Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
Pubbl/distr/stampa | New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 |
Descrizione fisica | XVI, 406 p. ; 24 cm |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 62-XX - Statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] |
Soggetto non controllato |
Applied probability
Central Limit Theorem Change-point problems Functional limit theorems Laws of large numbers Planar processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113169 |
New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
Edizione | [New York : Fields institute for research in the mathematical sciences : Springer, 2015] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 62-XX - Statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113169 |
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour XLIII-2013 / Krzysztof Burdzy |
Autore | Burdzy, Krzysztof |
Pubbl/distr/stampa | Cham, : Springer, 2014 |
Descrizione fisica | XII, 137 p. ; 24 cm |
Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
Soggetto non controllato |
Brownian Motions
Coupling Heat equations Neumann eigenfunction Partial differential equations |
ISBN | 978-33-19-04394-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0101532 |
Burdzy, Krzysztof | ||
Cham, : Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour 43-2013 / Krzysztof Burdzy. Cham : Springer, 2014 |
Autore | Burdzy, Krzysztof |
Edizione | [XII, 137 p.] |
Descrizione fisica | Accesso al full text attraverso riconoscimento indirizzo IP di Ateneo. |
Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
ISBN | 978-33-19-04394-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0101532 |
Burdzy, Krzysztof | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 | ||
New York, : Springer-Verlag, 1984 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard |
Autore | Doney, Ronald A. |
Pubbl/distr/stampa | Berlin, : Springer, 2007 |
Descrizione fisica | IX, 147 p. ; 24 cm |
Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Ladder processes
Local time Lévy processes Reflected process Sample path behaviour Wiener-Hopf factorisation |
ISBN | 978-35-404-8510-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0060318 |
Doney, Ronald A. | ||
Berlin, : Springer, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour, 35., 2005 / Ronald A. Doney ; editor: Jean Picard |
Autore | Doney, Ronald A. |
Edizione | [Berlin : Springer] |
Descrizione fisica | Pubblicazione disponibile anche in formato elettronico. |
Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
ISBN | 978-35-404-8510-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0060318 |
Doney, Ronald A. | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Local times and excursion theory for Brownian motion : a tale of Wiener and Itô Measures / Ju-Yi Yen, Marc Yor |
Autore | Yen, Ju-Yi |
Pubbl/distr/stampa | Cham, : Springer, 2013 |
Descrizione fisica | IX, 135 p. ; 24 cm |
Altri autori (Persone) | Yor, Marc |
Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60J57 - Multiplicative functionals and Markov processes [MSC 2020] |
Soggetto non controllato |
Arcsine law
Excursion theory Functionals of Brownian motion Local times |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0098154 |
Yen, Ju-Yi | ||
Cham, : Springer, 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Local times and excursion theory for Brownian motion : a tale of Wiener and Itô Measures / Ju-Yi Yen, Marc Yor |
Autore | Yen, Ju-Yi |
Edizione | [Cham : Springer, 2013] |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Yor, Marc |
Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60J57 - Multiplicative functionals and Markov processes [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0098154 |
Yen, Ju-Yi | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang |
Autore | Böttcher, Björn |
Edizione | [Cham : Springer, 2013] |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Schilling, René L.
Wang, Jian |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 35S30 - Fourier integral operators applied to PDEs [MSC 2020] 47D03 - Groups and semigroups of linear operators [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0098170 |
Böttcher, Björn | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|