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Quantum Probability and Applications 3. : Proceedings of a Conference held in Oberwolfach, FRG, January 25-31, 1987 / edited by Luigi Accardi and Wilhelm Waldenfels
| Quantum Probability and Applications 3. : Proceedings of a Conference held in Oberwolfach, FRG, January 25-31, 1987 / edited by Luigi Accardi and Wilhelm Waldenfels |
| Pubbl/distr/stampa | Berlin, : Springer, 1988 |
| Descrizione fisica | viii, 376 p. ; 24 cm |
| Soggetto topico |
46-XX - Functional analysis [MSC 2020]
81-XX - Quantum theory [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Algebra
Calculus Feynman-Kac formula Markov Markov Processes Martingales Mechanics Mixing Models Poisson processes Quadratic variation Stochastic Calculus Stochastic processes Thermodynamics Transformation |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0265158 |
| Berlin, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Quantum Probability and Applications 3. : Proceedings of a Conference held in Oberwolfach, FRG, January 25-31, 1987 / edited by Luigi Accardi and Wilhelm Waldenfels
| Quantum Probability and Applications 3. : Proceedings of a Conference held in Oberwolfach, FRG, January 25-31, 1987 / edited by Luigi Accardi and Wilhelm Waldenfels |
| Pubbl/distr/stampa | Berlin, : Springer, 1988 |
| Descrizione fisica | viii, 376 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
46-XX - Functional analysis [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 81-XX - Quantum theory [MSC 2020] |
| Soggetto non controllato |
Algebra
Calculus Feynman-Kac formula Markov Markov Processes Martingales Mechanics Mixing Models Poisson processes Quadratic variation Stochastic Calculus Stochastic processes Thermodynamics Transformation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00265158 |
| Berlin, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Radically Elementary Probability Theory. (AM-117), Volume 117 / / Edward Nelson
| Radically Elementary Probability Theory. (AM-117), Volume 117 / / Edward Nelson |
| Autore | Nelson Edward |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (109 pages) : illustrations |
| Disciplina | 519.2 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Martingales (Mathematics)
Stochastic processes Probabilities |
| Soggetto non controllato |
Abraham Robinson
Absolute value Addition Algebra of random variables Almost surely Axiom Axiomatic system Borel set Bounded function Cantor's diagonal argument Cardinality Cartesian product Central limit theorem Chebyshev's inequality Compact space Contradiction Convergence of random variables Corollary Correlation coefficient Counterexample Dimension (vector space) Dimension Division by zero Elementary function Estimation Existential quantification Family of sets Finite set Hyperplane Idealization Independence (probability theory) Indicator function Infinitesimal Internal set theory Joint probability distribution Law of large numbers Linear function Martingale (probability theory) Mathematical induction Mathematician Mathematics Measure (mathematics) N0 Natural number Non-standard analysis Norm (mathematics) Orthogonal complement Parameter Path space Predictable process Probability distribution Probability measure Probability space Probability theory Probability Product topology Projection (linear algebra) Quadratic variation Random variable Real number Requirement Scientific notation Sequence Set (mathematics) Significant figures Special case Standard deviation Statistical mechanics Stochastic process Subalgebra Subset Summation Theorem Theory Total variation Transfer principle Transfinite number Trigonometric functions Upper and lower bounds Variable (mathematics) Variance Vector space W0 Wiener process Without loss of generality |
| ISBN | 1-4008-8214-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Table of contents -- Preface -- Acknowledgments -- 1. Random variables -- 2. Algebras of random variables -- 3. Stochastic processes -- 4. External concepts -- 5. Infinitesimals -- 6. External analogues of internal notions -- 7. Properties that hold almost everywhere -- 8. L1 random variables 30 -- 9. The decomposition of a stochastic process -- 10. The total variation of a process -- 11. Convergence of martingales -- 12. Fluctuations of martingales -- 13. Discontinuities of martingales -- 14. The Lindeberg condition -- 15. The maximum of a martingale -- 16. The law of large numbers -- 17. Nearly equivalent stochastic processes -- 18. The de Moivre-Laplace-Lindeberg-Feller-Wiener- Lévy-Doob-Erdös-Kac-Donsker-Prokhorov theorem -- Appendix -- Index |
| Record Nr. | UNINA-9910154754503321 |
Nelson Edward
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.]
| Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2008 |
| Descrizione fisica | IX, 462 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Càdlàg Financial probability Fractional Brownian motion Law of the iterated logarithm Local martingale Local time Lévy processes Markov Kernel Markov additive process Martingales Matrix theory Quadratic variation Random Walks Stochastic processes |
| ISBN | 978-35-407-7912-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0065634 |
| Berlin, : Springer, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.]
| Séminaire de probabilités 41. / Catherine Donati-Martin ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2008 |
| Descrizione fisica | IX, 462 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Càdlàg Financial probability Fractional Brownian motion Law of the iterated logarithm Local martingale Local time Lévy processes Markov Kernel Markov additive process Martingales Matrix theory Quadratic variation Random Walks Stochastic processes |
| ISBN | 978-35-407-7912-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00065634 |
| Berlin, : Springer, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Two-Parameter Martingales and Their Quadratic Variation / Peter Imkeller
| Two-Parameter Martingales and Their Quadratic Variation / Peter Imkeller |
| Autore | Imkeller, Peter |
| Pubbl/distr/stampa | Berlin, : Springer, 1988 |
| Descrizione fisica | iv, 177 p. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 60G60 - Random fields [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] |
| Soggetto non controllato |
Calculus
Martingales Parameter Quadratic variation Stochastic Calculus Variation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0265664 |
|
Imkeller, Peter
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| Berlin, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Two-Parameter Martingales and Their Quadratic Variation / Peter Imkeller
| Two-Parameter Martingales and Their Quadratic Variation / Peter Imkeller |
| Autore | Imkeller, Peter |
| Pubbl/distr/stampa | Berlin, : Springer, 1988 |
| Descrizione fisica | iv, 177 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60G60 - Random fields [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] |
| Soggetto non controllato |
Calculus
Martingales Parameter Quadratic variation Stochastic Calculus Variation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00265664 |
|
Imkeller, Peter
|
||
| Berlin, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||