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In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.)
| In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | VIII, 417 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
Brownian bridge Calculus Diffusion Processes Dirichlet process Filtration Local martingale Lévy processes Martingales Mathematical Finance Ornstein-Uhlenbeck process Quantitative Finance Semimartingales Sets Stochastic Calculus |
| ISBN | 978-35-403-0994-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0057413 |
| Berlin, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.)
| In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | VIII, 417 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
Brownian bridge Calculus Diffusion Processes Dirichlet process Filtration Local martingale Lévy processes Martingales Mathematical Finance Ornstein-Uhlenbeck process Quantitative Finance Semimartingales Sets Stochastic Calculus |
| ISBN | 978-35-403-0994-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00057413 |
| Berlin, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Markov processes from K. Itô's perspective / / Daniel W. Stroock
| Markov processes from K. Itô's perspective / / Daniel W. Stroock |
| Autore | Stroock Daniel W. |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 519.2/33 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Markov processes
Stochastic difference equations |
| Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
| ISBN |
0-691-11542-7
1-4008-3557-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
| Record Nr. | UNINA-9910791958803321 |
Stroock Daniel W.
|
||
| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Markov processes from K. Itô's perspective / / Daniel W. Stroock
| Markov processes from K. Itô's perspective / / Daniel W. Stroock |
| Autore | Stroock Daniel W. |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 519.2/33 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Markov processes
Stochastic difference equations |
| Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
| ISBN |
0-691-11542-7
1-4008-3557-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
| Record Nr. | UNINA-9910809577703321 |
|
Stroock Daniel W.
|
||
| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering / Boris L. Rozovsky, Sergey V. Lototsky
| Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering / Boris L. Rozovsky, Sergey V. Lototsky |
| Autore | Rozovsky, Boris L. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xvi, 330 p. : ill. ; 24 cm |
| Altri autori (Persone) | Lototsky, Sergey V. |
| Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] |
| Soggetto non controllato |
Backward diffusion equation
Boundary Value Problems Chaos solution of parabolic equations Diffusion Processes Extrapolation Filtering problem Hormander's condition in filtering Interpolation Local martingale Markov property Martingales Partial differential equations Sobolev spaces Stochastic characteristics Stochastic integration in Hilbert spaces |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125009 |
|
Rozovsky, Boris L.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering / Boris L. Rozovsky, Sergey V. Lototsky
| Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering / Boris L. Rozovsky, Sergey V. Lototsky |
| Autore | Rozovsky, Boris L. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xvi, 330 p. : ill. ; 24 cm |
| Altri autori (Persone) | Lototsky, Sergey V. |
| Soggetto topico |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Backward diffusion equation
Boundary Value Problems Chaos solution of parabolic equations Diffusion Processes Extrapolation Filtering problem Hormander's condition in filtering Interpolation Local martingale Markov property Martingales Partial differential equations Sobolev spaces Stochastic characteristics Stochastic integration in Hilbert spaces |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00125009 |
|
Rozovsky, Boris L.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Séminaire de probabilités 37. / J. Azema, M. Émery, M. Yor eds
| Séminaire de probabilités 37. / J. Azema, M. Émery, M. Yor eds |
| Pubbl/distr/stampa | Berlin, : Springer, 2003 |
| Descrizione fisica | XIV, 446 p. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] |
| Soggetto non controllato |
Black-Scholes
Brownian Motions Diffusion Processes Gaussian Measure Local martingale Local time Martingales Probability Rough Paths Stochastic processes |
| ISBN | 978-35-402-0520-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0052038 |
| Berlin, : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Séminaire de probabilités 37. / J. Azema, M. Émery, M. Yor eds
| Séminaire de probabilités 37. / J. Azema, M. Émery, M. Yor eds |
| Pubbl/distr/stampa | Berlin, : Springer, 2003 |
| Descrizione fisica | XIV, 446 p. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] 60Jxx - Markov processes [MSC 2020] |
| Soggetto non controllato |
Black-Scholes
Brownian Motions Diffusion Processes Gaussian Measure Local martingale Local time Martingales Probability Rough Paths Stochastic processes |
| ISBN | 978-35-402-0520-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00052038 |
| Berlin, : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.]
| Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2008 |
| Descrizione fisica | IX, 462 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Càdlàg Financial probability Fractional Brownian motion Law of the iterated logarithm Local martingale Local time Lévy processes Markov Kernel Markov additive process Martingales Matrix theory Quadratic variation Random Walks Stochastic processes |
| ISBN | 978-35-407-7912-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0065634 |
| Berlin, : Springer, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.]
| Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2008 |
| Descrizione fisica | IX, 462 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Càdlàg Financial probability Fractional Brownian motion Law of the iterated logarithm Local martingale Local time Lévy processes Markov Kernel Markov additive process Martingales Matrix theory Quadratic variation Random Walks Stochastic processes |
| ISBN | 978-35-407-7912-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00065634 |
| Berlin, : Springer, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||