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Amarts and set function processes / / Allan Gut, Klaus D. Schmidt
| Amarts and set function processes / / Allan Gut, Klaus D. Schmidt |
| Autore | Gut Allan <1944-> |
| Edizione | [1st ed. 1983.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer-Verlag, , [1983] |
| Descrizione fisica | 1 online resource (II, 258 p.) |
| Disciplina | 519.287 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico | Martingales (Mathematics) |
| ISBN | 3-540-38754-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | An introduction to the theory of asymptotic martingales -- Amarts — a measure theoretic approach -- Amarts - a bibliography. |
| Record Nr. | UNISA-996466524903316 |
Gut Allan <1944->
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| Berlin ; ; Heidelberg : , : Springer-Verlag, , [1983] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Continuous exponential martingales and BMO / / Norihiko Kazamaki
| Continuous exponential martingales and BMO / / Norihiko Kazamaki |
| Autore | Kazamaki Norihiko <1940-> |
| Edizione | [1st ed. 1994.] |
| Pubbl/distr/stampa | Berlin : , : Springer-Verlag, , [1994] |
| Descrizione fisica | 1 online resource (VIII, 100 p.) |
| Disciplina | 519.287 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Martingales (Mathematics)
Exponential functions Stochastic processes |
| ISBN | 3-540-48421-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Exponential martingales -- BMO-martingales -- Exponential of BMO. |
| Record Nr. | UNISA-996466578003316 |
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Kazamaki Norihiko <1940->
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| Berlin : , : Springer-Verlag, , [1994] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Continuous-time asset pricing theory : a Martingale-based approach / / Robert A. Jarrow
| Continuous-time asset pricing theory : a Martingale-based approach / / Robert A. Jarrow |
| Autore | Jarrow Robert A. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (467 pages) |
| Disciplina | 519.236 |
| Collana | Springer Finance |
| Soggetto topico |
Martingales (Mathematics)
Economics, Mathematical |
| ISBN | 3-030-74410-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910495184803321 |
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Jarrow Robert A.
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| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Counting processes and survival analysis [[electronic resource] /] / Thomas R. Fleming, David P. Harrington
| Counting processes and survival analysis [[electronic resource] /] / Thomas R. Fleming, David P. Harrington |
| Autore | Fleming Thomas R |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, 2005 |
| Descrizione fisica | 1 online resource (454 p.) |
| Disciplina |
519.2/3
519.23 519.236 |
| Altri autori (Persone) | HarringtonDavid P |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Point processes
Failure time data analysis Martingales (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-33236-1
9786613332363 1-118-15067-8 1-118-15066-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
2.4 Stochastic Integrals with Respect to Local Martingales2.5 Continuous Compensators; 2.6 Compensators with Discontinuities; 2.7 Summary; 2.8 Bibliographic Notes; 3. Finite Sample Moments and Large Sample Consistency of Tests and Estimators; 3.1 Introduction; 3.2 Nonparametric Estimation of the Survival Distribution; 3.3 Some Finite Sample Properties of Linear Rank Statistics; 3.4 Consistency of the Kaplan-Meier Estimator; 3.5 Bibliographic Notes; 4. Censored Data Regression Models and Their Application; 4.1 Introduction; 4.2 The Proportional Hazards and Multiplicative Intensity Models
4.3 Partial Likelihood Inference4.4 Applications of Partial Likelihood Methods; 4.5 Martingale Residuals; 4.6 Applications of Residual Methods; 4.7 Bibliographic Notes; 5. Martingale Central Limit Theorem; 5.1 Preliminaries and Motivation; 5.2 Convergence of Martingale Difference Arrays; 5.3 Weak Convergence of the Process, U(n); 5.4 Bibliographic Notes; 6. Large Sample Results of the Kaplan-Meier Estimator; 6.1 Introduction; 6.2 A Large Sample Result for Kaplan-Meier and Weighted Logrank Statistics; 6.3 Confidence Bands for the Survival Distribution; 6.4 Bibliographic Notes 7. Weighted Logrank Statistics7.1 Introduction; 7.2 Large Sample Null Distribution; 7.3 Consistency of Tests of the Class κ; 7.4 Efficiencies of Tests of the Class κ; 7.5 Some Versatile Test Procedures; 7.6 Bibliographic Notes; 8. Distribution Theory for Proportional Hazards Regression; 8.1 Introduction; 8.2 The Partial Likelihood Score Statistic; 8.3 Estimators of the Regression Parameters and the Cumulative Hazard Function; 8.4 The Asymptotic Theory for Simple Models; 8.5 Asymptotic Relative Efficiency of Partial Likelihood Inference in the Proportional Hazards Model 8.6 Bibliographic NotesAppendix A. Some Results from Stieltjes Integration and Probability Theory; Appendix B. An Introduction to Weak Convergence; Appendix C. The Martingale Central Limit Theorem: Some Preliminaries; Appendix D. Data; Appendix E. Exercises; Bibliography; Notation; Author Index; Subject Index |
