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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
|
||
| 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 |
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
|
||
| Paris, : Hermann, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Analytic and probabilistic approaches to dynamics in negative curvature / Françoise Dal'Bo, Marc Peigné, Andrea Sambusetti editors
| Analytic and probabilistic approaches to dynamics in negative curvature / Françoise Dal'Bo, Marc Peigné, Andrea Sambusetti editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XI, 138 p. : ill. ; 24 cm |
| Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
60G42 - Martingales with discrete parameter [MSC 2020] 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Central Limit Theorem Fuchsian group Hyperbolic dynamics Ruelle-Pollicott resonances |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103352 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Analytic and probabilistic approaches to dynamics in negative curvature / Françoise Dal'Bo, Marc Peigné, Andrea Sambusetti editors
| Analytic and probabilistic approaches to dynamics in negative curvature / Françoise Dal'Bo, Marc Peigné, Andrea Sambusetti editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XI, 138 p. : ill. ; 24 cm |
| Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Central Limit Theorem Fuchsian group Hyperbolic dynamics Ruelle-Pollicott resonances |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103352 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Analytic and probabilistic approaches to dynamics in negative curvature / Françoise Dal'Bo, Marc Peigné, Andrea Sambusetti editors
| Analytic and probabilistic approaches to dynamics in negative curvature / Françoise Dal'Bo, Marc Peigné, Andrea Sambusetti editors |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XI, 138 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
60G42 - Martingales with discrete parameter [MSC 2020] 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] |
| ISBN | 8-3-319-04806-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103352 |
| XI, 138 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi
| Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi |
| Autore | Muroi, Yoshifumi |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | viii, 106 p. : ill. ; 24 cm |
| Soggetto topico |
60G42 - Martingales with discrete parameter [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Bernoulli Random Walk
Binomial Tree Method Discrete Ito Formula Discrete Malliavin Calculus Greeks (Sensitivity of Options) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278355 |
|
Muroi, Yoshifumi
|
||
| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi
| Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi |
| Autore | Muroi, Yoshifumi |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | viii, 106 p. : ill. ; 24 cm |
| Soggetto topico |
60G42 - Martingales with discrete parameter [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Bernoulli Random Walk
Binomial Tree Method Discrete Ito Formula Discrete Malliavin Calculus Greeks (Sensitivity of Options) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278355 |
|
Muroi, Yoshifumi
|
||
| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Concentration inequalities for sums and martingales / Bernard Bercu, Bernard Delyon, Emmanuel Rio
| Concentration inequalities for sums and martingales / Bernard Bercu, Bernard Delyon, Emmanuel Rio |
| Autore | Bercu, Bernard |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | X, 120 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Delyon, Bernard
Rio, Emmanuel |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020] 60F10 - Large deviations [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] |
| Soggetto non controllato |
Bernstein's Inequalities
Concentration inequalities Gaussian Martingales Independent Random Variables Martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113712 |
|
Bercu, Bernard
|
||
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Concentration inequalities for sums and martingales / Bernard Bercu, Bernard Delyon, Emmanuel Rio
| Concentration inequalities for sums and martingales / Bernard Bercu, Bernard Delyon, Emmanuel Rio |
| Autore | Bercu, Bernard |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | X, 120 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Delyon, Bernard
Rio, Emmanuel |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 60F10 - Large deviations [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] |
| Soggetto non controllato |
Bernstein's Inequalities
Concentration inequalities Gaussian Martingales Independent Random Variables Martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113712 |
|
Bercu, Bernard
|
||
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60G42 - Martingales with discrete parameter [MSC 2020]
(52)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (32)
- 60G44 - Martingales with continuous parameter [MSC 2020] (17)
- 60G07 - General theory of stochastic processes [MSC 2020] (13)
- 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] (12)