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Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114495 |
Le Gall, Jean-François
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114495 |
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Le Gall, Jean-François
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Probability theory : a comprehensive course / Achim Klenke
| Probability theory : a comprehensive course / Achim Klenke |
| Autore | Klenke, Achim |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xiv, 716 p. : ill. ; 24 cm |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G05 - Foundations of stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Integration theory Limit Theorems Markov Chains Martingales Measure Theory Percolation Poisson point process Statistical Physics Stochastic differential equations Stochastic integral Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249660 |
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Klenke, Achim
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Probability theory : a comprehensive course / Achim Klenke
| Probability theory : a comprehensive course / Achim Klenke |
| Autore | Klenke, Achim |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xiv, 716 p. : ill. ; 24 cm |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G05 - Foundations of stochastic processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Integration theory Limit Theorems Markov Chains Martingales Measure Theory Percolation Poisson point process Statistical Physics Stochastic differential equations Stochastic integral Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249660 |
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Klenke, Achim
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||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Probability theory : a comprehensive course / Achim Klenke
| Probability theory : a comprehensive course / Achim Klenke |
| Autore | Klenke, Achim |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | XII, 638 p. ; 24 cm |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Integration theory Limit Theorems Markov Chains Martingales Measure Theory Percolation Poisson point process Statistical Physics Stochastic differential equations Stochastic integral Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102530 |
|
Klenke, Achim
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||
| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Probability theory : a comprehensive course / Achim Klenke
| Probability theory : a comprehensive course / Achim Klenke |
| Autore | Klenke, Achim |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | XII, 638 p. ; 24 cm |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Integration theory Limit Theorems Markov Chains Martingales Measure Theory Percolation Poisson point process Statistical Physics Stochastic differential equations Stochastic integral Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00102530 |
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Klenke, Achim
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| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi
| Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi |
| Autore | Baldi, Paolo <1948- > |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiv, 627 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian motion exercises Conditional probability Markov Processes Martingales Numerical simulation PDE problems Probability elements SDE approximation Stochastic Calculus Stochastic calculus exercises Stochastic calculus finance Stochastic calculus financial models Stochastic differential equation approximation Stochastic differential equations Stochastic differential equations exercises Stochastic integral Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124016 |
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Baldi, Paolo <1948- >
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi
| Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi |
| Autore | Baldi, Paolo <1948- > |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiv, 627 p. : ill. ; 24 cm |
| Soggetto topico |
60G42 - Martingales with discrete parameter [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian motion exercises Conditional probability Markov Processes Martingales Numerical simulation PDE problems Probability elements SDE approximation Stochastic Calculus Stochastic calculus exercises Stochastic calculus finance Stochastic calculus financial models Stochastic differential equation approximation Stochastic differential equations Stochastic differential equations exercises Stochastic integral Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124016 |
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Baldi, Paolo <1948- >
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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