| Record Nr. | UNINA-9910139565803321 |
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Fleming Thomas R
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| Hoboken, N.J., : Wiley-Interscience, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Counting processes and survival analysis [[electronic resource] /] / Thomas R. Fleming, David P. Harrington
| Counting processes and survival analysis [[electronic resource] /] / Thomas R. Fleming, David P. Harrington |
| Autore | Fleming Thomas R |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, 2005 |
| Descrizione fisica | 1 online resource (454 p.) |
| Disciplina |
519.2/3
519.23 519.236 |
| Altri autori (Persone) | HarringtonDavid P |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Point processes
Failure time data analysis Martingales (Mathematics) |
| ISBN |
1-283-33236-1
9786613332363 1-118-15067-8 1-118-15066-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
2.4 Stochastic Integrals with Respect to Local Martingales2.5 Continuous Compensators; 2.6 Compensators with Discontinuities; 2.7 Summary; 2.8 Bibliographic Notes; 3. Finite Sample Moments and Large Sample Consistency of Tests and Estimators; 3.1 Introduction; 3.2 Nonparametric Estimation of the Survival Distribution; 3.3 Some Finite Sample Properties of Linear Rank Statistics; 3.4 Consistency of the Kaplan-Meier Estimator; 3.5 Bibliographic Notes; 4. Censored Data Regression Models and Their Application; 4.1 Introduction; 4.2 The Proportional Hazards and Multiplicative Intensity Models
4.3 Partial Likelihood Inference4.4 Applications of Partial Likelihood Methods; 4.5 Martingale Residuals; 4.6 Applications of Residual Methods; 4.7 Bibliographic Notes; 5. Martingale Central Limit Theorem; 5.1 Preliminaries and Motivation; 5.2 Convergence of Martingale Difference Arrays; 5.3 Weak Convergence of the Process, U(n); 5.4 Bibliographic Notes; 6. Large Sample Results of the Kaplan-Meier Estimator; 6.1 Introduction; 6.2 A Large Sample Result for Kaplan-Meier and Weighted Logrank Statistics; 6.3 Confidence Bands for the Survival Distribution; 6.4 Bibliographic Notes 7. Weighted Logrank Statistics7.1 Introduction; 7.2 Large Sample Null Distribution; 7.3 Consistency of Tests of the Class κ; 7.4 Efficiencies of Tests of the Class κ; 7.5 Some Versatile Test Procedures; 7.6 Bibliographic Notes; 8. Distribution Theory for Proportional Hazards Regression; 8.1 Introduction; 8.2 The Partial Likelihood Score Statistic; 8.3 Estimators of the Regression Parameters and the Cumulative Hazard Function; 8.4 The Asymptotic Theory for Simple Models; 8.5 Asymptotic Relative Efficiency of Partial Likelihood Inference in the Proportional Hazards Model 8.6 Bibliographic NotesAppendix A. Some Results from Stieltjes Integration and Probability Theory; Appendix B. An Introduction to Weak Convergence; Appendix C. The Martingale Central Limit Theorem: Some Preliminaries; Appendix D. Data; Appendix E. Exercises; Bibliography; Notation; Author Index; Subject Index |
| Record Nr. | UNINA-9910830973503321 |
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Fleming Thomas R
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| Hoboken, N.J., : Wiley-Interscience, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Counting processes and survival analysis / / Thomas R. Fleming, David P. Harrington
| Counting processes and survival analysis / / Thomas R. Fleming, David P. Harrington |
| Autore | Fleming Thomas R |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, 2005 |
| Descrizione fisica | 1 online resource (454 p.) |
| Disciplina |
519.2/3
519.23 519.236 |
| Altri autori (Persone) | HarringtonDavid P |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Point processes
Failure time data analysis Martingales (Mathematics) |
| ISBN |
1-283-33236-1
9786613332363 1-118-15067-8 1-118-15066-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
2.4 Stochastic Integrals with Respect to Local Martingales2.5 Continuous Compensators; 2.6 Compensators with Discontinuities; 2.7 Summary; 2.8 Bibliographic Notes; 3. Finite Sample Moments and Large Sample Consistency of Tests and Estimators; 3.1 Introduction; 3.2 Nonparametric Estimation of the Survival Distribution; 3.3 Some Finite Sample Properties of Linear Rank Statistics; 3.4 Consistency of the Kaplan-Meier Estimator; 3.5 Bibliographic Notes; 4. Censored Data Regression Models and Their Application; 4.1 Introduction; 4.2 The Proportional Hazards and Multiplicative Intensity Models
4.3 Partial Likelihood Inference4.4 Applications of Partial Likelihood Methods; 4.5 Martingale Residuals; 4.6 Applications of Residual Methods; 4.7 Bibliographic Notes; 5. Martingale Central Limit Theorem; 5.1 Preliminaries and Motivation; 5.2 Convergence of Martingale Difference Arrays; 5.3 Weak Convergence of the Process, U(n); 5.4 Bibliographic Notes; 6. Large Sample Results of the Kaplan-Meier Estimator; 6.1 Introduction; 6.2 A Large Sample Result for Kaplan-Meier and Weighted Logrank Statistics; 6.3 Confidence Bands for the Survival Distribution; 6.4 Bibliographic Notes 7. Weighted Logrank Statistics7.1 Introduction; 7.2 Large Sample Null Distribution; 7.3 Consistency of Tests of the Class κ; 7.4 Efficiencies of Tests of the Class κ; 7.5 Some Versatile Test Procedures; 7.6 Bibliographic Notes; 8. Distribution Theory for Proportional Hazards Regression; 8.1 Introduction; 8.2 The Partial Likelihood Score Statistic; 8.3 Estimators of the Regression Parameters and the Cumulative Hazard Function; 8.4 The Asymptotic Theory for Simple Models; 8.5 Asymptotic Relative Efficiency of Partial Likelihood Inference in the Proportional Hazards Model 8.6 Bibliographic NotesAppendix A. Some Results from Stieltjes Integration and Probability Theory; Appendix B. An Introduction to Weak Convergence; Appendix C. The Martingale Central Limit Theorem: Some Preliminaries; Appendix D. Data; Appendix E. Exercises; Bibliography; Notation; Author Index; Subject Index |
