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4: Théorie du potentiel associée à une résolvante Théorie des processus de Markov / Claude Dellacherie, Paul-André Meyer
| 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
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| 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
| 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 | ||
| ||
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors
| 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
| 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
| 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
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| New York, : Springer, 1991 [stampa 1994] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
| 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
| 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
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||
| New York, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114495 |
|
Le Gall, Jean-François
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XIII, 273 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114495 |
|
Le Gall, Jean-François
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||
| XIII, 273 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard
| Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard |
| Autore | Doney, Ronald A. |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | IX, 147 p. ; 24 cm |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Ladder processes
Local time Lévy processes Reflected process Sample path behaviour Wiener-Hopf factorisation |
| ISBN | 978-35-404-8510-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0060318 |
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Doney, Ronald A.
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| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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