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Combinatorial stochastic processes : école d'eté de probabilites de Saint-Flour XXXII-2002 / J. Pitman ; editor: Jean Picard
| Combinatorial stochastic processes : école d'eté de probabilites de Saint-Flour XXXII-2002 / J. Pitman ; editor: Jean Picard |
| Autore | Pitman, Jim |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | IX, 256 p. ; 24 cm |
| Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60Cxx - Combinatorial probability [MSC 2020] 60G09 - Exchangeability for stochastic processes [MSC 2020] 60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] |
| Soggetto non controllato |
Bessel process
Brownian Motions Brownian bridge Graphs Local time Poisson process Random Walks Stochastic processes |
| ISBN | 978-35-403-0990-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0057423 |
Pitman, Jim
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| Berlin, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector
| Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians / Alexandre Antonov, Michael Konikov, Michael Spector |
| Autore | Antonov, Alexandre |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | ix, 127 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Konikov, Michael
Spector, Michael |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] |
| Soggetto non controllato |
Bessel process
Interest Rates Options Quantitative Finance SABR Skew Smile Stochastic volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127033 |
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Antonov, Alexandre
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Penalising Brownian paths / Bernard Roynette, Marc Yor
| Penalising Brownian paths / Bernard Roynette, Marc Yor |
| Autore | Roynette, Bernard |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | XII, 275 p. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] |
| Soggetto non controllato |
Bessel process
Brownian Motions Martingales Penalisations Probability Theory |
| ISBN | 978-35-408-9698-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0071089 |
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Roynette, Bernard
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| Berlin, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Schramm–Loewner Evolution / Antti Kemppainen
| Schramm–Loewner Evolution / Antti Kemppainen |
| Autore | Kemppainen, Antti |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | ix, 145 p. : ill. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 82B43 - Percolation [MSC 2020] 60J67 - Stochastic (Schramm-)Loewner evolution (SLE) [MSC 2020] |
| Soggetto non controllato |
Area theorem
Bessel process Brownian Motions Cardy formula Cardy-Smirnov formule Conformal Maps Convergence of Random Curves Ising model Ito's formula Loewner Equation Loewner chains Percolation Poisson Kernel Random Curves SLE Scaling Limits Schramm's principle Schwarz-Christoffel mappings Stochastic intergral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0192955 |
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Kemppainen, Antti
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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