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3. / I. I. Gihman, A. V. Skorohod ; Transl. from the Russian by S. Kotz
| 3. / I. I. Gihman, A. V. Skorohod ; Transl. from the Russian by S. Kotz |
| Autore | Gikhman, Ĭosyp I. |
| Pubbl/distr/stampa | New York, : Springer, 1979 |
| Descrizione fisica | viii, 388 p. ; 24 cm |
| Altri autori (Persone) | Skorohod, Anatolii V. |
| Soggetto non controllato |
Diffusion Processes
Equations Markov Processes Markovian processes Martingales Statistics Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268298 |
Gikhman, Ĭosyp I.
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| New York, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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3. / I. I. Gihman, A. V. Skorohod ; Transl. from the Russian by S. Kotz
| 3. / I. I. Gihman, A. V. Skorohod ; Transl. from the Russian by S. Kotz |
| Autore | Gikhman, Ĭosyp I. |
| Pubbl/distr/stampa | New York, : Springer, 1979 |
| Descrizione fisica | viii, 388 p. ; 24 cm |
| Altri autori (Persone) | Skorohod, Anatolii V. |
| Soggetto topico |
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Diffusion Processes
Equations Markov Processes Markovian processes Martingales Statistics Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268298 |
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Gikhman, Ĭosyp I.
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| New York, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 | ||
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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 | ||
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Mécanique Aléatoire / Jean-Michel Bismut
| Mécanique Aléatoire / Jean-Michel Bismut |
| Autore | Bismut, Jean-Michel |
| Pubbl/distr/stampa | Berlin, : Springer, 1981 |
| Descrizione fisica | xvi, 563 p. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Diffeomorphism
Diffusion Processes Hamilton-Jacobian differential equations Hamiltonian equations of motion Martingales Mechanics Stochastic Integrals Stochastic Optimization Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN0261833 |
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Bismut, Jean-Michel
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| Berlin, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mécanique Aléatoire / Jean-Michel Bismut
| Mécanique Aléatoire / Jean-Michel Bismut |
| Autore | Bismut, Jean-Michel |
| Pubbl/distr/stampa | Berlin, : Springer, 1981 |
| Descrizione fisica | xvi, 563 p. ; 24 cm |
| Soggetto topico |
58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Diffeomorphism
Diffusion Processes Hamilton-Jacobian differential equations Hamiltonian equations of motion Martingales Mechanics Stochastic Integrals Stochastic Optimization Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN00261833 |
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Bismut, Jean-Michel
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| Berlin, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Crypto-currencies Deep Learning Discrete Time Dynamics Exotic Options Financial Time Series Interest Rates Neural networks Option Management Option Portfolios Option pricing Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127166 |
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Franke, Jurgen
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang K. |
| Soggetto topico |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Crypto-currencies Deep Learning Discrete Time Dynamics Exotic Options Financial Time Series Interest Rates Neural networks Option Management Option Portfolios Option pricing Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127166 |
|
Franke, Jurgen
|
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | XIX, 555 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Discrete Time Dynamics Exotic Options Financial Time Series Neural networks Option Management Option Portfolios Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113921 |
|
Franke, Jurgen
|
||
| Berlin ; Heidelberg, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
| Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
| Autore | Franke, Jurgen |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2015 |
| Descrizione fisica | XIX, 555 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang K. |
| Soggetto topico |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
ARIMA
Copulae Credit risk Discrete Time Dynamics Exotic Options Financial Time Series Neural networks Option Management Option Portfolios Probability Theory Quantitative Finance Risk and Backtesting Simulation Techniques Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113921 |
|
Franke, Jurgen
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| Berlin ; Heidelberg, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
