Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
A basic course in probability theory / Rabi Bhattacharya, Edward C. Waymire
| A basic course in probability theory / Rabi Bhattacharya, Edward C. Waymire |
| Autore | Bhattacharya, Rabi |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XII, 265 p. ; 24 cm |
| Altri autori (Persone) | Waymire, Edward C. |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Conditional expectation Conditional probability Markov Processes Martingales Probability Weak convergence Zero-one laws |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114242 |
Bhattacharya, Rabi
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An Introduction to the Theory of Large Deviations / D. W. Stroock
| An Introduction to the Theory of Large Deviations / D. W. Stroock |
| Autore | Stroock, Daniel W. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
| Descrizione fisica | vii, 196 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60F10 - Large deviations [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] |
| Soggetto non controllato |
Big difference
Boundary Element Methods Brownian Motion Deviations Excel Identification Language Logarithms Mathematics Organization Sets Shapes attributes large |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268644 |
|
Stroock, Daniel W.
|
||
| New York, : Springer-Verlag, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Analytic and probabilistic approaches to dynamics in negative curvature / Françoise Dal'Bo, Marc Peigné, Andrea Sambusetti editors
| Analytic and probabilistic approaches to dynamics in negative curvature / Françoise Dal'Bo, Marc Peigné, Andrea Sambusetti editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XI, 138 p. : ill. ; 24 cm |
| Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
60G42 - Martingales with discrete parameter [MSC 2020] 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Central Limit Theorem Fuchsian group Hyperbolic dynamics Ruelle-Pollicott resonances |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103352 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Approximating Countable Markov Chains / David Freedman
| Approximating Countable Markov Chains / David Freedman |
| Autore | Freedman, David |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xii, 140 p. : ill. ; 24 cm |
| Soggetto non controllato |
Brownian Motion
Chains Markov Markov Chains |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268563 |
|
Freedman, David
|
||
| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 151 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps Ergodicity Functional stochastic differential equation Invariant measure Jump process Long-term return Ordinary differential equations Two-factor model Uniform large deviation principle |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114458 |
|
Bao, Jianhai
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche
| Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche |
| Autore | Lerche, Hans R. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1986 |
| Descrizione fisica | v, 143 p. ; 24 cm |
| Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 62-XX - Statistics [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] 62L10 - Sequential statistical analysis [MSC 2020] |
| Soggetto non controllato |
Approximation
Brownian Motion Construction Derivation Distribution Equations Functions Fusion Law of the iterated logarithm Likelihood Logarithms Models Statistics Themes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268853 |
|
Lerche, Hans R.
|
||
| New York, : Springer-Verlag, 1986 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Boundary Theory for Symmetric Markov Processes / Martin L. Silverstein
| Boundary Theory for Symmetric Markov Processes / Martin L. Silverstein |
| Autore | Silverstein, Martin L. |
| Pubbl/distr/stampa | Berlin, : Springer, 1976 |
| Descrizione fisica | xvi, 313 p. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60J50 - Boundary theory for Markov processes [MSC 2020] |
| Soggetto non controllato |
Boundary Value Problems
Brownian Motion Markov Processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0256806 |
|
Silverstein, Martin L.
|
||
| Berlin, : Springer, 1976 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Brownian motion / T. Hida ; translated by the author and T. P. Speed
| Brownian motion / T. Hida ; translated by the author and T. P. Speed |
| Autore | Hida, Takeyuki |
| Pubbl/distr/stampa | New York, : Springer, 1980 |
| Descrizione fisica | XVI, 325 p. : ill. ; 24 cm |
| Soggetto non controllato |
Brownian Motion
Gaussian distribution Martingales Probability distribution Probability spaces Random variables Stochastic processes Variance random measure |
| ISBN | 03-87904-39-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0048622 |
|
Hida, Takeyuki
|
||
| New York, : Springer, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Brownian motion / T. Hida ; translated by the author and T. P. Speed
| Brownian motion / T. Hida ; translated by the author and T. P. Speed |
| Autore | Hida, Takeyuki |
| Pubbl/distr/stampa | New York, : Springer, 1980 |
| Descrizione fisica | xvi, 325 p. : ill. ; 24 cm |
| Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Gaussian distribution Martingales Probability distribution Probability spaces Random variables Stochastic processes Variance random measure |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0268315 |
|
Hida, Takeyuki
|
||
| New York, : Springer, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
| Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher |
| Autore | Schilling René L |
| Pubbl/distr/stampa | Berlin ; ; Boston, : De Gruyter, c2012 |
| Descrizione fisica | 1 online resource (396 p.) |
| Disciplina | 519.2/33 |
| Altri autori (Persone) |
PartzschLothar <1945->
BöttcherBjörn |
| Collana | De Gruyter graduate |
| Soggetto topico |
Brownian motion processes
Stochastic processes |
| Soggetto non controllato |
Brownian Motion
Numerical Simulation Stochastic Calculus Stochastic Process |
| ISBN |
1-283-85795-2
3-11-027898-7 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- Dependence chart -- Index of notation -- Chapter 1. Robert Brown's new thing -- Chapter 2. Brownian motion as a Gaussian process -- Chapter 3. Constructions of Brownian motion -- Chapter 4. The canonical model -- Chapter 5. Brownian motion as a martingale -- Chapter 6. Brownian motion as a Markov process -- Chapter 7. Brownian motion and transition semigroups -- Chapter 8. The PDE connection -- Chapter 9. The variation of Brownian paths -- Chapter 10. Regularity of Brownian paths -- Chapter 11. The growth of Brownian paths -- Chapter 12. Strassen's Functional Law of the Iterated Logarithm -- Chapter 13. Skorokhod representation -- Chapter 14. Stochastic integrals: L2-Theory -- Chapter 15. Stochastic integrals: beyond L2T -- Chapter 16. Itô's formula -- Chapter 17. Applications of Itô's formula -- Chapter 18. Stochastic differential equations -- Chapter 19. On diffusions -- Chapter 20. Simulation of Brownian motion / Böttcher, Björn -- Appendix -- Index |
| Record Nr. | UNINA-9910790493303321 |
|
Schilling René L
|
||
| Berlin ; ; Boston, : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
