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Continuous Parameter Markov Processes and Stochastic Differential Equations / Rabi Bhattacharya, Edward C. Waymire
| Continuous Parameter Markov Processes and Stochastic Differential Equations / Rabi Bhattacharya, Edward C. Waymire |
| Autore | Bhattacharya, Rabi |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xv, 506 p. : ill. ; 24 cm |
| Altri autori (Persone) | Waymire, Edward C. |
| Soggetto non controllato |
Central Limit Theorem
Hille-Yoshida theorem Infinitely divisible distributions Jump phenomena Lévy processes Markov processes with jumps Markov property Semigroups |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278768 |
Bhattacharya, Rabi
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.]
| Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.] |
| Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
| Descrizione fisica | XVI, 224 p. : ill. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Soggetto non controllato |
First passage problem
Infinitely divisible distributions Reflected Lévy process Self-similar Lévy process Selfdecomposable distributions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters V. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0105347 |
| Cham [etc.], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Tempered stable distributions : stochastic models for multiscale processes / Michael Grabchak
| Tempered stable distributions : stochastic models for multiscale processes / Michael Grabchak |
| Autore | Grabchak, Michael |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XII, 118 p. ; 24 cm |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] |
| Soggetto non controllato |
Infinitely divisible distributions
Lévy processes Quantitative Finance Stable Distributions Tempered Heavy Tails Tempered Stable Distributions Weak convergence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115415 |
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Grabchak, Michael
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| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors
| The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XVIII, 527 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B30 - Festschriften [MSC 2020] 62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Barndorff-Nielsen
Exponential Families Financial Econometrics Infinitely divisible distributions Lévy processes Mathematical Finance Quantitative Finance Risk Measurement Statistics of Stochastic Processes Stochastic Analysis Stochastic Partial Differential Equations Time series Turbulence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115421 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato
| Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato |
| Autore | Rocha-Arteaga, Alfonso |
| Edizione | [Rev. Ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | viii, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sato, Ken-Iti |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
| Soggetto non controllato |
Cone-parameter Lévy processes
Cone-parameter convolution semigroups Infinitely divisible distributions Lamperti transformation Lévy processes Ornstein--Uhlenbeck type processes Selfdecomposable distributions Selfsimilar additive processes Stochastic integral respect to Lévy processes Subordination |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127227 |
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Rocha-Arteaga, Alfonso
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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