Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ambit stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | 1 testo elettronico (XXV, 402 p. : ill.) |
| Altri autori (Persone) |
Benth, Fred E.
Veraart, Almut E. D. |
| Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G60 - Random fields [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Ambit Fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic integration Stochastic partial differential equations Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124560 |
|
Barndorff-Nielsen, Ole E.
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Burgers-KPZ turbulence : Göttingen lectures / Wojbor A. Woyczynski
| Burgers-KPZ turbulence : Göttingen lectures / Wojbor A. Woyczynski |
| Autore | Woyczynski, Wojbor A. |
| Pubbl/distr/stampa | Berlin, : Springer, 1998 |
| Descrizione fisica | XI, 318 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60G60 - Random fields [MSC 2020] 60K40 - Other physical applications of random processes [MSC 2020] 76Lxx - Shock waves and blast waves in fluid mechanics [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Burgers turbulence KPZ moxdel Nonlinear difffusions Partial differential equations Polynomial chaos Probability Theory Random fields Shock Waves |
| ISBN | 978-35-406-5237-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0047312 |
|
Woyczynski, Wojbor A.
|
||
| Berlin, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Burgers-KPZ turbulence : Göttingen lectures / Wojbor A. Woyczynski
| Burgers-KPZ turbulence : Göttingen lectures / Wojbor A. Woyczynski |
| Autore | Woyczynski, Wojbor A. |
| Pubbl/distr/stampa | Berlin, : Springer, 1998 |
| Descrizione fisica | XI, 318 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G60 - Random fields [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60K40 - Other physical applications of random processes [MSC 2020] 76Lxx - Shock waves and blast waves in fluid mechanics [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Burgers Turbulence KPZ moxdel Nonlinear difffusions Partial differential equations Polynomial chaos Probability theory Random fields Shock Waves |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00298174 |
|
Woyczynski, Wojbor A.
|
||
| Berlin, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Burgers-KPZ turbulence : Göttingen lectures / Wojbor A. Woyczynski
| Burgers-KPZ turbulence : Göttingen lectures / Wojbor A. Woyczynski |
| Autore | Woyczynski, Wojbor A. |
| Pubbl/distr/stampa | Berlin, : Springer, 1998 |
| Descrizione fisica | XI, 318 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G60 - Random fields [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60K40 - Other physical applications of random processes [MSC 2020] 76Lxx - Shock waves and blast waves in fluid mechanics [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Burgers Turbulence KPZ moxdel Nonlinear difffusions Partial differential equations Polynomial chaos Probability theory Random fields Shock Waves |
| ISBN | 978-35-406-5237-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00047312 |
|
Woyczynski, Wojbor A.
|
||
| Berlin, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu
| Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu |
| Autore | Suciu, Nicolae |
| Pubbl/distr/stampa | Cham, : Birkhauser, 2019 |
| Descrizione fisica | xvi, 267 p. : ill. ; 24 cm |
| Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
65C10 - Random number generation in numerical analysis [MSC 2020] 86-XX - Geophysics [MSC 2020] 76Sxx - Flows in porous media; filtration; seepage [MSC 2020] 60G60 - Random fields [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 65M75 - Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
| Soggetto non controllato |
Diffusion Processes
Ergodicity Groundwater Monte Carlo Methods PDF methods Random Walks Random fields |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126835 |
|
Suciu, Nicolae
|
||
| Cham, : Birkhauser, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu
| Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu |
| Autore | Suciu, Nicolae |
| Pubbl/distr/stampa | Cham, : Birkhauser, 2019 |
| Descrizione fisica | xvi, 267 p. : ill. ; 24 cm |
| Soggetto topico |
60G60 - Random fields [MSC 2020]
60J60 - Diffusion processes [MSC 2020] 65C10 - Random number generation in numerical analysis [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 65M75 - Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs [MSC 2020] 76Sxx - Flows in porous media; filtration; seepage [MSC 2020] 86-XX - Geophysics [MSC 2020] |
| Soggetto non controllato |
Diffusion Processes
Ergodicity Groundwater Monte Carlo Methods PDF methods Random fields Random walks |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126835 |
|
Suciu, Nicolae
|
||
| Cham, : Birkhauser, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lectures on Quantum Field Theory and Functional Integration / Zbigniew Haba
| Lectures on Quantum Field Theory and Functional Integration / Zbigniew Haba |
| Autore | Haba, Zbigniew |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xiii, 235 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
70-XX - Mechanics of particles and systems [MSC 2020] 81Txx - Quantum field theory; related classical field theories [MSC 2020] |
| Soggetto non controllato |
Euclidiean fields
Functional measure Gauge fields Lattice approximation Perturbative expansion Quantization Quantum Fluctuations Quantum noises Random fields Scalar fields Scattering amplitudes Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00286087 |
|
Haba, Zbigniew
|
||
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Markov Random Fields / Yu. A. Rozanov ; Transl. from the Russian by Constance M. Elson
| Markov Random Fields / Yu. A. Rozanov ; Transl. from the Russian by Constance M. Elson |
| Autore | Rozanov, Yurii A. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1982 |
| Descrizione fisica | ix, 201 p. : ill. ; 24 cm |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G60 - Random fields [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Conditional probability Fields Markov property Probability distribution Probability spaces Random fields Random functions Vector probability measure |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0268531 |
|
Rozanov, Yurii A.
|
||
| New York, : Springer-Verlag, 1982 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Markov Random Fields / Yu. A. Rozanov ; Transl. from the Russian by Constance M. Elson
| Markov Random Fields / Yu. A. Rozanov ; Transl. from the Russian by Constance M. Elson |
| Autore | Rozanov, Yurii A. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1982 |
| Descrizione fisica | ix, 201 p. : ill. ; 24 cm |
| Soggetto topico |
60G60 - Random fields [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60Jxx - Markov processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Conditional probability Fields Markov property Probability distributions Probability measures Probability spaces Random fields Random functions Vector |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | In this book we study Markov random functions of several variables. What is traditionally meant by the Markov property for a random process (a random function of one time variable) is connected to the concept of the phase state of the process and refers to the independence of the behavior of the process in the future from its behavior in the past, given knowledge of its state at the present moment. Extension to a generalized random process immediately raises nontrivial questions about the definition of a suitable" phase state," so that given the state, future behavior does not depend on past behavior. Attempts to translate the Markov property to random functions of multi-dimensional "time," where the role of "past" and "future" are taken by arbitrary complementary regions in an appro priate multi-dimensional time domain have, until comparatively recently, been carried out only in the framework of isolated examples. How the Markov property should be formulated for generalized random functions of several variables is the principal question in this book. We think that it has been substantially answered by recent results establishing the Markov property for a whole collection of different classes of random functions. These results are interesting for their applications as well as for the theory. In establishing them, we found it useful to introduce a general probability model which we have called a random field. In this book we investigate random fields on continuous time domains. Contents CHAPTER 1 General Facts About Probability Distributions §1. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00268531 |
|
Rozanov, Yurii A.
|
||
| New York, : Springer-Verlag, 1982 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
