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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 | ||
| 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 | ||
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 |
Benth, Fred Espen
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| Cham, : Springer, 2023 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Processes and Operator Calculus on Quantum Groups / by Uwe Franz and René Schott
| Stochastic Processes and Operator Calculus on Quantum Groups / by Uwe Franz and René Schott |
| Autore | Franz, Uwe |
| Pubbl/distr/stampa | Dordrecht, : Springer, : Kluwer, 1999 |
| Descrizione fisica | vii, 227 p. ; 24 cm |
| Altri autori (Persone) | Schott, René |
| Soggetto non controllato |
Algebraic structures
Calculus Lévy process Mathematical physics Probability Theory Probability distributions Representation Theory Stochastic processes Theoretical Physics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00300118 |
Franz, Uwe
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| Dordrecht, : Springer, : Kluwer, 1999 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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