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2. Theorie des martingales / Claude Dellacherie, Paul-André Meyer
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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2: Theorie des martingales / Claude Dellacherie, Paul-André Meyer
| 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
|
||
| Paris, : Hermann, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
2: Theorie des martingales / Claude Dellacherie, Paul-André Meyer
| 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 |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] |
| ISBN | 978-27-05-61385-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN00015738 |
|
Dellacherie, Claude
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| Paris, : Hermann, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
| An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
| Autore | Capasso, Vincenzo, matematico |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
| Descrizione fisica | xxi, 560 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bakstein, David |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G05 - Foundations of stochastic processes [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00274353 |
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Capasso, Vincenzo, matematico
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| Cham, : Birkhäuser, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An Introduction to Stochastic Processes and Their Applications / Petar Todorovic
| An Introduction to Stochastic Processes and Their Applications / Petar Todorovic |
| Autore | Todorovic, Petar |
| Pubbl/distr/stampa | New York [etc.], : Springer-Verlag, 1992 |
| Descrizione fisica | xiii, 289 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 60G12 - General second-order stochastic processes [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Gaussian processes Hitting time Law of the iterated logarithms Markov Chains Markov Processes Markov properties Martingales Normal distributions Ornstein-Uhlenbeck process Point processes Poisson processes Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00289899 |
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Todorovic, Petar
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| New York [etc.], : Springer-Verlag, 1992 | ||
| Materiale a stampa | ||
| 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
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Applied mathematics in Tunisia : international conference on advances in applied mathematics (ICAAM), Hammamet, Tunisia, december 2013 / Aref Jeribi, Mohamed Ali Hammami, Afif Masmoudi editors
| 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 |
01A10 - History of mathematics in Paleolithic and Neolithic times [MSC 2020]
34K05 - General theory of functional-differential equations [MSC 2020] 34K20 - Stability theory of functional-differential equations [MSC 2020] 34K25 - Asymptotic theory of functional-differential equations [MSC 2020] 34K35 - Control problems for functional-differential equations [MSC 2020] 34K50 - Stochastic functional-differential equations [MSC 2020] 34L05 - General spectral theory of ordinary differential operators [MSC 2020] 34L10 - Eigenfunctions, eigenfunction expansions, completeness of eigenfunctions of ordinary differential operators [MSC 2020] 34L30 - Nonlinear ordinary differential operators [MSC 2020] 35A01 - Existence problems for PDEs: global existence, local existence, non-existence [MSC 2020] 35P05 - General topics in linear spectral theory for PDEs [MSC 2020] 41A15 - Spline approximation [MSC 2020] 47-XX - Operator theory [MSC 2020] 47A10 - Spectrum, resolvent [MSC 2020] 47A11 - Local spectral properties of linear operators [MSC 2020] 47A53 - (Semi-) Fredholm operators; index theories [MSC 2020] 47A55 - Perturbation theory of linear operator [MSC 2020] 47H10 - Fixed-point theorems [MSC 2020] 54C15 - Retraction [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] 55M15 - Absolute neighborhood retracts [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 62F86 - Parametric inference and fuzziness [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 65L03 - Numerical methods for functional-differential equations [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-VAN00113523 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Applied mathematics in Tunisia : international conference on advances in applied mathematics (ICAAM), Hammamet, Tunisia, december 2013 / Aref Jeribi, Mohamed Ali Hammami, Afif Masmoudi editors
| 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 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
|
Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 602 p. ; 25 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60G07 - General theory of stochastic processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Ergodic theory Functional Generator Martingales Brownian motion Probability Probability Theory Stochastic Calculus Stochastic differential equations Stochastic integration Stochastic processes |
| ISBN |
35-406-4325-7
978-35-406-4325-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00052458 |
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Revuz, Daniel
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| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Edizione | [Corr. 3. print. of 3. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1999 [stampa 2005] |
| Descrizione fisica | xi, 606 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60G07 - General theory of stochastic processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Ergodic theory Functional Generator Martingales Brownian motion Probability Probability Theory Stochastic Calculus Stochastic differential equations Stochastic integration Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00299749 |
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Revuz, Daniel
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| Berlin ; Heidelberg, : Springer, 1999 [stampa 2005] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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