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Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
| Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
| Autore | Karatzas, Ioannis |
| Edizione | [Repr. of 2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1991 [stampa 1994] |
| Descrizione fisica | XXIII, 470 p. : 10 ill. ; 24 cm |
| Altri autori (Persone) | Shreve, Steven E. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Continuous-time stochastic processes Differential equations Filtration Girsanov theorem Local time Markov Processes Markov property Martingales Reflected Brownian motions Semimartingales Stochastic Calculus Stochastic differential equations Stochastic processes |
| ISBN | 978-03-87976-55-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0055724 |
Karatzas, Ioannis
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| New York, : Springer, 1991 [stampa 1994] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
| Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
| Autore | Karatzas, Ioannis |
| Pubbl/distr/stampa | New York, : Springer, 1988 |
| Descrizione fisica | xxiii, 470 p. : 10 ill. ; 24 cm |
| Altri autori (Persone) | Shreve, Steven E. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Continuous-time stochastic processes Differential equations Filtration Girsanov theorem Local time Markov Processes Markov property Martingales Reflected Brownian motions Semimartingales Stochastic Calculus Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0269010 |
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Karatzas, Ioannis
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| New York, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Marginal and Functional Quantization of Stochastic Processes / Harald Luschgy, Gilles Pagès
| Marginal and Functional Quantization of Stochastic Processes / Harald Luschgy, Gilles Pagès |
| Autore | Luschgy, Harald |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xviii, 912 p. : ill. ; 24 cm |
| Altri autori (Persone) | Pagès, Gilles |
| Soggetto non controllato |
Cluster algorithms
Continuous-time stochastic processes Discretization Methods Luschgy Graf Numerical Probability Numerical methods in probability Pages Numerical Probability Random vectors Signal processing Signal transmission Space discretizations Unsupervised learning Vector Quantization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279517 |
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Luschgy, Harald
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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