| Record Nr. | UNINA-9910877626103321 |
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Fleming Thomas R
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| Hoboken, N.J., : Wiley-Interscience, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Directed polymers in random environments [e-book] : École d'Été de Probabilités de Saint-Flour XLVI-2016 / Francis Comets
| Directed polymers in random environments [e-book] : École d'Été de Probabilités de Saint-Flour XLVI-2016 / Francis Comets |
| Autore | Comets, Francis |
| Pubbl/distr/stampa | Cham : Springer, 2017 |
| Descrizione fisica | 1 online resource |
| Disciplina | 519.282 |
| Altri autori (Convegni) | Ecole d'été de probabilités de Saint-Flour <46. ; 2016 ; Saint-Flour, France> |
| Collana | Lecture notes in mathematics, 1617-9692 ; 2175 |
| Soggetto topico |
Random walks (Mathematics)
Martingales (Mathematics) |
| ISBN | 9783319504872 |
| Classificazione |
AMS 60K37
AMS 60F10 AMS 60H05 AMS 60J10 AMS 82-01 AMS 82B20 AMS 82B41 AMS 82D60 LC QA274.73 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction ; 2 Thermodynamics and Phase Transition ; 3 The martingale approach and the L2 region ; 4 Lattice versus tree ; 5 Semimartingale approach and localization transition ; 6 Log-Gamma polymer model ; 7 Kardar-Parisi-Zhang equation and universality ; 8 Variational formulas. |
| Record Nr. | UNISALENTO-991003392369707536 |
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Comets, Francis
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| Cham : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Financial markets and martingales : observations on science and speculation / Nicolas Bouleau ; translated by Alan Thomas
| Financial markets and martingales : observations on science and speculation / Nicolas Bouleau ; translated by Alan Thomas |
| Autore | Bouleau, Nicolas |
| Pubbl/distr/stampa | London : Springer, 2004 |
| Descrizione fisica | xv, 151 p. : ill. ; 24 cm |
| Disciplina | 332.601519236 |
| Altri autori (Persone) | Thomas, Alan |
| Soggetto topico |
Portfolio management
Investment analysis Martingales (Mathematics) |
| ISBN | 1852335823 |
| Classificazione |
AMS 91-01
AMS 60G LC HG4529.5.B6913 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNISALENTO-991000466079707536 |
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Bouleau, Nicolas
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| London : Springer, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Fluctuations in Markov processes : time symmetry and martingale approximation / Tomasz Komorowski, Claudio Landim, Stefano Olla
| Fluctuations in Markov processes : time symmetry and martingale approximation / Tomasz Komorowski, Claudio Landim, Stefano Olla |
| Autore | Komorowski, Tomasz |
| Pubbl/distr/stampa | Heidelberg [Germany] ; New York : Springer, c2012 |
| Descrizione fisica | xvii, 491 p. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Landim, Claudioauthor
Olla, Stefanoauthor |
| Collana | Grundlehren der mathematischen Wissenschaften = A series of comprehensive studies in mathematics, 0072-7830 ; 345 |
| Soggetto topico |
Markov processes - Mathematical models
Fluctuations (Physics) - Mathematical models Martingales (Mathematics) Central limit theorem |
| ISBN | 9783642298790 |
| Classificazione |
AMS 60G05
AMS 60K35 AMS 60H25 LC QA274.7.K658 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001900309707536 |
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Komorowski, Tomasz
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| Heidelberg [Germany] ; New York : Springer, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Fractional brownian motion : approximations and projections / / Oksana Banna, [and three others]
| Fractional brownian motion : approximations and projections / / Oksana Banna, [and three others] |
| Autore | Banna Oksana |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : ISTE : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (293 pages) |
| Disciplina | 530.475 |
| Soggetto topico |
Brownian motion processes
Martingales (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-47677-1
1-119-61033-8 1-119-61034-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555094403321 |
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Banna Oksana
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| Hoboken, New Jersey : , : ISTE : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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