1: General Theory / R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries |
Autore | Liptser, Robert S. |
Pubbl/distr/stampa | New York, : Springer, 1977 |
Descrizione fisica | x, 395 p. : 25 cm |
Altri autori (Persone) | Shiryaev, Albert N. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 94A05 - Communication theory [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] |
Soggetto non controllato |
Functional Analysis
Markov Processes Martingales Mathematical statistics Probability Probability Theory Probability spaces Semimartingales Statistics Stochastic differential equations Stochastic processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268124 |
Liptser, Robert S.
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New York, : Springer, 1977 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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2: Applications / Robert S. Liptser, Albert N. Shiryaev ; translation editor: Stephen S. Wilson |
Autore | Liptser, Robert Shevilevich |
Edizione | [2.] |
Pubbl/distr/stampa | Berlin, : Springer, 2001 |
Descrizione fisica | XV, 402 p. ; 24 cm. |
Altri autori (Persone) | Shiryaev, Albert N. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 94A05 - Communication theory [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] |
ISBN | 35-406-3928-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0057280 |
Liptser, Robert Shevilevich
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Berlin, : Springer, 2001 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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2: Applications / Robert S. Liptser, Albert N. Shiryaev ; translation editor: Stephen S. Wilson |
Autore | Liptser, Robert S. |
Edizione | [2.] |
Pubbl/distr/stampa | Berlin, : Springer, 2001 |
Descrizione fisica | XV, 402 p. ; 24 cm |
Altri autori (Persone) | Shiryaev, Albert N. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 94A05 - Communication theory [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] |
ISBN | 35-406-3928-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0057280 |
Liptser, Robert S.
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Berlin, : Springer, 2001 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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2: Applications / R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries |
Autore | Liptser, Robert S. |
Pubbl/distr/stampa | New York, : Springer, 1978 |
Descrizione fisica | x, 341 p. : 25 cm |
Altri autori (Persone) | Shiryaev, Albert N. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 94A05 - Communication theory [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] |
Soggetto non controllato |
Functional Analysis
Markov Processes Martingales Mathematical statistics Probability Probability Theory Probability spaces Semimartingales Statistics Stochastic differential equations Stochastic processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268235 |
Liptser, Robert S.
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New York, : Springer, 1978 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
Autore | Friz, Peter K. |
Pubbl/distr/stampa | Cham, : Springer, 2014 |
Descrizione fisica | XIV, 251 p. : ill. ; 24 cm |
Altri autori (Persone) | Hairer, Martin |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0103879 |
Friz, Peter K.
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Cham, : Springer, 2014 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
Autore | Friz, Peter K. |
Edizione | [Cham : Springer, 2014] |
Pubbl/distr/stampa | XIV, 251 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Hairer, Martin |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
ISBN | 8-3-319-08331-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0103879 |
Friz, Peter K.
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XIV, 251 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha |
Pubbl/distr/stampa | Berlin, : Springer, 2009 |
Descrizione fisica | XI, 216 p. ; 24 cm |
Soggetto topico | 60Hxx - Stochastic analysis [MSC 2020] |
Soggetto non controllato |
Geometric measure theory and fractals
Interacting particle systems Malliavin Calculus Measure Theory Partial differential equations Stochastic Analysis Stochastic Partial Differential Equations Wave equations |
ISBN | 978-35-408-5993-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0068220 |
Berlin, : Springer, 2009 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors Davar Khoshnevisan, Firas Rassoul-Agha |
Edizione | [Berlin : Springer] |
Descrizione fisica | Pubblicazione disponibile anche in formato elettronico. |
Soggetto topico | 60Hxx - Stochastic analysis [MSC 2020] |
ISBN | 978-35-408-5993-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0068220 |
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Lo trovi qui: Univ. Vanvitelli | ||
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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen, Ole E. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E.
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Cham, : Springer, 2018 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen, Ole E. |
Edizione | [Cham : Springer, 2018] |
Pubbl/distr/stampa | xxv, 402 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [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-SUN0124560 |
Barndorff-Nielsen, Ole E.
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xxv, 402 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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