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Approximations and endomorphism algebras of modules [[electronic resource] /] / Rudiger Gobel, Jan Trlifaj
Approximations and endomorphism algebras of modules [[electronic resource] /] / Rudiger Gobel, Jan Trlifaj
Autore Göbel R (Rüdiger), <1940->
Edizione [2nd rev. and extended ed.]
Pubbl/distr/stampa Berlin ; ; Boston, : De Gruyter, c2012
Descrizione fisica 1 online resource (1002 p.)
Disciplina 512.42
512/.42
Altri autori (Persone) TrlifajJan
Collana De Gruyter expositions in mathematics
Soggetto topico Modules (Algebra)
Moduli theory
Approximation theory
Soggetto non controllato Approximations of Modules
Cotorsion Pair
E-Ring
Endomorphism Algebra
Filtration
Infinite Dimensional Tilting Theory
Prediction Principle
ISBN 1-283-85645-X
3-11-021811-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Introduction -- List of Symbols -- Part I. Some useful classes of modules -- Chapter 1. S-completions -- Chapter 2. Pure-injective modules -- Chapter 3. Mittag-Leffler modules -- Chapter 4. Slender modules -- Part II. Approximations and cotorsion pairs -- Chapter 5. Approximations of modules -- Chapter 6. Complete cotorsion pairs -- Chapter 7. Hill lemma and its applications -- Chapter 8. Deconstruction of the roots of Ext -- Chapter 9. Modules of projective dimension one -- Chapter 10. Kaplansky classes and abstract elementary classes -- Chapter 11. Independence results for cotorsion pairs -- Chapter 12. The lattice of cotorsion pairs -- Part III. Tilting and cotilting approximations -- Chapter 13. Tilting approximations -- Chapter 14. 1-tilting modules and their applications -- Chapter 15. Cotilting classes -- Chapter 16. Tilting and cotilting classes over commutative noetherian rings -- Chapter 17. Tilting approximations and the finitistic dimension conjectures -- Bibliography -- Index -- Part IV Prediction principles -- Chapter 18. Survey of prediction principles using ZFC and more -- Chapter 19. Prediction principles in ZFC: the Black Boxes and others -- Part V. Endomorphism algebras and automorphism groups -- Chapter 20. Realising algebras - by algebraically independent elements and by prediction principles -- Chapter 21. Automorphism groups of torsion-free abelian groups -- Chapter 22. Modules with distinguished submodules -- Chapter 23. R-modules and fields from modules with distinguished submodules -- Chapter 24 Endomorphism algebras of אn-free modules -- Part VI. Modules and rings related to algebraic topology -- Chapter 25. Localisations and cellular covers, the general theory for R-modules -- Chapter 26. Tame and wild localisations of size ≤ 2 ℵ0 -- Chapter 27. Tame cellular covers -- Chapter 28. Wild cellular covers -- Chapter 29. Absolute E-rings -- Part VII. Cellular covers, localisations and E(R)-algebras -- Chapter 30. Large kernels of cellular covers and large localisations -- Chapter 31. Mixed E(R)-modules over Dedekind domains -- Chapter 32. E(R)-modules with cotorsion -- Chapter 33. Generalised E(R)-algebras -- Chapter 34. Some more useful classes of algebras -- Bibliography -- Index
Record Nr. UNINA-9910779314603321
Göbel R (Rüdiger), <1940->  
Berlin ; ; Boston, : De Gruyter, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Basic stochastic processes : a course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak
Basic stochastic processes : a course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak
Autore Brzezniak, Zdzislaw
Pubbl/distr/stampa London, : Springer, 1999
Descrizione fisica X, 225 p. : ill. ; 24 cm
Altri autori (Persone) Zastawniak, Tomasz
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
Soggetto non controllato Brownian Motion
Filtration
Markov Chains
Martingales
Poisson processes
Probability Theory
Random variables
Renewal theory
Stochastic processes
Uniform integrability
ISBN 978-35-407-6175-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00044972
Brzezniak, Zdzislaw  
London, : Springer, 1999
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Basic stochastic processes : a course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak
Basic stochastic processes : a course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak
Autore Brzezniak, Zdzislaw
Pubbl/distr/stampa London, : Springer, 1999
Descrizione fisica X, 225 p. : ill. ; 24 cm
Altri autori (Persone) Zastawniak, Tomasz
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
Soggetto non controllato Brownian Motion
Filtration
Markov Chains
Martingales
Poisson processes
Probability Theory
Random variables
Renewal theory
Stochastic processes
Uniform integrability
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00299880
Brzezniak, Zdzislaw  
London, : Springer, 1999
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Edizione [2. ed]
Pubbl/distr/stampa New York, : Springer, 1998
Descrizione fisica xxiii, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [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-VAN00298457
Karatzas, Ioannis  
New York, : Springer, 1998
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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  
New York, : Springer, 1991 [stampa 1994]
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [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-VAN00055724
Karatzas, Ioannis  
New York, : Springer, 1991 [stampa 1994]
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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
Karatzas, Ioannis  
New York, : Springer, 1988
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [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-VAN00269010
Karatzas, Ioannis  
New York, : Springer, 1988
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.)
In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.)
Pubbl/distr/stampa Berlin, : Springer, 2006
Descrizione fisica VIII, 417 p. ; 24 cm
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
Soggetto non controllato Brownian Motions
Brownian bridge
Calculus
Diffusion Processes
Dirichlet process
Filtration
Local martingale
Lévy processes
Martingales
Mathematical Finance
Ornstein-Uhlenbeck process
Quantitative Finance
Semimartingales
Sets
Stochastic Calculus
ISBN 978-35-403-0994-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0057413
Berlin, : Springer, 2006
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.)
In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.)
Pubbl/distr/stampa Berlin, : Springer, 2006
Descrizione fisica VIII, 417 p. ; 24 cm
Soggetto topico 60Gxx - Stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
Soggetto non controllato Brownian Motions
Brownian bridge
Calculus
Diffusion Processes
Dirichlet process
Filtration
Local martingale
Lévy processes
Martingales
Mathematical Finance
Ornstein-Uhlenbeck process
Quantitative Finance
Semimartingales
Sets
Stochastic Calculus
ISBN 978-35-403-0994-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00057413
Berlin, : Springer, 2006
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui