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An Introduction to Probability and Stochastic Processes / Marc A. Berger
| An Introduction to Probability and Stochastic Processes / Marc A. Berger |
| Autore | Berger, Marc A. |
| Pubbl/distr/stampa | New York [etc.], : Springer, 1993 |
| Descrizione fisica | xii, 205 p. : ill. ; 24 cm |
| Soggetto topico |
47A35 - Ergodic theory of linear operators [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] |
| Soggetto non controllato |
Ergodic theory
Ergodicity Jump Processes Law of large numbers Markov Chains Normal distributions Poisson processes Random variables Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00291246 |
Berger, Marc A.
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| New York [etc.], : Springer, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Electricity derivatives / René Aïd
| Electricity derivatives / René Aïd |
| Autore | Aid, René |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIV, 97 p. : ill. ; 24 cm |
| Soggetto topico |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Electricity Derivatives
Jump Processes Power Plants Quantitative Finance Swing Options Tolling Contracts |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113254 |
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Aid, René
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Electricity derivatives / René Aïd
| Electricity derivatives / René Aïd |
| Autore | Aid, René |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIV, 97 p. : ill. ; 24 cm |
| Soggetto topico |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Electricity Derivatives
Jump Processes Power Plants Quantitative Finance Swing Options Tolling Contracts |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113254 |
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Aid, René
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi
| Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi |
| Autore | Kohatsu-Higa, Arturo |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xix, 355 p. ; 24 cm |
| Altri autori (Persone) | Takeuchi, Atsushi |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus of variations
Densities of random variables Integration by parts Jump Processes Partial differential equations Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127315 |
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Kohatsu-Higa, Arturo
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| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi
| Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi |
| Autore | Kohatsu-Higa, Arturo |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xix, 355 p. ; 24 cm |
| Altri autori (Persone) | Takeuchi, Atsushi |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus of variations
Densities of random variables Integrations Jump Processes Partial Differential Equations Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127315 |
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Kohatsu-Higa, Arturo
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| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Markov Chains / David Freedman
| Markov Chains / David Freedman |
| Autore | Freedman, David |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xiv, 382 p. : ill. ; 24 cm |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Chains Jump Processes Markov Markov Chains Markov property Martingales Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268608 |
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Freedman, David
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| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Markov Chains / David Freedman
| Markov Chains / David Freedman |
| Autore | Freedman, David |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xiv, 382 p. : ill. ; 24 cm |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60Jxx - Markov processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Chains Jump Processes Markov Markov Chains Markov property Martingales Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268608 |
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Freedman, David
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| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Analysis and Related Topics 6. : Proceedings of the Sixth Oslo—Silivri Workshop Geilo, 1996 / L. Decreusefond [et al.] editors]
| Stochastic Analysis and Related Topics 6. : Proceedings of the Sixth Oslo—Silivri Workshop Geilo, 1996 / L. Decreusefond [et al.] editors] |
| Pubbl/distr/stampa | Boston, : Springer, : Birkhäuser, 1998 |
| Descrizione fisica | vi, 409 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Boundary Value Problems
Jump Processes Parameters Probability Theory Stochastic Calculus Stochastic differential equations Variation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298111 |
| Boston, : Springer, : Birkhäuser, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic analysis in discrete and continuous settings : with normal martingales / Nicolas Privault
| Stochastic analysis in discrete and continuous settings : with normal martingales / Nicolas Privault |
| Autore | Privault, Nicolas |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | IX, 310 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
Continuous stochastic process Jump Processes Malliavin Calculus Martingales Normal martingales Poisson process Stochastic Analysis Stochastic processes |
| ISBN | 978-36-420-2379-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0075706 |
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Privault, Nicolas
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| Berlin, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic analysis in discrete and continuous settings : with normal martingales / Nicolas Privault
| Stochastic analysis in discrete and continuous settings : with normal martingales / Nicolas Privault |
| Autore | Privault, Nicolas |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | IX, 310 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
Continuous stochastic process Jump Processes Malliavin Calculus Martingales Normal martingales Poisson process Stochastic Analysis Stochastic processes |
| ISBN | 978-36-420-2379-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00075706 |
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Privault, Nicolas
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| Berlin, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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