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

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

Autore	Tsallis, Constantino
Edizione	[2. ed]
Pubbl/distr/stampa	Cham, : Springer, 2023
Descrizione fisica	xvii, 569 p. : ill. ; 24 cm
Soggetto topico	35Q84 - Fokker-Planck equations [MSC 2020] 37A35 - Entropy and other invariants, isomorphism, classification in ergodic theory [MSC 2020] 37E20 - Universality and renormalization of dynamical systems [MSC 2020] 54C70 - Entropy in general topology [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] 82B27 - Critical phenomena in equilibrium statistical mechanics [MSC 2020] 82B31 - Stochastic methods applied to problems in equilibrium statistical mechanics [MSC 2020] 82C26 - Dynamic and nonequilibrium phase transitions (general) in statistical mechanics [MSC 2020]
Soggetto non controllato	Boltzmann-Gibbs theory Complex Systems Entropy studies Metastable States Nonadditive entropy Nonextensive Tsallis Nonlinear Dynamics Statistical Mechanics Tsallis entropy Tsallis statistics q-statistics
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNICAMPANIA-VAN00285038

Autore	Majda, Andrew J.
Pubbl/distr/stampa	[Cham], : Springer, 2016
Descrizione fisica	XI, 91 p. : ill. ; 24 cm
Soggetto topico	82C31 - Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics [MSC 2020] 37A60 - Dynamical aspects of statistical mechanics [MSC 2020] 86A22 - Inverse problems in geophysics [MSC 2020] 86-XX - Geophysics [MSC 2020] 82Cxx - Time-dependent statistical mechanics (dynamic and nonequilibrium) [MSC 2020] 86A10 - Meteorology and atmospheric physics [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020]
Soggetto non controllato	Applied Mathematics Climate and atmospheric sciences Complex Systems Data assimilation, filtering Dynamical systems Fluid- and aerodynamics Geoscience enginering
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Titolo uniforme
Record Nr.	UNICAMPANIA-VAN0114900