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Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114495 |
Le Gall, Jean-François
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Schramm–Loewner Evolution / Antti Kemppainen
| 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 |
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Kemppainen, Antti
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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