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Biblioteca

MARC Lista (tabellare)
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.  
New York, : Springer, 1977
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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 60Gxx - Stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020]
62Lxx - Sequential statistical methods [MSC 2020]
62Mxx - Inference from stochastic processes [MSC 2020]
62Nxx - Survival analysis and censored data [MSC 2020]
93Exx - Stochastic systems and control [MSC 2020]
94A05 - Communication theory [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-VAN00268124
Liptser, Robert S.  
New York, : Springer, 1977
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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
Liptser, Robert S.  
New York, : Springer, 1978
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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 60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020]
62Lxx - Sequential statistical methods [MSC 2020]
62Mxx - Inference from stochastic processes [MSC 2020]
62Nxx - Survival analysis and censored data [MSC 2020]
93Exx - Stochastic systems and control [MSC 2020]
94A05 - Communication theory [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-VAN00268235
Liptser, Robert S.  
New York, : Springer, 1978
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
Pubbl/distr/stampa Berlin, : Springer, 1998
Descrizione fisica 253 p. ; 24 cm
Disciplina 515(Analisi matematica)
Soggetto topico Probabilità
00Bxx - Conference proceedings and collections of articles [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motion
Calculus
Differential equations
Malliavin Calculus
Martingales
Mathematical statistics
Probability Theory
Probability spaces
Semimartingales
Statistics
Stochastic Integrals
Stochastisches Integrals
ISBN 35-405-4687-1
978-35-405-4687-0
978-36-420-8122-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00105704
Berlin, : Springer, 1998
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
Pubbl/distr/stampa Berlin, : Springer, 1998
Descrizione fisica 253 p. ; 24 cm
Disciplina 515(Analisi matematica)
Soggetto topico Probabilità
00Bxx - Conference proceedings and collections of articles [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motion
Calculus
Differential equations
Malliavin Calculus
Martingales
Mathematical statistics
Probability Theory
Probability spaces
Semimartingales
Statistics
Stochastic Integrals
Stochastisches Integrals
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00298282
Berlin, : Springer, 1998
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Barcelona Seminar on Stochastic Analysis : St. Feliu de Guíxols, 1991 / David Nualart, Marta Sanz Solé editors
Barcelona Seminar on Stochastic Analysis : St. Feliu de Guíxols, 1991 / David Nualart, Marta Sanz Solé editors
Pubbl/distr/stampa Basel, : Birkhäuser, : Springer, 1993
Descrizione fisica 234 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 Brownian Motion
Calculus
Evolution
Hunt process
Martingales
Ornstein-Uhlenbeck process
Reflected Brownian motions
Semimartingales
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00290130
Basel, : Birkhäuser, : Springer, 1993
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Edizione [2. ed]
Pubbl/distr/stampa New York, : Springer, 1998
Descrizione fisica xxiii, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [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-VAN00298457
Karatzas, Ioannis  
New York, : Springer, 1998
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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
Karatzas, Ioannis  
New York, : Springer, 1991 [stampa 1994]
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
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 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [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-VAN00055724
Karatzas, Ioannis  
New York, : Springer, 1991 [stampa 1994]
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui