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A Course of Stochastic Analysis / Alexander Melnikov
| A Course of Stochastic Analysis / Alexander Melnikov |
| Autore | Melnikov, Alexander V. |
| Pubbl/distr/stampa | Cham, : Springer, : CMS, 2023 |
| Descrizione fisica | x, 208 p. : ill. ; 24 cm |
| Soggetto non controllato |
Contemporary theory
Finance Probability Statistics Stochastic Analysis |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279381 |
Melnikov, Alexander V.
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| Cham, : Springer, : CMS, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A Course of Stochastic Analysis / Alexander Melnikov
| A Course of Stochastic Analysis / Alexander Melnikov |
| Autore | Melnikov, Alexander V. |
| Pubbl/distr/stampa | Cham, : Springer, : CMS, 2023 |
| Descrizione fisica | x, 208 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Exx - Distribution theory [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60J70 - Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [MSC 2020] |
| Soggetto non controllato |
Contemporary theory
Finance Probability Statistics Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279381 |
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Melnikov, Alexander V.
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| Cham, : Springer, : CMS, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvi, 346 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60L20 - Rough paths [MSC 2020] 60L90 - Applications of rough analysis [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248552 |
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Friz, Peter K.
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvi, 346 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60L20 - Rough paths [MSC 2020] 60L90 - Applications of rough analysis [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00248552 |
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Friz, Peter K.
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||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 251 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103879 |
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Friz, Peter K.
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 251 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103879 |
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Friz, Peter K.
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
| A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls |
| Autore | Chassagneux, Jean-François |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | vi, 104 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Chotai, Hinesh
Muûls, Mirabelle |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Carbon markets
Commodity prices Emissions permits Energy economics Environmental economics Environmental finance Forward-Backward Stochastic Differential Equations Parameter Estimation Pricing in carbon markets Quantitative Finance Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124026 |
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Chassagneux, Jean-François
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
| A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls |
| Autore | Chassagneux, Jean-François |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | vi, 104 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Chotai, Hinesh
Muûls, Mirabelle |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Carbon markets
Commodity prices Emissions permits Energy economics Environmental economics Environmental finance Forward-Backward Stochastic Differential Equations Parameter Estimation Pricing in carbon markets Quantitative Finance Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124026 |
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Chassagneux, Jean-François
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha
| A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | XI, 216 p. ; 24 cm |
| Soggetto topico | 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Geometric measure theory and fractals
Interacting particle systems Malliavin Calculus Measure Theory Partial differential equations Stochastic Analysis Stochastic Partial Differential Equations Wave equations |
| ISBN | 978-35-408-5993-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0068220 |
| Berlin, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha
| A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | XI, 216 p. ; 24 cm |
| Soggetto topico | 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Geometric measure theory and fractals
Interacting particle systems Malliavin Calculus Measure Theory Partial differential equations Stochastic Analysis Stochastic Partial Differential Equations Wave equations |
| ISBN | 978-35-408-5993-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00068220 |
| Berlin, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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