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Foundations of modern probability / Olav Kallenberg
| Foundations of modern probability / Olav Kallenberg |
| Autore | Kallenberg, Olav |
| Pubbl/distr/stampa | New York, : Springer, 1997 |
| Descrizione fisica | XII, 523 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian motion
Ergodic theory Feller process Gaussian processes Local time Markov Processes Martingales Measure Theory Probability theory Quadratic variations Random Walks Semimartingales Variance Variation |
| ISBN | 978-03-87949-57-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00048863 |
Kallenberg, Olav
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| New York, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Foundations of modern probability / Olav Kallenberg
| Foundations of modern probability / Olav Kallenberg |
| Autore | Kallenberg, Olav |
| Pubbl/distr/stampa | New York, : Springer, 1997 |
| Descrizione fisica | XII, 523 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian motion
Ergodic theory Feller process Gaussian processes Local time Markov Processes Martingales Measure Theory Probability theory Quadratic variations Random Walks Semimartingales Variance Variation |
| ISBN | 978-03-87949-57-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00297739 |
|
Kallenberg, Olav
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||
| New York, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Calculus in Manifolds / Michel Emery ; With an appendix by P. A. Meyer
| Stochastic Calculus in Manifolds / Michel Emery ; With an appendix by P. A. Meyer |
| Autore | Émery, Michel |
| Pubbl/distr/stampa | Berlin, : Springer, 1989 |
| Descrizione fisica | x, 151 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Christoffel symbols Differential geometry Filtration Local martingales Manifolds Martingales Quadratic variations Riemannian manifolds Semimartingales Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0266001 |
|
Émery, Michel
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| Berlin, : Springer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Calculus in Manifolds / Michel Emery ; With an appendix by P. A. Meyer
| Stochastic Calculus in Manifolds / Michel Emery ; With an appendix by P. A. Meyer |
| Autore | Émery, Michel |
| Pubbl/distr/stampa | Berlin, : Springer, 1989 |
| Descrizione fisica | x, 151 p. : ill. ; 24 cm |
| Soggetto topico |
58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian motion
Christoffel Symbols Differential geometry Filtration Local martingales Manifolds Martingales Quadratic variations Riemannian manifolds Semimartingales Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent. The general theory is presented only towards the end of the book, after the reader has been exposed to two particular instances - martingales and Brownian motions - in manifolds. The book also includes new material on non-confluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and non-specialists alike, as a self-contained introductory text or as a compact reference. |
| Record Nr. | UNICAMPANIA-VAN00266001 |
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Émery, Michel
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||
| Berlin, : Springer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Séminaire de Probabilités 23. / Edité par J. Azema, P. A. Meyer et M. Yor
| Séminaire de Probabilités 23. / Edité par J. Azema, P. A. Meyer et M. Yor |
| Pubbl/distr/stampa | Berlin, : Springer, 1989 |
| Descrizione fisica | iv, 583 p. ; 24 cm |
| Soggetto non controllato |
Branching processes
Brownian Motion Brownian excursion Calculus Differential equations Extrema Filtration Markov Processes Martingales Minlos' theorem Quadratic variations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione |
eng
fre |
| Record Nr. | UNICAMPANIA-VAN0265966 |
| Berlin, : Springer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Séminaire de Probabilités 23. / J. Azema, P. A. Meyer et M. Yor (eds.)
| Séminaire de Probabilités 23. / J. Azema, P. A. Meyer et M. Yor (eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 1989 |
| Descrizione fisica | iv, 583 p. ; 24 cm |
| Soggetto non controllato |
Branching processes
Brownian excursion Brownian motion Calculus Differential equations Extrema Filtration Markov Processes Martingales Minlos' theorem Quadratic variations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione |
eng
fre |
| Nota di contenuto | Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Séminaire de Probabilités develops the following themes: - chaos representation for some new kinds of martingales, - quantum probability, - branching aspects on Brownian excursions, - Brownian motion on a set of rays. |
| Record Nr. | UNICAMPANIA-VAN00265966 |
| Berlin, : Springer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Séminaire de Probabilités 31. / J. Azema, M. Emery, M. Yor (eds.)
| Séminaire de Probabilités 31. / J. Azema, M. Emery, M. Yor (eds.) |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1997 |
| Descrizione fisica | viii, 328 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Branching processes
Brownian bridges Brownian motion Diffusion Processes Hypercontractivity Local martingales Markov Processes Martingales Path spaces Quadratic variations Random Variables Stochastic processes Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione |
eng
fre |
| Record Nr. | UNICAMPANIA-VAN00297522 |
| Berlin ; Heidelberg, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Theory of Martingales / R. Sh. Liptser, A. N. Shiryaev ; Transl. from the Russian by K. Dzjaparidze
| Theory of Martingales / R. Sh. Liptser, A. N. Shiryaev ; Transl. from the Russian by K. Dzjaparidze |
| Autore | Liptser, Robert S. |
| Pubbl/distr/stampa | Dordrecht, : Kluwer, 1989 |
| Descrizione fisica | xiv, 792 p. ; 24 cm |
| Altri autori (Persone) | Shiryaev, Albert N. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Adapted processes
Classification Ergodic theory Filtration Law of large numbers Local martingales Markov Processes Martingales Mixing Point processes Probability distribution Quadratic variations Semimartingales Variance finite-dimensional distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0267393 |
|
Liptser, Robert S.
|
||
| Dordrecht, : Kluwer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Theory of Martingales / R. Sh. Liptser, A. N. Shiryaev ; Transl. from the Russian by K. Dzjaparidze
| Theory of Martingales / R. Sh. Liptser, A. N. Shiryaev ; Transl. from the Russian by K. Dzjaparidze |
| Autore | Liptser, Robert S. |
| Pubbl/distr/stampa | Dordrecht, : Kluwer, 1989 |
| Descrizione fisica | xiv, 792 p. ; 24 cm |
| Altri autori (Persone) | Shiryaev, Albert N. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60B10 - Convergence of probability measures [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Adapted Processes
Classification Ergodic theory Filtration Law of large numbers Local martingales Markov Processes Martingales Mixing Point processes Probability distributions Quadratic variations Semimartingales Variance finite-dimensional distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00267393 |
|
Liptser, Robert S.
|
||
| Dordrecht, : Kluwer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||