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 | ||
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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 |
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 |
Antonov, Alexandre
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Cham, : Springer, 2019 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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 |
Roynette, Bernard
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Berlin, : Springer, 2009 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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 |
Kemppainen, Antti
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Cham, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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