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 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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New York, : Springer-Verlag, 1983 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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New York, : Springer-Verlag, 1983 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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New York, : Springer, 1991 [stampa 1994] | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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New York, : Springer, 1991 [stampa 1994] | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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New York, : Springer, 1988 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
|
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
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New York, : Springer, 1988 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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Berlin, : Springer, 2006 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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Berlin, : Springer, 2006 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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