1.: From classical probability to quantum stochastic calculus / David Applebaum ... [et al.] ; Michael Schürmann, Uwe Franz editors |
Pubbl/distr/stampa | Berlin, : Springer, 2005 |
Descrizione fisica | XVIII, 299 p. ; 24 cm |
Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
81S25 - Quantum stochastic calculus [MSC 2020] 46L60 - Applications of selfadjoint operator algebras to physics [MSC 2020] 58B32 - Geometry of quantum groups [MSC 2020] 47A20 - Dilations, extensions, compressions of linear operators [MSC 2020] 16Txx - Hopf algebras, quantum groups and related topics [MSC 2020] |
Soggetto non controllato |
Compressions and dilations
Lévy processes Mathematical physics Quantum dynamical semigroups Quantum groups Quantum stochastic calculus Stochastic Calculus |
ISBN | 978-35-402-4406-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0059176 |
Berlin, : Springer, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
1.: From classical probability to quantum stochastic calculus / David Applebaum ... [et al.] ; Michael Schürmann, Uwe Franz editors |
Pubbl/distr/stampa | Berlin, : Springer, 2005 |
Descrizione fisica | XVIII, 299 p. ; 24 cm |
Soggetto topico |
16Txx - Hopf algebras, quantum groups and related topics [MSC 2020]
46L60 - Applications of selfadjoint operator algebras to physics [MSC 2020] 47A20 - Dilations, extensions, compressions of linear operators [MSC 2020] 58B32 - Geometry of quantum groups [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 81S25 - Quantum stochastic calculus [MSC 2020] |
Soggetto non controllato |
Compressions and dilations
Lévy processes Mathematical physics Quantum dynamical semigroups Quantum groups Quantum stochastic calculus Stochastic Calculus |
ISBN | 978-35-402-4406-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00059176 |
Berlin, : Springer, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
2.: Structure of quantum Lévy processes, classical probability, and physics / Ole E. Barndorff-Nielsen ... [et al.] ; editors: Michael Schürmann, Uwe Franz |
Pubbl/distr/stampa | Berlin, : Springer, 2006 |
Descrizione fisica | XV, 340 p. ; 24 cm |
Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
81S25 - Quantum stochastic calculus [MSC 2020] 46L60 - Applications of selfadjoint operator algebras to physics [MSC 2020] 58B32 - Geometry of quantum groups [MSC 2020] 47A20 - Dilations, extensions, compressions of linear operators [MSC 2020] 16Txx - Hopf algebras, quantum groups and related topics [MSC 2020] |
Soggetto non controllato |
Algebra
Calculus Compressions and dilations Lévy processes Markov Processes Mathematical physics Quantum dynamical semigroups Quantum groups Quantum stochastic calculus Random Walks Stochastic Calculus |
ISBN | 978-35-402-4407-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0059181 |
Berlin, : Springer, 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
2.: Structure of quantum Lévy processes, classical probability, and physics / Ole E. Barndorff-Nielsen ... [et al.] ; editors: Michael Schürmann, Uwe Franz |
Pubbl/distr/stampa | Berlin, : Springer, 2006 |
Descrizione fisica | XV, 340 p. ; 24 cm |
Soggetto topico |
16Txx - Hopf algebras, quantum groups and related topics [MSC 2020]
46L60 - Applications of selfadjoint operator algebras to physics [MSC 2020] 47A20 - Dilations, extensions, compressions of linear operators [MSC 2020] 58B32 - Geometry of quantum groups [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 81S25 - Quantum stochastic calculus [MSC 2020] |
Soggetto non controllato |
Algebra
Calculus Compressions and dilations Lévy processes Markov Processes Mathematical physics Quantum dynamical semigroups Quantum groups Quantum stochastic calculus Random Walks Stochastic Calculus |
ISBN | 978-35-402-4407-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00059181 |
Berlin, : Springer, 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
A Lifetime of Excursions Through Random Walks and Lévy Processes : A Volume in Honour of Ron Doney’s 80th Birthday / Loïc Chaumont, Andreas E. Kyprianou editors |
Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
Descrizione fisica | vi, 355 p. : ill. ; 24 cm |
Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 00B30 - Festschriften [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] |
Soggetto non controllato |
Diffusions
Fluctuation theory Lévy processes Probability Random Walks Ron Doney |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0274345 |
Cham, : Birkhäuser, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
A Lifetime of Excursions Through Random Walks and Lévy Processes : A Volume in Honour of Ron Doney’s 80th Birthday / Loïc Chaumont, Andreas E. Kyprianou editors |
Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
Descrizione fisica | vi, 355 p. : ill. ; 24 cm |
Soggetto topico |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
00B30 - Festschriften [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] |
Soggetto non controllato |
Diffusions
Fluctuation theory Lévy processes Probability Random Walks Ron Doney |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00274345 |
Cham, : Birkhäuser, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen, Ole E. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E. | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen, Ole E. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G60 - Random fields [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] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124560 |
Barndorff-Nielsen, Ole E. | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
Autore | Capasso, Vincenzo <1945- > |
Edizione | [4. ed] |
Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
Descrizione fisica | xxi, 560 p. : ill. ; 24 cm |
Altri autori (Persone) | Bakstein, David |
Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0274353 |
Capasso, Vincenzo <1945- > | ||
Cham, : Birkhäuser, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
Autore | Capasso, Vincenzo <1945- > |
Edizione | [4. ed] |
Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
Descrizione fisica | xxi, 560 p. : ill. ; 24 cm |
Altri autori (Persone) | Bakstein, David |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G05 - Foundations of stochastic processes [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] |
Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00274353 |
Capasso, Vincenzo <1945- > | ||
Cham, : Birkhäuser, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|