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Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
| Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis |
| Autore | Budhiraja, Amarjit |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | xix, 574 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dupuis, Paul |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Discrete time processes
Large Deviation Principle Large deviations Moderate deviation Monte Carlo Approximation Rare events Relative Entropy Representation formulas Stochastic Analysis Weak convergence Weak convergence methods |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127404 |
Budhiraja, Amarjit
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| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
| Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis |
| Autore | Budhiraja, Amarjit |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | xix, 574 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dupuis, Paul A. |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
60F10 - Large deviations [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Discrete time processes
Large Deviation Principle Large deviations Moderate deviation Monte Carlo Approximation Rare events Relative Entropy Representation formulas Stochastic Analysis Weak convergence Weak convergence methods |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127404 |
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Budhiraja, Amarjit
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| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Big queues / Ayalvadi Ganesh, Neil O'Connell, Damon Wischik
| Big queues / Ayalvadi Ganesh, Neil O'Connell, Damon Wischik |
| Autore | Ganesh, Ayalvadi |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | XI, 254 p. ; 24 cm |
| Altri autori (Persone) |
O'Connell, Neil
Wischik, Damon |
| Soggetto topico |
90Bxx - Operations research and management science [MSC 2020]
60Kxx - Special processes [MSC 2020] |
| Soggetto non controllato |
Applied probability
Large deviations Power Queues Rang |
| ISBN | 978-35-402-0912-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0044635 |
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Ganesh, Ayalvadi
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| Berlin, : Springer, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Big queues / Ayalvadi Ganesh, Neil O'Connell, Damon Wischik
| Big queues / Ayalvadi Ganesh, Neil O'Connell, Damon Wischik |
| Autore | Ganesh, Ayalvadi |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | XI, 254 p. ; 24 cm |
| Altri autori (Persone) |
O'Connell, Neil
Wischik, Damon |
| Soggetto topico |
60Kxx - Special processes [MSC 2020]
90Bxx - Operations research and management science [MSC 2020] |
| Soggetto non controllato |
Applied probability
Large deviations Power Queues Rang |
| ISBN | 978-35-402-0912-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00044635 |
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Ganesh, Ayalvadi
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| Berlin, : Springer, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Ecole d'Ete de Probabilites de Saint-Flour : XX 1990 / Mark I. Freidlin, Jean-François Gall ; Editor: P.-L. Hennequin
| Ecole d'Ete de Probabilites de Saint-Flour : XX 1990 / Mark I. Freidlin, Jean-François Gall ; Editor: P.-L. Hennequin |
| Autore | Freidlin, Mark I. |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer-Verlag, 1992 |
| Descrizione fisica | 244 p. ; 24 cm |
| Altri autori (Persone) | Le Gall, Jean-François |
| Soggetto topico |
35A25 - Other special methods applied to PDEs [MSC 2020]
35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] 35C20 - Asymptotic expansions of solutions to PDEs [MSC 2020] 35K55 - Nonlinear parabolic equations [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Differential equations Large deviations Limit Theorems Partial Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione |
eng
fre |
| Altri titoli varianti | Ecole d'Ete de Probabilites de Saint-Flour : 20. 1990 |
| Record Nr. | UNICAMPANIA-VAN00289362 |
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Freidlin, Mark I.
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| Berlin ; Heidelberg, : Springer-Verlag, 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Large deviations / Jean-Dominique Deuschel, Daniel W. Stroock
| Large deviations / Jean-Dominique Deuschel, Daniel W. Stroock |
| Autore | Deuschel, Jean-Dominique |
| Pubbl/distr/stampa | Boston [etc.] : Academic Press, c1989 |
| Descrizione fisica | xiv, 307 p. ; 24 cm |
| Disciplina | 519.534 |
| Collana | Pure and applied mathematics |
| Soggetto non controllato |
Large deviations
Processi di markov |
| ISBN | 0-12-213150-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990001438060403321 |
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Deuschel, Jean-Dominique
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| Boston [etc.] : Academic Press, c1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
| Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | IX, 590 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Asymptotic methods
Implied volatility Large deviations Mathematical Finance Option pricing Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113266 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors
| Large deviations and asymptotic methods in finance / Peter K. Friz ... [et al.] editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | IX, 590 p. : ill. ; 24 cm |
| Soggetto topico |
60F10 - Large deviations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Asymptotic methods
Implied volatility Large deviations Mathematical Finance Option pricing Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113266 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Large deviations for random graphs : école d'été de probabilités de Saint-Flour XLV-2015 / Sourav Chatterjee
| Large deviations for random graphs : école d'été de probabilités de Saint-Flour XLV-2015 / Sourav Chatterjee |
| Autore | Chattarjee, Sourav |
| Pubbl/distr/stampa | [Cham], : Springer, 2017 |
| Descrizione fisica | XI, 167 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Combinatorics
Erdos-Renyi graph Exponential random graph Graph limit theory Graphon Large deviations Random graphs |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0110720 |
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Chattarjee, Sourav
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| [Cham], : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Large deviations for random graphs : école d'été de probabilités de Saint-Flour XLV-2015 / Sourav Chatterjee
| Large deviations for random graphs : école d'été de probabilités de Saint-Flour XLV-2015 / Sourav Chatterjee |
| Autore | Chattarjee, Sourav |
| Pubbl/distr/stampa | [Cham], : Springer, 2017 |
| Descrizione fisica | XI, 167 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Combinatorics
Erdos-Renyi graph Exponential random graph Graph limit theory Graphon Large deviations Random graphs |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00110720 |
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Chattarjee, Sourav
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| [Cham], : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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