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13. Symposium on Probability and Stochastic Processes : UNAM, Mexico, December 4-8, 2017 / Sergio I. López ... [et al.] editors
| 13. Symposium on Probability and Stochastic Processes : UNAM, Mexico, December 4-8, 2017 / Sergio I. López ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2020 |
| Descrizione fisica | ix, 167 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Box-Ball system
Fluctuation theory Free convolution Lévy process Random Walks |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250037 |
| Cham, : Birkhäuser, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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13. Symposium on Probability and Stochastic Processes : UNAM, Mexico, December 4-8, 2017 / Sergio I. López ... [et al.] editors
| 13. Symposium on Probability and Stochastic Processes : UNAM, Mexico, December 4-8, 2017 / Sergio I. López ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2020 |
| Descrizione fisica | ix, 167 p. : ill. ; 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 |
Box-Ball system
Fluctuation theory Free convolution Lévy process Random Walks |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00250037 |
| Cham, : Birkhäuser, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups / Zhen-Qing Chen ... [et al.]
| Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups / Zhen-Qing Chen ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xiii, 139 p. : ill. ; 24 cm |
| Soggetto non controllato |
Dirichlet forms
Group dilation Local Limit Theorem Long range random walk Lévy process Nilpotent groups Weak convergence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279471 |
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups / Zhen-Qing Chen ... [et al.]
| Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups / Zhen-Qing Chen ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xiii, 139 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60B15 - Probability measures on groups or semigroups, Fourier transforms, factorization [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Dirichlet forms
Group dilation Local Limit Theorem Long range random walk Lévy process Nilpotent groups Weak convergence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279471 |
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Risks : Feature Papers 2020
| Risks : Feature Papers 2020 |
| Autore | Steffensen Mogens |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (170 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
medical services’ consumption
lifestyle factors insurance plan structural equation model stock–bond correlation VIX economic policy uncertainty monetary policy uncertainty fiscal policy uncertainty agricultural commodity futures price discovery market reflexivity Hawkes process poisson autoregressive models contagion predictive monitoring information-based asset pricing Lévy processes gamma processes variance gamma processes Brownian bridges gamma bridges nonlinear filtering house price prediction real estate machine learning random forest Lévy process subordination option pricing risk sensitivity stochastic volatility Greeks time-change time series volatility probability-integral transform ARMA model copula |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risks |
| Record Nr. | UNINA-9910557488303321 |
Steffensen Mogens
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective / Fred Espen Benth, Paul Krühner
| Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective / Fred Espen Benth, Paul Krühner |
| Autore | Benth, Fred Espen |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | ix, 250 p. : ill. ; 24 cm |
| Altri autori (Persone) | Krühner, Paul |
| Soggetto topico |
60G60 - Random fields [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B26 - Auctions, bargaining, bidding and selling, and other market models [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Commodity markets
Energy markets Forward pricing Functional Analysis Futures pricing HJM-approach Infinite dimensional stochastic analysis Kriging Lévy process Mathematical Finance Option pricing Risk management Spatial Statistics Spot price Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279055 |
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Benth, Fred Espen
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Processes: Theory and Applications
| Stochastic Processes: Theory and Applications |
| Autore | Korolev Victor |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (216 p.) |
| Soggetto non controllato |
recursive formula
rate of convergence asymptotic approximation parabolic equation processor heating and cooling compound poisson insurance risk model Koksma-Hlawka inequality phase-type service time distribution discrete-time Geo/D/1 queue lower record values Fourier-cosine series retrials state-dependent marked Markovian arrival process queuing network stochastic processes Laplace transform von-Neumann–Ulam scheme Monte Carlo method Lévy process Wiener–Poisson risk model queueing systems quasi-random sequences closed-form solution Cauchy problem product form estimation extreme order statistics guaranteed minimum death benefit valuation multidimensional birth-death process Markovian queueing models survival probability truncated distribution Markovian arrival process inhomogeneous continuous-time Markov chain measure of information option unbiased estimator matrix-geometric solution Dickson–Hipp operator Fourier transform multi-class arrival processes total precipitation volume one dimensional projection random sample size markovian arrival process cumulative inaccuracy mutual information Quasi-Birth-and-Death process limiting characteristics testing statistical hypotheses wet periods compound Poisson risk model time-dependent queue-length probability non-stationary equity-linked death benefits wireless telecommunication networks Fourier cosine series expansion impatience generalized Gerber–Shiu discounted penalty function quasi-Monte Carlo method expected discounted penalty function Nonparametric threshold estimation |
| ISBN | 3-03921-963-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stochastic Processes |
| Record Nr. | UNINA-9910367737703321 |
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Korolev Victor
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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