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

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

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

Autore	Karatzas, Ioannis
Edizione	[2. ed]
Pubbl/distr/stampa	New York, : Springer, 1998
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
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNICAMPANIA-VAN00298457