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1: General Theory / R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries
| 1: General Theory / R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries |
| Autore | Liptser, Robert S. |
| Pubbl/distr/stampa | New York, : Springer, 1977 |
| Descrizione fisica | x, 395 p. : 25 cm |
| Altri autori (Persone) | Shiryaev, Albert N. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 94A05 - Communication theory [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] |
| Soggetto non controllato |
Functional Analysis
Markov Processes Martingales Mathematical statistics Probability Probability Theory Probability spaces Semimartingales Statistics Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268124 |
Liptser, Robert S.
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| New York, : Springer, 1977 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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2: Applications / R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries
| 2: Applications / R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries |
| Autore | Liptser, Robert S. |
| Pubbl/distr/stampa | New York, : Springer, 1978 |
| Descrizione fisica | x, 341 p. : 25 cm |
| Altri autori (Persone) | Shiryaev, Albert N. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 94A05 - Communication theory [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] |
| Soggetto non controllato |
Functional Analysis
Markov Processes Martingales Mathematical statistics Probability Probability Theory Probability spaces Semimartingales Statistics Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268235 |
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Liptser, Robert S.
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| New York, : Springer, 1978 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
| Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
| Autore | Karatzas, Ioannis |
| Edizione | [Repr. of 2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1991 [stampa 1994] |
| Descrizione fisica | XXIII, 470 p. : 10 ill. ; 24 cm |
| Altri autori (Persone) | Shreve, Steven E. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Continuous-time stochastic processes Differential equations Filtration Girsanov theorem Local time Markov Processes Markov property Martingales Reflected Brownian motions Semimartingales Stochastic Calculus Stochastic differential equations Stochastic processes |
| ISBN | 978-03-87976-55-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0055724 |
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Karatzas, Ioannis
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| New York, : Springer, 1991 [stampa 1994] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
| Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
| Autore | Karatzas, Ioannis |
| Pubbl/distr/stampa | New York, : Springer, 1988 |
| Descrizione fisica | xxiii, 470 p. : 10 ill. ; 24 cm |
| Altri autori (Persone) | Shreve, Steven E. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Continuous-time stochastic processes Differential equations Filtration Girsanov theorem Local time Markov Processes Markov property Martingales Reflected Brownian motions Semimartingales Stochastic Calculus Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0269010 |
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Karatzas, Ioannis
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| New York, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Derivation and Martingales / Charles A. Hayes, Christian Y. Pauc
| Derivation and Martingales / Charles A. Hayes, Christian Y. Pauc |
| Autore | Hayes, Charles A. |
| Pubbl/distr/stampa | Berlin, : Springer, 1970 |
| Descrizione fisica | viii, 206 p. ; 24 cm |
| Altri autori (Persone) | Pauc, Christian Y. |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Derivation
Martingale functions Martingales Semimartingales Theorem |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0254984 |
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Hayes, Charles A.
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| Berlin, : Springer, 1970 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.)
| In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | VIII, 417 p. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian bridge Calculus Diffusion Processes Dirichlet process Filtration Local martingale Lévy processes Martingales Mathematical Finance Ornstein-Uhlenbeck process Quantitative Finance Semimartingales Sets Stochastic Calculus |
| ISBN | 978-35-403-0994-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0057413 |
| Berlin, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to Stochastic Calculus / Rajeeva L. Karandikar, B. V. Rao
| Introduction to Stochastic Calculus / Rajeeva L. Karandikar, B. V. Rao |
| Autore | Karandikar, Rajeeva L. |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | xiii, 441 p. ; 24 cm |
| Altri autori (Persone) | Rao, Bhamidi V. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] |
| Soggetto non controllato |
Continuous Time Process
Martingale Convergence Theorem Semimartingales Stochastic Calculus Stochastic integration The Ito Integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125148 |
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Karandikar, Rajeeva L.
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Limit Theorems for Stochastic Processes / Jean Jacod, Albert N. Shiryaev
| Limit Theorems for Stochastic Processes / Jean Jacod, Albert N. Shiryaev |
| Autore | Jacod, Jean |
| Pubbl/distr/stampa | Berlin, : Springer, 1987 |
| Descrizione fisica | xvii, 604 p. : ill. ; 24 cm |
| Altri autori (Persone) | Shiryaev, Albert N. |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Diffusion Processes
Martingales Semimartingales Statistics Stochastic processes Variation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0264227 |
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Jacod, Jean
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| Berlin, : Springer, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical Finance / Ernst Eberlein, Jan Kallsen
| Mathematical Finance / Ernst Eberlein, Jan Kallsen |
| Autore | Eberlein, Ernst |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xvii, 772 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kallsen, Jan |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Affine processes
Derivatives Financial modelling Hedging Interest rate theory Lévy processes Mathematical Finance Optimal investment Quantitative Finance Semimartingales Stochastic Calculus Stochastic Controls |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126983 |
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Eberlein, Ernst
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinear Filtering and Stochastic Control : Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981 / edited by Sanjoy K. Mitter, Antonio Moro
| Nonlinear Filtering and Stochastic Control : Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981 / edited by Sanjoy K. Mitter, Antonio Moro |
| Pubbl/distr/stampa | Berlin, : Springer, 1982 |
| Descrizione fisica | x, 302 p. : ill. ; 24 cm |
| Soggetto topico |
00Bxx - Conference proceedings and collections of articles [MSC 2020]
93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Martingales
Ordinary differential equations Partial differential equations Semimartingales Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0262196 |
| Berlin, : Springer, 1982 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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