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An Introduction to Analysis on Wiener Space / Ali Süleyman Üstünel
| An Introduction to Analysis on Wiener Space / Ali Süleyman Üstünel |
| Autore | Üstünel, Ali Süleyman |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, 1995 |
| Descrizione fisica | x, 93 p. ; 24 cm |
| Soggetto topico |
46F25 - Distributions on infinite-dimensional spaces [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 81Qxx - General mathematical topics and methods in quantum theory [MSC 2020] 81Txx - Quantum field theory; related classical field theories [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Distributions Exponential tightness Functional Analysis Malliavin Calculus Ramer theorem Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00294010 |
Üstünel, Ali Süleyman
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| Berlin [etc.], : Springer, 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Muroi, Yoshifumi
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| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Muroi, Yoshifumi
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| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Continuous martingales and brownian motion / Daniel Revuz, Marc Yor
| Continuous martingales and brownian motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Edizione | [3rd ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 602 p. ; 25 cm. - Bibliografia: p. 553-590. |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] |
| ISBN |
35-406-4325-7
978-35-406-4325-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0052458 |
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Revuz, Daniel
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| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Continuous martingales and brownian motion / Daniel Revuz, Marc Yor
| Continuous martingales and brownian motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Edizione | [3rd ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 602 p. ; 25 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] |
| ISBN |
35-406-4325-7
978-35-406-4325-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0052458 |
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Revuz, Daniel
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| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dirichlet forms and analysis on Wiener space / Nicolas Bouleau, Francis Hirsch
| Dirichlet forms and analysis on Wiener space / Nicolas Bouleau, Francis Hirsch |
| Autore | Bouleau, Nicolas |
| Pubbl/distr/stampa | Berlin, : Walter de Gruyter, 1991 |
| Descrizione fisica | X, 325 p. ; 25 cm |
| Altri autori (Persone) | Hirsch, Francis |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] |
| ISBN |
31-10-85838-X
978-31-10-85838-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0053230 |
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Bouleau, Nicolas
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| Berlin, : Walter de Gruyter, 1991 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dirichlet forms and analysis on Wiener space / Nicolas Bouleau, Francis Hirsch
| Dirichlet forms and analysis on Wiener space / Nicolas Bouleau, Francis Hirsch |
| Autore | Bouleau, Nicolas |
| Pubbl/distr/stampa | Berlin, : Walter de Gruyter, 1991 |
| Descrizione fisica | X, 325 p. ; 25 cm |
| Altri autori (Persone) | Hirsch, Francis |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] |
| ISBN |
31-10-85838-X
978-31-10-85838-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00053230 |
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Bouleau, Nicolas
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| Berlin, : Walter de Gruyter, 1991 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis
| Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis |
| Autore | Bouleau, Nicolas |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XVIII, 323 p. : ill. ; 24 cm |
| Altri autori (Persone) | Denis, Laurent |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60J45 - Probabilistic potential theory [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G57 - Random measures [MSC 2020] |
| Soggetto non controllato |
Dirichlet forms
Lent particle method Lévy processes Malliavin Calculus Random Poisson measures |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113892 |
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Bouleau, Nicolas
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis
| Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis |
| Autore | Bouleau, Nicolas |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XVIII, 323 p. : ill. ; 24 cm |
| Altri autori (Persone) | Denis, Laurent |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G57 - Random measures [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J45 - Probabilistic potential theory [MSC 2020] |
| Soggetto non controllato |
Dirichlet forms
Lent particle method Lévy processes Malliavin Calculus Random Poisson measures |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113892 |
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Bouleau, Nicolas
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis
| Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis |
| Autore | Bouleau, Nicolas |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XVIII, 323 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Denis, Laurent |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60J45 - Probabilistic potential theory [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G57 - Random measures [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113892 |
|
Bouleau, Nicolas
|
||
| XVIII, 323 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
(54)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (19)
- 60H05 - Stochastic integrals [MSC 2020] (14)
- 60G51 - Processes with independent increments; Lévy processes [MSC 2020] (12)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (11)