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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 |
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 |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60-XX - Probability theory and stochastic processes [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 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 | ||
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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 |
| 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 |
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Bouleau, Nicolas
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| XVIII, 323 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors
| Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XII, 164 p. : ill. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 92B15 - General Biostatistics [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Soggetto non controllato |
Blockshrink wavelets
Dynalets Extreme conditional quantiles Functional data Local linear estimator Queueing Theory Robust regression Spherically symmetric distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113740 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors
| Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XII, 164 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 92B15 - General Biostatistics [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113740 |
| XII, 164 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux
| Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
| Autore | Bouchard, Bruno |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 280 p. : ill. ; 24 cm |
| Altri autori (Persone) | Chassagneux, Jean-François |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Absence of arbitrage
Derivative pricing Mathematical Finance Option Partial differential equations Portfolio management Quantitative Finance Risk management Stochastic Controls Stochastic targets |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114788 |
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Bouchard, Bruno
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux
| Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
| Autore | Bouchard, Bruno |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XII, 280 p., : ill. ; 24 cm |
| Descrizione fisica | Translation from the french language edition: Valorisation des produits dérivés |
| Altri autori (Persone) | Chassagneux, Jean-François |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114788 |
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Bouchard, Bruno
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| XII, 280 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Gaussian Harmonic Analysis / Wilfredo Urbina-Romero
| Gaussian Harmonic Analysis / Wilfredo Urbina-Romero |
| Autore | Urbina-Romero, Wilfredo |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xix, 477 p. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
42Axx - Harmonic analysis in one variable [MSC 2020] 47Dxx - Groups and semigroups of linear operators, their generalizations and applications [MSC 2020] 42Bxx - Harmonic analysis in several variables [MSC 2020] 26Cxx - Polynomials, rational functions in real analysis [MSC 2020] 42Cxx - Nontrigonometric harmonic analysis [MSC 2020] |
| Soggetto non controllato |
Covering lemmas for the Gaussian measure
Gaussian Littlewood-Paley functions Gaussian Measure Gaussian fractional integrals and fractional derivatives Gaussian singular integrals Gaussian spectral multipliers Hermite polynomial expansions Maximal functions with respect to the Gaussian measure Ornstein-Uhlenbeck operator Ornstein-Uhlenbeck semigroup Poisson-Hermite semigroup |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126889 |
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Urbina-Romero, Wilfredo
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
(31)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (10)
- 60G51 - Processes with independent increments; Lévy processes [MSC 2020] (8)
- 60H05 - Stochastic integrals [MSC 2020] (8)
- 60J65 - Brownian motion [MSC 2020] (6)