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Analytical Methods in Probability Theory : Proceedings of the Conference Held at Oberwolfach, Germany, June 9–14, 1980 / edited by Daniel Dugue, E. Lukacs, V. K. Rohatgi
Analytical Methods in Probability Theory : Proceedings of the Conference Held at Oberwolfach, Germany, June 9–14, 1980 / edited by Daniel Dugue, E. Lukacs, V. K. Rohatgi
Pubbl/distr/stampa Berlin, : Springer, 1981
Descrizione fisica x, 186 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 Branching processes
Local time
Probability
Probability Measures
Probability Theory
Probability calculation
Stochastic processes
Variance
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0261756
Berlin, : Springer, 1981
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Analytical Methods in Probability Theory : Proceedings of the Conference Held at Oberwolfach, Germany, June 9–14, 1980 / edited by Daniel Dugue, E. Lukacs, V. K. Rohatgi
Analytical Methods in Probability Theory : Proceedings of the Conference Held at Oberwolfach, Germany, June 9–14, 1980 / edited by Daniel Dugue, E. Lukacs, V. K. Rohatgi
Pubbl/distr/stampa Berlin, : Springer, 1981
Descrizione fisica x, 186 p. ; 24 cm
Soggetto topico 00Bxx - Conference proceedings and collections of articles [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
Soggetto non controllato Branching processes
Local time
Probability
Probability Measures
Probability Theory
Probability calculation
Stochastic processes
Variance
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00261756
Berlin, : Springer, 1981
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian Motion and Diffusion / David Freedman
Brownian Motion and Diffusion / David Freedman
Autore Freedman, David
Pubbl/distr/stampa New York, : Springer-Verlag, 1983
Descrizione fisica xii, 231 p. : ill. ; 24 cm
Soggetto non controllato Brownian Motion
Diffusion
Diffusion Processes
Law of the iterated logarithms
Local time
Markov Chains
Markov Processes
Martingales
Motion
Variance
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0268568
Freedman, David  
New York, : Springer-Verlag, 1983
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian Motion and Diffusion / David Freedman
Brownian Motion and Diffusion / David Freedman
Autore Freedman, David
Pubbl/distr/stampa New York, : Springer-Verlag, 1983
Descrizione fisica xii, 231 p. : ill. ; 24 cm
Soggetto topico 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60Jxx - Markov processes [MSC 2020]
Soggetto non controllato Brownian Motion
Diffusion
Diffusion Processes
Law of the iterated logarithms
Local time
Markov Chains
Markov Processes
Martingales
Motion
Variance
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00268568
Freedman, David  
New York, : Springer-Verlag, 1983
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Edizione [Repr. of 2. ed]
Pubbl/distr/stampa New York, : Springer, 1991 [stampa 1994]
Descrizione fisica XXIII, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
Soggetto non controllato Brownian Motion
Continuous-time stochastic processes
Differential equations
Filtration
Girsanov theorem
Local time
Markov Processes
Markov property
Martingales
Reflected Brownian motions
Semimartingales
Stochastic Calculus
Stochastic differential equations
Stochastic processes
ISBN 978-03-87976-55-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0055724
Karatzas, Ioannis  
New York, : Springer, 1991 [stampa 1994]
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Edizione [Repr. of 2. ed]
Pubbl/distr/stampa New York, : Springer, 1991 [stampa 1994]
Descrizione fisica XXIII, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motion
Continuous-time stochastic processes
Differential equations
Filtration
Girsanov theorem
Local time
Markov Processes
Markov property
Martingales
Reflected Brownian motions
Semimartingales
Stochastic Calculus
Stochastic differential equations
Stochastic processes
ISBN 978-03-87976-55-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00055724
Karatzas, Ioannis  
New York, : Springer, 1991 [stampa 1994]
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Pubbl/distr/stampa New York, : Springer, 1988
Descrizione fisica xxiii, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
Soggetto non controllato Brownian Motion
Continuous-time stochastic processes
Differential equations
Filtration
Girsanov theorem
Local time
Markov Processes
Markov property
Martingales
Reflected Brownian motions
Semimartingales
Stochastic Calculus
Stochastic differential equations
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0269010
Karatzas, Ioannis  
New York, : Springer, 1988
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Pubbl/distr/stampa New York, : Springer, 1988
Descrizione fisica xxiii, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motion
Continuous-time stochastic processes
Differential equations
Filtration
Girsanov theorem
Local time
Markov Processes
Markov property
Martingales
Reflected Brownian motions
Semimartingales
Stochastic Calculus
Stochastic differential equations
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00269010
Karatzas, Ioannis  
New York, : Springer, 1988
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Combinatorial stochastic processes : école d'eté de probabilites de Saint-Flour XXXII-2002 / J. Pitman ; editor: Jean Picard
Combinatorial stochastic processes : école d'eté de probabilites de Saint-Flour XXXII-2002 / J. Pitman ; editor: Jean Picard
Autore Pitman, Jim
Pubbl/distr/stampa Berlin, : Springer, 2006
Descrizione fisica IX, 256 p. ; 24 cm
Soggetto topico 60J65 - Brownian motion [MSC 2020]
60Cxx - Combinatorial probability [MSC 2020]
60G09 - Exchangeability for stochastic processes [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
Soggetto non controllato Bessel process
Brownian Motions
Brownian bridge
Graphs
Local time
Poisson process
Random Walks
Stochastic processes
ISBN 978-35-403-0990-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0057423
Pitman, Jim  
Berlin, : Springer, 2006
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Combinatorial stochastic processes : école d'eté de probabilites de Saint-Flour XXXII-2002 / J. Pitman ; editor: Jean Picard
Combinatorial stochastic processes : école d'eté de probabilites de Saint-Flour XXXII-2002 / J. Pitman ; editor: Jean Picard
Autore Pitman, Jim
Pubbl/distr/stampa Berlin, : Springer, 2006
Descrizione fisica IX, 256 p. ; 24 cm
Soggetto topico 60Cxx - Combinatorial probability [MSC 2020]
60G09 - Exchangeability for stochastic processes [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
Soggetto non controllato Bessel process
Brownian Motions
Brownian bridge
Graphs
Local time
Poisson process
Random Walks
Stochastic processes
ISBN 978-35-403-0990-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00057423
Pitman, Jim  
Berlin, : Springer, 2006
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui