1.: From classical probability to quantum stochastic calculus / David Applebaum ... [et al.] ; Michael Schürmann, Uwe Franz editors
| 1.: From classical probability to quantum stochastic calculus / David Applebaum ... [et al.] ; Michael Schürmann, Uwe Franz editors |
| Pubbl/distr/stampa | Berlin, : Springer, 2005 |
| Descrizione fisica | XVIII, 299 p. ; 24 cm |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
81S25 - Quantum stochastic calculus [MSC 2020] 46L60 - Applications of selfadjoint operator algebras to physics [MSC 2020] 58B32 - Geometry of quantum groups [MSC 2020] 47A20 - Dilations, extensions, compressions of linear operators [MSC 2020] 16Txx - Hopf algebras, quantum groups and related topics [MSC 2020] |
| Soggetto non controllato |
Compressions and dilations
Lévy processes Mathematical physics Quantum dynamical semigroups Quantum groups Quantum stochastic calculus Stochastic Calculus |
| ISBN | 978-35-402-4406-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0059176 |
| Berlin, : Springer, 2005 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
1.: From classical probability to quantum stochastic calculus / David Applebaum ... [et al.] ; Michael Schürmann, Uwe Franz editors
| 1.: From classical probability to quantum stochastic calculus / David Applebaum ... [et al.] ; Michael Schürmann, Uwe Franz editors |
| Pubbl/distr/stampa | Berlin, : Springer, 2005 |
| Descrizione fisica | XVIII, 299 p. ; 24 cm |
| Soggetto topico |
16Txx - Hopf algebras, quantum groups and related topics [MSC 2020]
46L60 - Applications of selfadjoint operator algebras to physics [MSC 2020] 47A20 - Dilations, extensions, compressions of linear operators [MSC 2020] 58B32 - Geometry of quantum groups [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 81S25 - Quantum stochastic calculus [MSC 2020] |
| Soggetto non controllato |
Compressions and dilations
Lévy processes Mathematical physics Quantum dynamical semigroups Quantum groups Quantum stochastic calculus Stochastic Calculus |
| ISBN | 978-35-402-4406-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00059176 |
| Berlin, : Springer, 2005 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
2.: Structure of quantum Lévy processes, classical probability, and physics / Ole E. Barndorff-Nielsen ... [et al.] ; editors: Michael Schürmann, Uwe Franz
| 2.: Structure of quantum Lévy processes, classical probability, and physics / Ole E. Barndorff-Nielsen ... [et al.] ; editors: Michael Schürmann, Uwe Franz |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | XV, 340 p. ; 24 cm |
| Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
81S25 - Quantum stochastic calculus [MSC 2020] 46L60 - Applications of selfadjoint operator algebras to physics [MSC 2020] 58B32 - Geometry of quantum groups [MSC 2020] 47A20 - Dilations, extensions, compressions of linear operators [MSC 2020] 16Txx - Hopf algebras, quantum groups and related topics [MSC 2020] |
| Soggetto non controllato |
Algebra
Calculus Compressions and dilations Lévy processes Markov Processes Mathematical physics Quantum dynamical semigroups Quantum groups Quantum stochastic calculus Random Walks Stochastic Calculus |
| ISBN | 978-35-402-4407-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0059181 |
| Berlin, : Springer, 2006 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
2.: Structure of quantum Lévy processes, classical probability, and physics / Ole E. Barndorff-Nielsen ... [et al.] ; editors: Michael Schürmann, Uwe Franz
| 2.: Structure of quantum Lévy processes, classical probability, and physics / Ole E. Barndorff-Nielsen ... [et al.] ; editors: Michael Schürmann, Uwe Franz |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | XV, 340 p. ; 24 cm |
| Soggetto topico |
16Txx - Hopf algebras, quantum groups and related topics [MSC 2020]
46L60 - Applications of selfadjoint operator algebras to physics [MSC 2020] 47A20 - Dilations, extensions, compressions of linear operators [MSC 2020] 58B32 - Geometry of quantum groups [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 81S25 - Quantum stochastic calculus [MSC 2020] |
| Soggetto non controllato |
Algebra
Calculus Compressions and dilations Lévy processes Markov Processes Mathematical physics Quantum dynamical semigroups Quantum groups Quantum stochastic calculus Random Walks Stochastic Calculus |
| ISBN | 978-35-402-4407-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00059181 |
| Berlin, : Springer, 2006 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
3.: Recent developments / S. Attal, A. Joye, C.-A. Pillet (Eds.)
| 3.: Recent developments / S. Attal, A. Joye, C.-A. Pillet (Eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | XVI, 310 p. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 81S25 - Quantum stochastic calculus [MSC 2020] 37A60 - Dynamical aspects of statistical mechanics [MSC 2020] 37A30 - Ergodic theorems, spectral theory, Markov operators [MSC 2020] 47L30 - Abstract operator algebras on Hilbert spaces [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 81Q10 - Selfadjoint operator theory in quantum theory, including spectral analysis [MSC 2020] 47L90 - Applications of operator algebras to the sciences [MSC 2020] 82C70 - Transport processes in time-dependent statistical mechanics [MSC 2020] 82C10 - Quantum dynamics and nonequilibrium statistical mechanics (general) [MSC 2020] 47A05 - General (adjoints, conjugates, products, inverses, domains, ranges, etc.) [MSC 2020] |
| Soggetto non controllato |
Algebra
Dynamical systems Equation Markov Processes Non-Equilibrium Statistical Mechanics Operator algebras Quantum dynamical systems Quantum mechanics Quantum noises Spectral Theory Stochastic Calculus Stochastic differential equations |
| ISBN | 978-35-403-0993-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0059199 |
| Berlin, : Springer, 2006 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
3.: Recent developments / S. Attal, A. Joye, C.-A. Pillet (Eds.)
| 3.: Recent developments / S. Attal, A. Joye, C.-A. Pillet (Eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | XVI, 310 p. ; 24 cm |
| Soggetto topico |
37A30 - Ergodic theorems, spectral theory, Markov operators [MSC 2020]
37A60 - Dynamical aspects of statistical mechanics [MSC 2020] 47A05 - General (adjoints, conjugates, products, inverses, domains, ranges, etc.) [MSC 2020] 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 47L30 - Abstract operator algebras on Hilbert spaces [MSC 2020] 47L90 - Applications of operator algebras to the sciences [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 81Q10 - Selfadjoint operator theory in quantum theory, including spectral analysis [MSC 2020] 81S25 - Quantum stochastic calculus [MSC 2020] 82C10 - Quantum dynamics and nonequilibrium statistical mechanics (general) [MSC 2020] 82C70 - Transport processes in time-dependent statistical mechanics [MSC 2020] |
| Soggetto non controllato |
Algebra
Dynamical systems Equations Markov Processes Non-Equilibrium Statistical Mechanics Operator algebras Quantum dynamical systems Quantum mechanics Quantum noises Spectral Theory Stochastic Calculus Stochastic differential equations |
| ISBN | 978-35-403-0993-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00059199 |
| Berlin, : Springer, 2006 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong
| An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong |
| Autore | Petters, Arlie O. |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XVII, 483 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dong, Xiaoying |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
APRAPY
Annuity theory Application annuity BSM model Bid-ask spreads Black-Scholes-Merton model Brownian motion model Capital market theory European option pricing Forwards Futures Market liquidity Markowitz portfolio theory Modeling derivatives Security price behavior Sharpe ratio Sortino ratio Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114406 |
Petters, Arlie O.
|
||
| Cham, : Springer, 2016 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong
| An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong |
| Autore | Petters, Arlie O. |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XVII, 483 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dong, Xiaoying |
| Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
APRAPY
Annuity theory Application annuity BSM model Bid-ask spreads Black-Scholes-Merton model Brownian motion model Capital market theory European option pricing Forwards Futures Market liquidity Markowitz portfolio theory Modeling derivatives Security price behavior Sharpe ratio Sortino ratio Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114406 |
Petters, Arlie O.
|
||
| Cham, : Springer, 2016 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Quantum Stochastic Calculus / K. R. Parthasarathy
| An Introduction to Quantum Stochastic Calculus / K. R. Parthasarathy |
| Autore | Parthasarathy, Kalynapuram R. |
| Pubbl/distr/stampa | Basel, : Springer, 1992 |
| Descrizione fisica | xi, 290 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] 81-XX - Quantum theory [MSC 2020] 81S25 - Quantum stochastic calculus [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Poisson processes Probability Theory Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00289084 |
Parthasarathy, Kalynapuram R.
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| Basel, : Springer, 1992 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Quantum Stochastic Calculus / K. R. Parthasarathy
| An Introduction to Quantum Stochastic Calculus / K. R. Parthasarathy |
| Autore | Parthasarathy, Kalynapuram R. |
| Edizione | [Repr. of the 1992 ed] |
| Pubbl/distr/stampa | Basel, : Birkhäuser, 1992 |
| Descrizione fisica | xi, 290 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] 81-XX - Quantum theory [MSC 2020] 81S25 - Quantum stochastic calculus [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Poisson processes Probability Theory Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00289264 |
Parthasarathy, Kalynapuram R.
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| Basel, : Birkhäuser, 1992 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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