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 |
| Record Nr. | UNICAMPANIA-VAN00297739 |
Kallenberg, Olav
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| New York, : Springer, 1997 | ||
| 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 |
| Record Nr. | UNICAMPANIA-VAN00048863 |
Kallenberg, Olav
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||
| New York, : Springer, 1997 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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
|
||
| Berlin, : Springer, 1989 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
| Record Nr. | UNICAMPANIA-VAN00266001 |
Émery, Michel
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||
| Berlin, : Springer, 1989 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 | ||
| 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 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-VAN00265966 |
| Berlin, : Springer, 1989 | ||
| 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 Motions Brownian bridges 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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.
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| Dordrecht, : Kluwer, 1989 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 distribution 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.
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||
| Dordrecht, : Kluwer, 1989 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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