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A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha
| A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | XI, 216 p. ; 24 cm |
| Soggetto topico | 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Geometric measure theory and fractals
Interacting particle systems Malliavin Calculus Measure Theory Partial differential equations Stochastic Analysis Stochastic Partial Differential Equations Wave equations |
| ISBN | 978-35-408-5993-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0068220 |
| Berlin, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha
| A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | XI, 216 p. ; 24 cm |
| Soggetto topico | 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Geometric measure theory and fractals
Interacting particle systems Malliavin Calculus Measure Theory Partial Differential Equations Stochastic Analysis Stochastic Partial Differential Equations Wave equations |
| ISBN | 978-35-408-5993-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00068220 |
| Berlin, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis
| Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis |
| Autore | Bouleau, Nicolas |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XVIII, 323 p. : ill. ; 24 cm |
| Altri autori (Persone) | Denis, Laurent |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60J45 - Probabilistic potential theory [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G57 - Random measures [MSC 2020] |
| Soggetto non controllato |
Dirichlet forms
Lent particle method Lévy processes Malliavin Calculus Random Poisson measures |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113892 |
Bouleau, Nicolas
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dirichlet forms meth...
Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis
| Dirichlet forms methods for poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis |
| Autore | Bouleau, Nicolas |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XVIII, 323 p. : ill. ; 24 cm |
| Altri autori (Persone) | Denis, Laurent |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G57 - Random measures [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J45 - Probabilistic potential theory [MSC 2020] |
| Soggetto non controllato |
Dirichlet forms
Lent particle method Lévy processes Malliavin Calculus Random Poisson measures |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113892 |
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Bouleau, Nicolas
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dirichlet forms meth...
Introduction to stochastic analysis and Malliavin calculus / Giuseppe Da Prato
| Introduction to stochastic analysis and Malliavin calculus / Giuseppe Da Prato |
| Autore | Da Prato, Giuseppe |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Pisa, : Edizioni della Normale, 2014 |
| Descrizione fisica | XVII, 279 p. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Feynman-Kac semigroup Gaussian Measure Malliavin Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104345 |
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Da Prato, Giuseppe
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| Pisa, : Edizioni della Normale, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to stoc...
Introduction to stochastic analysis and Malliavin calculus / Giuseppe Da Prato
| Introduction to stochastic analysis and Malliavin calculus / Giuseppe Da Prato |
| Autore | Da Prato, Giuseppe |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Pisa, : Edizioni della Normale, 2014 |
| Descrizione fisica | XVII, 279 p. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Feynman-Kac semigroup Gaussian Measure Malliavin Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00104345 |
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Da Prato, Giuseppe
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| Pisa, : Edizioni della Normale, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Introduction to stoc...
Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond
| Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond |
| Autore | Decreusefond, Laurent |
| Pubbl/distr/stampa | Cham, : Bocconi University, : Springer, 2022 |
| Descrizione fisica | xi, 172 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Fractional Brownian motion Malliavin Calculus Malliavin Gradient Poisson process Stein's method Wiener chaos Wiener space |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278129 |
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Decreusefond, Laurent
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| Cham, : Bocconi University, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Selected Topics in M...
Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond
| Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond |
| Autore | Decreusefond, Laurent |
| Pubbl/distr/stampa | Cham, : Bocconi University, : Springer, 2022 |
| Descrizione fisica | xi, 172 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Fractional Brownian motion Malliavin Calculus Malliavin Gradient Poisson process Stein's method Wiener chaos Wiener space |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278129 |
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Decreusefond, Laurent
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| Cham, : Bocconi University, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Selected Topics in M...
Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida
| Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida |
| Autore | Iacus, Stefano M. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 268 p. : ill. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 68N15 - Theory of programming languages [MSC 2020] |
| Soggetto non controllato |
Adaptive Bayes estimation
Asynchronous covariance estimation Brownian Motions CARMA COGARCH CRAN Computational statistics Hypotheses testing LASSO model selection Lead-lag estimation Levy Lévy processes Malliavin Calculus Quasi maximum likelihood estimation R language Simulation and inference for stochastic processes Stochastic differential equations Structural change point analysis Wiener process YUIMA |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124995 |
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Iacus, Stefano M.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Simulation and Infer...
Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida
| Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes / Stefano M. Iacus, Nakahiro Yoshida |
| Autore | Iacus, Stefano M. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 268 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 68N15 - Theory of programming languages [MSC 2020] |
| Soggetto non controllato |
Adaptive Bayes estimation
Asynchronous covariance estimation Brownian Motions CARMA COGARCH CRAN Computational statistics Hypotheses testing LASSO model selection Lead-lag estimation Levy Lévy processes Malliavin Calculus Quasi maximum likelihood estimation R language Simulation and inference for stochastic processes Stochastic differential equations Structural change point analysis Wiener process YUIMA |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124995 |
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Iacus, Stefano M.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Simulation and Infer...
