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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| 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 |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G60 - Random fields [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [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-VAN00124560 |
|
Barndorff-Nielsen, Ole E.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XV, 128 p. : ill. ; 24 cm |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Change of Time Method
Geometric Brownian Motion Mean-reverting Asset Multi-factor Levy Models Quantitative Finance Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114524 |
|
Swishchuk, Anatoliy
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||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XV, 128 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] |
| Soggetto non controllato |
Change of Time Method
Geometric Brownian Motion Mean-reverting Asset Multi-factor Levy Models Quantitative Finance Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114524 |
|
Swishchuk, Anatoliy
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XV, 128 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [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-SUN0114524 |
|
Swishchuk, Anatoliy
|
||
| XV, 128 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Elementary probability theory with stochastic processes / Kai Lai Chung
| Elementary probability theory with stochastic processes / Kai Lai Chung |
| Autore | Chung, Kai Lai |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York [etc.], : Springer, 1979 |
| Descrizione fisica | XVI, 325 p. : ill. ; 25 cm. |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60Cxx - Combinatorial probability [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| ISBN | 978-03-87903-62-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0055283 |
|
Chung, Kai Lai
|
||
| New York [etc.], : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Elementary probability theory with stochastic processes / Kai Lai Chung
| Elementary probability theory with stochastic processes / Kai Lai Chung |
| Autore | Chung, Kai Lai |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1979 |
| Descrizione fisica | XVI, 325 p. : ill. ; 25 cm |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60Cxx - Combinatorial probability [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus
Mathematics Normal distribution Probability Probability Theory Quantitative Finance Statistics Stochastic processes |
| ISBN | 978-03-87903-62-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0055283 |
|
Chung, Kai Lai
|
||
| New York, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Elementary probability theory with stochastic processes / Kai Lai Chung
| Elementary probability theory with stochastic processes / Kai Lai Chung |
| Autore | Chung, Kai Lai |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1979 |
| Descrizione fisica | XVI, 325 p. : ill. ; 25 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Cxx - Combinatorial probability [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus
Mathematics Normal distribution Probability Probability Theory Quantitative Finance Statistics Stochastic processes |
| ISBN | 978-03-87903-62-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00055283 |
|
Chung, Kai Lai
|
||
| New York, : Springer, 1979 | ||
| 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 |
|
Doney, Ronald A.
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| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60J74 - Jump processes on discrete state spaces [MSC 2020]
(36)
- 60J76 - Jump processes on general state spaces [MSC 2020] (36)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (15)
- 60Hxx - Stochastic analysis [MSC 2020] (12)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (9)