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.
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| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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 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-VAN00124560 |
Barndorff-Nielsen, Ole E.
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| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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.
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| Berlin, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 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-VAN00047312 |
Woyczynski, Wojbor A.
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| Berlin, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 Motions
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.
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| Berlin, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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
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| Cham, : Birkhauser, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 Walks Random fields |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126835 |
Suciu, Nicolae
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| Cham, : Birkhauser, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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
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| Cham, : Springer, 2023 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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.
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| New York, : Springer-Verlag, 1982 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 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-VAN00268531 |
Rozanov, Yurii A.
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| New York, : Springer-Verlag, 1982 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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