4: Théorie du potentiel associée à une résolvante Théorie des processus de Markov / Claude Dellacherie, Paul-André Meyer |
Autore | Dellacherie, Claude |
Edizione | [Edition entièrement refondue] |
Pubbl/distr/stampa | Paris, : Hermann, 1987 |
Descrizione fisica | 377 p. ; 24 cm. |
Altri autori (Persone) | Meyer, Paul-André |
Soggetto topico |
60J45 - Probabilistic potential theory [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 31C05 - Harmonic, subharmonic, superharmonic functions on other spaces [MSC 2020] 60J40 - Right processes [MSC 2020] 60J57 - Multiplicative functionals and Markov processes [MSC 2020] |
ISBN | 978-27-05-61417-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNICAMPANIA-SUN0050498 |
Dellacherie, Claude | ||
Paris, : Hermann, 1987 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
4: Théorie du potentiel associée à une résolvante Théorie des processus de Markov / Claude Dellacherie, Paul-André Meyer |
Autore | Dellacherie, Claude |
Edizione | [Edition entièrement refondue] |
Pubbl/distr/stampa | Paris, : Hermann, 1987 |
Descrizione fisica | 377 p. ; 24 cm |
Altri autori (Persone) | Meyer, Paul-André |
Soggetto topico |
60J45 - Probabilistic potential theory [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 31C05 - Harmonic, subharmonic, superharmonic functions on other spaces [MSC 2020] 60J40 - Right processes [MSC 2020] 60J57 - Multiplicative functionals and Markov processes [MSC 2020] |
ISBN | 978-27-05-61417-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNICAMPANIA-VAN0050498 |
Dellacherie, Claude | ||
Paris, : Hermann, 1987 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
4: Théorie du potentiel associée à une résolvante Théorie des processus de Markov / Claude Dellacherie, Paul-André Meyer |
Autore | Dellacherie, Claude |
Edizione | [Edition entièrement refondue] |
Pubbl/distr/stampa | Paris, : Hermann, 1987 |
Descrizione fisica | 377 p. ; 24 cm |
Altri autori (Persone) | Meyer, Paul-André |
Soggetto topico |
31C05 - Harmonic, subharmonic, superharmonic functions on other spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60J40 - Right processes [MSC 2020] 60J45 - Probabilistic potential theory [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J57 - Multiplicative functionals and Markov processes [MSC 2020] |
ISBN | 978-27-05-61417-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNICAMPANIA-VAN00050498 |
Dellacherie, Claude | ||
Paris, : Hermann, 1987 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
Pubbl/distr/stampa | New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 |
Descrizione fisica | XVI, 406 p. ; 24 cm |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 62-XX - Statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] |
Soggetto non controllato |
Applied probability
Central Limit Theorem Change-point problems Functional limit theorems Laws of large numbers Planar processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113169 |
New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
Pubbl/distr/stampa | New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 |
Descrizione fisica | XVI, 406 p. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 62-XX - Statistics [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
Soggetto non controllato |
Applied probability
Central Limit Theorem Change-point problems Functional limit theorems Laws of large numbers Planar processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113169 |
New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
Edizione | [New York : Fields institute for research in the mathematical sciences : Springer, 2015] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 62-XX - Statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113169 |
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
Autore | Karatzas, Ioannis |
Edizione | [Repr. of 2. ed] |
Pubbl/distr/stampa | New York, : Springer, 1991 [stampa 1994] |
Descrizione fisica | XXIII, 470 p. : 10 ill. ; 24 cm. |
Altri autori (Persone) | Shreve, Steven E. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
ISBN | 978-03-87976-55-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0055724 |
Karatzas, Ioannis | ||
New York, : Springer, 1991 [stampa 1994] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
Autore | Karatzas, Ioannis |
Edizione | [Repr. of 2. ed] |
Pubbl/distr/stampa | New York, : Springer, 1991 [stampa 1994] |
Descrizione fisica | XXIII, 470 p. : 10 ill. ; 24 cm |
Altri autori (Persone) | Shreve, Steven E. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Continuous-time stochastic processes Differential equations Filtration Girsanov theorem Local time Markov Processes Markov property Martingales Reflected Brownian motions Semimartingales Stochastic Calculus Stochastic differential equations Stochastic processes |
ISBN | 978-03-87976-55-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0055724 |
Karatzas, Ioannis | ||
New York, : Springer, 1991 [stampa 1994] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
Autore | Karatzas, Ioannis |
Edizione | [Repr. of 2. ed] |
Pubbl/distr/stampa | New York, : Springer, 1991 [stampa 1994] |
Descrizione fisica | XXIII, 470 p. : 10 ill. ; 24 cm |
Altri autori (Persone) | Shreve, Steven E. |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Continuous-time stochastic processes Differential equations Filtration Girsanov theorem Local time Markov Processes Markov property Martingales Reflected Brownian motions Semimartingales Stochastic Calculus Stochastic differential equations Stochastic processes |
ISBN | 978-03-87976-55-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00055724 |
Karatzas, Ioannis | ||
New York, : Springer, 1991 [stampa 1994] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
Autore | Karatzas, Ioannis |
Pubbl/distr/stampa | New York, : Springer, 1988 |
Descrizione fisica | xxiii, 470 p. : 10 ill. ; 24 cm |
Altri autori (Persone) | Shreve, Steven E. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Continuous-time stochastic processes Differential equations Filtration Girsanov theorem Local time Markov Processes Markov property Martingales Reflected Brownian motions Semimartingales Stochastic Calculus Stochastic differential equations Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0269010 |
Karatzas, Ioannis | ||
New York, : Springer, 1988 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|