Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
Autore | Le Gall, Jean-François |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114495 |
Le Gall, Jean-François | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
Autore | Le Gall, Jean-François |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00114495 |
Le Gall, Jean-François | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | ix, 300 p. : ill. ; 24 cm |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Axx - Foundations of probability theory [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
Soggetto non controllato |
BSDEs World Symposium
Enlargement of filtration Filtering Forward Utility Martingale representation Mathematical Finance McKean Equations Option pricing Partial differential equations Path Dependence Quantitative Finance SPDEs Stochastic Controls Uncertainty |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0126881 |
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | ix, 300 p. : ill. ; 24 cm |
Soggetto topico |
60Axx - Foundations of probability theory [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
Soggetto non controllato |
BSDEs World Symposium
Enlargement of filtration Filtering Forward Utility Martingale representation Mathematical Finance McKean Equations Option pricing Partial differential equations Path Dependence Quantitative Finance SPDEs Stochastic Controls Uncertainty |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00126881 |
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Invariant Markov Processes Under Lie Group Actions / Ming Liao |
Autore | Liao, Ming |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xiii, 363 p. ; 24 cm |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60Bxx - Probability theory on algebraic and topological structures [MSC 2020] 57S15 - Compact Lie groups of differentiable transformations [MSC 2020] |
Soggetto non controllato |
Homogeneous spaces
Lie groups Lévy processes Lévy-Khintchine formula Martingale representation Stochastic differential geometry |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124785 |
Liao, Ming | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Invariant Markov Processes Under Lie Group Actions / Ming Liao |
Autore | Liao, Ming |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xiii, 363 p. ; 24 cm |
Soggetto topico |
57S15 - Compact Lie groups of differentiable transformations [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60Bxx - Probability theory on algebraic and topological structures [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Homogeneous spaces
Lie groups Lévy processes Lévy-Khintchine formula Martingale representation Stochastic differential geometry |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124785 |
Liao, Ming | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|