (ICAAM), Hammamet, Tunisia, december 2013 / Aref Jeribi, Mohamed Ali Hammami, Afif Masmoudi editors |
Edizione | [[Cham] : Springer, 2015] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
47-XX - Operator theory [MSC 2020]
47A53 - (Semi-) Fredholm operators; index theories [MSC 2020] 47H10 - Fixed-point theorems [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 35P05 - General topics in linear spectral theory for PDEs [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 47A10 - Spectrum, resolvent [MSC 2020] 34L05 - General spectral theory of ordinary differential operators [MSC 2020] 47A55 - Perturbation theory of linear operator [MSC 2020] 41A15 - Spline approximation [MSC 2020] 47A11 - Local spectral properties of linear operators [MSC 2020] 54C20 - Extension of maps [MSC 2020] 54C55 - Absolute neighborhood extensor, absolute extensor, absolute neighborhood retract (ANR), absolute retract spaces (general properties) [MSC 2020] 54C15 - Retraction [MSC 2020] 34K05 - General theory of functional-differential equations [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 35A01 - Existence problems for PDEs: global existence, local existence, non-existence [MSC 2020] 34K20 - Stability theory of functional-differential equations [MSC 2020] 34K35 - Control problems for functional-differential equations [MSC 2020] 34L10 - Eigenfunctions, eigenfunction expansions, completeness of eigenfunctions of ordinary differential operators [MSC 2020] 01A10 - History of mathematics in Paleolithic and Neolithic times [MSC 2020] 34K25 - Asymptotic theory of functional-differential equations [MSC 2020] 65L03 - Numerical methods for functional-differential equations [MSC 2020] 34K50 - Stochastic functional-differential equations [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 34L30 - Nonlinear ordinary differential operators [MSC 2020] 62F86 - Parametric inference and fuzziness [MSC 2020] 55M15 - Absolute neighborhood retracts [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113523 |
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Lo trovi qui: Univ. Vanvitelli | ||
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Convergence of Stochastic Processes / David Pollard |
Autore | Pollard, David |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
Descrizione fisica | xiv, 215 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 60F17 - Functional limit theorems; invariance principles [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Brownian bridge Convergence Gaussian processes Martingales Mathematical statistics Maxima Random functions Statistics Stochastic processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268654 |
Pollard, David
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New York, : Springer-Verlag, 1984 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Extended Abstracts Summer 2015 : Strategic Behavior in Combinatorial Structures / Josep Díaz, Lefteris Kirousis, Maria Serna ; Quantitative Finance / Luis Ortiz-Gracia Editors |
Pubbl/distr/stampa | Cham, : Birkhäuser, 2017 |
Descrizione fisica | vi, 139 p. : ill. ; 24 cm |
Soggetto topico |
68W40 - Analysis of algorithms [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 37Nxx - Applications of dynamical systems [MSC 2020] 34E10 - Perturbations, asymptotics of solutions to ordinary differential equation [MSC 2020] 82B26 - Phase transitions (general) in equilibrium statistical mechanics [MSC 2020] 05C80 - Random graphs (graph-theoretic aspects) [MSC 2020] 52C45 - Combinatorial complexity of geometric structures [MSC 2020] 91B02 - Fundamental topics (basic mathematics, methodology; applicable to economics in general) [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 65T60 - Numerical methods for wavelets [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 68W20 - Randomized algorithms [MSC 2020] 68Q32 - Computational learning theory [MSC 2020] 90B60 - Marketing, advertising [MSC 2020] 91B15 - Welfare economics [MSC 2020] |
Soggetto non controllato |
Auctions
Combinatorics Lovatz local lemma Nash equilibria Ordinary differential equations Phase transitions Random graphs Stochastic processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123763 |
Cham, : Birkhäuser, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Extended Abstracts Summer 2015 : Strategic Behavior in Combinatorial Structures / Josep Díaz, Lefteris Kirousis, Maria Serna ; Quantitative Finance / Luis Ortiz-Gracia Editors |
Edizione | [Cham : Birkhäuser, 2017] |
Pubbl/distr/stampa | vi, 139 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
68W40 - Analysis of algorithms [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 37Nxx - Applications of dynamical systems [MSC 2020] 34E10 - Perturbations, asymptotics of solutions to ordinary differential equation [MSC 2020] 82B26 - Phase transitions (general) in equilibrium statistical mechanics [MSC 2020] 05C80 - Random graphs (graph-theoretic aspects) [MSC 2020] 52C45 - Combinatorial complexity of geometric structures [MSC 2020] 91B02 - Fundamental topics (basic mathematics, methodology; applicable to economics in general) [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 65T60 - Numerical methods for wavelets [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 68W20 - Randomized algorithms [MSC 2020] 68Q32 - Computational learning theory [MSC 2020] 90B60 - Marketing, advertising [MSC 2020] 91B15 - Welfare economics [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0123763 |
vi, 139 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to Random Processes / Yuriĭ A. Rozanov ; Transl. from the Russian by Birgit Röthinger |
Autore | Rozanov, Yurii A. |
Pubbl/distr/stampa | Berlin, : Springer, 1987 |
Descrizione fisica | viii, 117 p. ; 24 cm |
Soggetto topico |
60K25 - Queueing theory (aspects of probability theory) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Diffusion Processes Ergodic theory Filtration Markov Processes Random Walks Random variables Stochastic differential equations |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0264211 |
Rozanov, Yurii A.
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Berlin, : Springer, 1987 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Nonstandard analysis in practice / Francine Diener, Marc Diener editors |
Pubbl/distr/stampa | Berlin, : Springer, 1995 |
Descrizione fisica | XIV, 250 p. : ill. ; 24 cm. |
Soggetto topico |
26E35 - Nonstandard analysis [MSC 2020]
34E15 - Singular perturbations, general theory for ordinary differential equation [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 54Jxx - Nonstandard topology [MSC 2020] 28E05 - Nonstandard measure theory [MSC 2020] 53A04 - Curves in Euclidean and related spaces [MSC 2020] 47S20 - Nonstandard operator theory [MSC 2020] 30Exx - Miscellaneous topics of analysis in the complex plane [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] |
ISBN | 35-406-0297-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0060348 |
Berlin, : Springer, 1995 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Nonstandard analysis in practice / Francine Diener, Marc Diener editors |
Pubbl/distr/stampa | Berlin, : Springer, 1995 |
Descrizione fisica | XIV, 250 p. : ill. ; 24 cm |
Soggetto topico |
26E35 - Nonstandard analysis [MSC 2020]
34E15 - Singular perturbations, general theory for ordinary differential equation [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 54Jxx - Nonstandard topology [MSC 2020] 28E05 - Nonstandard measure theory [MSC 2020] 53A04 - Curves in Euclidean and related spaces [MSC 2020] 47S20 - Nonstandard operator theory [MSC 2020] 30Exx - Miscellaneous topics of analysis in the complex plane [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] |
ISBN | 35-406-0297-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0060348 |
Berlin, : Springer, 1995 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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