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.
Essentials of Integration Theory for Analysis / Daniel W. Stroock
| Essentials of Integration Theory for Analysis / Daniel W. Stroock |
| Autore | Stroock, Daniel W. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvi, 285 p. : ill. ; 24 cm |
| Soggetto topico |
26-XX - Real functions [MSC 2020]
28-XX - Measure and integration [MSC 2020] 28A25 - Integration with respect to measures and other set functions [MSC 2020] 26A42 - Integrals of Riemann, Stieltjes and Lebesgue type [MSC 2020] |
| Soggetto non controllato |
Divergence Theorem
Friedrich's mollifiers Hausdorff Measure Hermite functions Integration theory Jacobi's transformation Lebesgue's differentiation theorem Levy continuity theorem Measure and integration Radon-Nikodym theorem Riemann integration Riemann sum Riesz sunrise lemma |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249075 |
Stroock, Daniel W.
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Essentials of Integration Theory for Analysis / Daniel W. Stroock
| Essentials of Integration Theory for Analysis / Daniel W. Stroock |
| Autore | Stroock, Daniel W. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvi, 285 p. : ill. ; 24 cm |
| Soggetto topico |
26-XX - Real functions [MSC 2020]
26A42 - Integrals of Riemann, Stieltjes and Lebesgue type [MSC 2020] 28-XX - Measure and integration [MSC 2020] 28A25 - Integration with respect to measures and other set functions [MSC 2020] |
| Soggetto non controllato |
Divergence Theorem
Friedrich's mollifiers Hausdorff Measures Hermite functions Integration theory Jacobi's transformation Lebesgue's differentiation theorem Levy continuity theorem Measure and integration Radon-Nikodym theorem Riemann integration Riemann sum Riesz sunrise lemma |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249075 |
|
Stroock, Daniel W.
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Markov processes from K. Itô's perspective / / Daniel W. Stroock
| Markov processes from K. Itô's perspective / / Daniel W. Stroock |
| Autore | Stroock Daniel W. |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 519.2/33 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Markov processes
Stochastic difference equations |
| Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
| ISBN |
0-691-11542-7
1-4008-3557-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
| Record Nr. | UNINA-9910791958803321 |
|
Stroock Daniel W.
|
||
| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Markov processes from K. Itô's perspective / / Daniel W. Stroock
| Markov processes from K. Itô's perspective / / Daniel W. Stroock |
| Autore | Stroock Daniel W. |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 519.2/33 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Markov processes
Stochastic difference equations |
| Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
| ISBN |
0-691-11542-7
1-4008-3557-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
| Record Nr. | UNINA-9910809577703321 |
|
Stroock Daniel W.
|
||
| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima
| Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima |
| Autore | Embrechts Paul <1953-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2002 |
| Descrizione fisica | 1 online resource (123 p.) |
| Disciplina | 519.2/4 |
| Altri autori (Persone) | MaejimaMakoto |
| Collana | Princeton series in applied mathematics |
| Soggetto topico |
Distribution (Probability theory)
Self-similar processes |
| Soggetto non controllato |
Almost surely
Approximation Asymptotic analysis Autocorrelation Autoregressive conditional heteroskedasticity Autoregressive–moving-average model Availability Benoit Mandelbrot Brownian motion Central limit theorem Change of variables Computational problem Confidence interval Correlogram Covariance matrix Data analysis Data set Determination Fixed point (mathematics) Foreign exchange market Fractional Brownian motion Function (mathematics) Gaussian process Heavy-tailed distribution Heuristic method High frequency Inference Infimum and supremum Instance (computer science) Internet traffic Joint probability distribution Likelihood function Limit (mathematics) Linear regression Log–log plot Marginal distribution Mathematica Mathematical finance Mathematics Methodology Mixture model Model selection Normal distribution Parametric model Power law Probability theory Publication Random variable Regime Renormalization Result Riemann sum Self-similar process Self-similarity Simulation Smoothness Spectral density Square root Stable distribution Stable process Stationary process Stationary sequence Statistical inference Statistical physics Statistics Stochastic calculus Stochastic process Technology Telecommunication Textbook Theorem Time series Variance Wavelet Website |
| ISBN |
1-282-08759-2
9786612087592 1-4008-2510-5 1-4008-1424-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
| Record Nr. | UNINA-9910779907303321 |
|
Embrechts Paul <1953->
|
||
| Princeton, N.J., : Princeton University Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||