Stochastic Calculus in Manifolds / Michel Emery ; With an appendix by P. A. Meyer |
Autore | Émery, Michel |
Pubbl/distr/stampa | Berlin, : Springer, 1989 |
Descrizione fisica | x, 151 p. : ill. ; 24 cm |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Christoffel symbols Differential geometry Filtration Local martingales Manifolds Martingales Quadratic variations Riemannian manifolds Semimartingales Stochastic Calculus |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0266001 |
Émery, Michel
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Berlin, : Springer, 1989 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Integrals : Proceedings of the LMS Durham Symposium, July 7-17, 1980 / edited by David Williams |
Pubbl/distr/stampa | Berlin, : Springer, 1981 |
Descrizione fisica | xii, 544 p. ; 24 cm |
Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
Soggetto non controllato |
Bessel processes
Brownian Motions Diffusion Processes Dirichlet processes Integrals Local martingales Markov Processes Martingales Stochastic Integrals |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0261909 |
Berlin, : Springer, 1981 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Séminaire de Probabilités 14. : 1978/79 / Edité par J. Azema et M. Yor |
Pubbl/distr/stampa | Berlin, : Springer, 1980 |
Descrizione fisica | 546 p. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00Bxx - Conference proceedings and collections of articles [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Filtration Local martingales Local time Markov Processes Martingales Probability calculation Semimartingales |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione |
eng
fre |
Record Nr. | UNICAMPANIA-VAN0261688 |
Berlin, : Springer, 1980 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Theory of Martingales / R. Sh. Liptser, A. N. Shiryaev ; Transl. from the Russian by K. Dzjaparidze |
Autore | Liptser, Robert S. |
Pubbl/distr/stampa | Dordrecht, : Kluwer, 1989 |
Descrizione fisica | xiv, 792 p. ; 24 cm |
Altri autori (Persone) | Shiryaev, Albert N. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Adapted processes
Classification Ergodic theory Filtration Law of large numbers Local martingales Markov Processes Martingales Mixing Point processes Probability distribution Quadratic variations Semimartingales Variance finite-dimensional distribution |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0267393 |
Liptser, Robert S.
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Dordrecht, : Kluwer, 1989 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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