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Branching process models of cancer / Richard Durrett
Branching process models of cancer / Richard Durrett
Autore Durrett, Richard
Pubbl/distr/stampa [Cham], : Springer ; Mathematical Biosciences Institute at the Ohio state university, 2015
Descrizione fisica VII, 63 p. : ill. ; 24 cm
Soggetto topico 60G44 - Martingales with continuous parameter [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
92D25 - Population dynamics (general) [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020]
92C50 - Medical applications (general) [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
Soggetto non controllato Branching processes
Continuous Time
Gamma Function
Multistage theory of cancer
Tumor modelling
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0113402
Durrett, Richard  
[Cham], : Springer ; Mathematical Biosciences Institute at the Ohio state university, 2015
Materiale a stampa
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Branching process models of cancer / Richard Durrett
Branching process models of cancer / Richard Durrett
Autore Durrett, Richard
Edizione [[Cham] : Springer]
Pubbl/distr/stampa VII, 63 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60G44 - Martingales with continuous parameter [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
92D25 - Population dynamics (general) [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020]
92C50 - Medical applications (general) [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0113402
Durrett, Richard  
VII, 63 p., : ill. ; 24 cm
Materiale a stampa
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Fluctuations of Lévy processes with applications : introductory lectures / Andreas E. Kyprianou
Fluctuations of Lévy processes with applications : introductory lectures / Andreas E. Kyprianou
Autore Kyprianou, Andreas E.
Edizione [2. ed]
Pubbl/distr/stampa Berlin, : Springer, 2014
Descrizione fisica XVIII, 455 p. : ill. ; 24 cm
Soggetto topico 60G50 - Sums of independent random variables; random walks [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
ISBN 8-3-642-37631-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0104126
Kyprianou, Andreas E.  
Berlin, : Springer, 2014
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Fluctuations of Lévy processes with applications : introductory lectures / Andreas E. Kyprianou
Fluctuations of Lévy processes with applications : introductory lectures / Andreas E. Kyprianou
Autore Kyprianou, Andreas E.
Edizione [2. ed]
Pubbl/distr/stampa Berlin, : Springer, 2014
Descrizione fisica XVIII, 455 p. : ill. ; 24 cm
Soggetto topico 60G50 - Sums of independent random variables; random walks [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
Soggetto non controllato Potential analysis
Probability Theory
Quantitative Finance
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0104126
Kyprianou, Andreas E.  
Berlin, : Springer, 2014
Materiale a stampa
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Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier
Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier
Autore Kulik, Rafal
Pubbl/distr/stampa New York, : Springer, 2020
Descrizione fisica xix, 681 p. : ill. ; 24 cm
Altri autori (Persone) Soulier, Philippe
Soggetto topico 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]
62G32 - Statistics of extreme values; tail inference [MSC 2020]
Soggetto non controllato Extremal processes
Extreme value theory
Point processes
Stable Processes
Statistics of extreme values
Tail inference
Time series
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0250532
Kulik, Rafal  
New York, : Springer, 2020
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Integral equations with difference kernels on finite intervals / Lev A. Sakhnovich
Integral equations with difference kernels on finite intervals / Lev A. Sakhnovich
Autore Sakhnovich, Lev A.
Edizione [2. ed. revised and expanded]
Pubbl/distr/stampa [Cham], : Birkhäuser, : Springer, 2015
Descrizione fisica XVIII, 226 p. : ill. ; 24 cm
Soggetto topico 47B38 - Linear operators on function spaces (general) [MSC 2020]
47A12 - Numerical range, numerical radius [MSC 2020]
47A05 - General (adjoints, conjugates, products, inverses, domains, ranges, etc.) [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
60G12 - General second-order stochastic processes [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0113438
Sakhnovich, Lev A.  
[Cham], : Birkhäuser, : Springer, 2015
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Integral equations with difference kernels on finite intervals / Lev A. Sakhnovich
Integral equations with difference kernels on finite intervals / Lev A. Sakhnovich
Autore Sakhnovich, Lev A.
Edizione [2. ed. revised and expanded]
Pubbl/distr/stampa [Cham], : Birkhäuser, : Springer, 2015
Descrizione fisica XVIII, 226 p. : ill. ; 24 cm
Soggetto topico 47B38 - Linear operators on function spaces (general) [MSC 2020]
47A12 - Numerical range, numerical radius [MSC 2020]
47A05 - General (adjoints, conjugates, products, inverses, domains, ranges, etc.) [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
60G12 - General second-order stochastic processes [MSC 2020]
Soggetto non controllato Equations of the first kind
Generalized solutions
Lévy processes
Method of operator identities
Triangular representation
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0113438
Sakhnovich, Lev A.  
[Cham], : Birkhäuser, : Springer, 2015
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
Pubbl/distr/stampa Cham, : Springer, 2015
Descrizione fisica XV, 286 p. ; 24 cm
Soggetto topico 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020]
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
91B84 - Economic time series analysis [MSC 2020]
Soggetto non controllato Adaptive estimation
Estimation with discrete observations
Non-parametric estimation
Parametric estimation of Lévy processes
Spectral estimators
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Lévy matters IV.
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0101402
Cham, : Springer, 2015
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
Edizione [Cham : Springer, 2015]
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020]
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
91B84 - Economic time series analysis [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Lévy matters IV.
Record Nr. UNICAMPANIA-SUN0101402
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Potential Functions of Random Walks in ℤ with Infinite Variance : Estimates and Applications / Kôhei Uchiyama
Potential Functions of Random Walks in ℤ with Infinite Variance : Estimates and Applications / Kôhei Uchiyama
Autore Uchiyama, Kôhei
Pubbl/distr/stampa Cham, : Springer, 2023
Descrizione fisica ix, 276 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
Soggetto non controllato Absorption problem
Asymptotically stable random walks
Conditioned to avoid a finite set
Escape probability
Green's function on a finite interval or a half line
Hitting distribution
Potential theory of random walks
Random walk killed at the origin
Relatively stable random walks
Sums of independent & identically distributed random variables
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0269848
Uchiyama, Kôhei  
Cham, : Springer, 2023
Materiale a stampa
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