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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
| Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
| Autore | Barndorff-Nielsen, Ole E. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
| Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G60 - Random fields [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124560 |
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Barndorff-Nielsen, Ole E.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 602 p. ; 25 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60G07 - General theory of stochastic processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Ergodic theory Functional Generator Martingales Brownian motion Probability Probability Theory Stochastic Calculus Stochastic differential equations Stochastic integration Stochastic processes |
| ISBN |
35-406-4325-7
978-35-406-4325-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00052458 |
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Revuz, Daniel
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| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Edizione | [Corr. 3. print. of 3. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1999 [stampa 2005] |
| Descrizione fisica | xi, 606 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60G07 - General theory of stochastic processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Ergodic theory Functional Generator Martingales Brownian motion Probability Probability Theory Stochastic Calculus Stochastic differential equations Stochastic integration Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00299749 |
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Revuz, Daniel
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| Berlin ; Heidelberg, : Springer, 1999 [stampa 2005] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor |
| Autore | Revuz, Daniel |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, 1991 |
| Descrizione fisica | ix, 533 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Ergodic theory Functional Generator Martingales Brownian motion Probability Probability Theory Stochastic Calculus Stochastic differential equations Stochastic integration Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00288112 |
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Revuz, Daniel
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| Berlin [etc.], : Springer, 1991 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Generalized Stochastic Processes : Modelling and Applications of Noise Processes / Stefan Schäffler
| Generalized Stochastic Processes : Modelling and Applications of Noise Processes / Stefan Schäffler |
| Autore | Schäffler, Stefan |
| Pubbl/distr/stampa | Cham, : Birkhäuser, 2018 |
| Descrizione fisica | xv, 183 p. : ill. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 94A08 - Image processing (compression, reconstruction, etc.) in information and communication theory [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] |
| Soggetto non controllato |
Circuit simulation
Digital communications Generalized random fields Generalized stochastic processes Image processing Noise processes Stochastic differential equations Stochastic integration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124705 |
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Schäffler, Stefan
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| Cham, : Birkhäuser, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Generalized Stochastic Processes : Modelling and Applications of Noise Processes / Stefan Schäffler
| Generalized Stochastic Processes : Modelling and Applications of Noise Processes / Stefan Schäffler |
| Autore | Schäffler, Stefan |
| Pubbl/distr/stampa | Cham, : Birkhäuser, 2018 |
| Descrizione fisica | xv, 183 p. : ill. ; 24 cm |
| Soggetto topico |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 94A08 - Image processing (compression, reconstruction, etc.) in information and communication theory [MSC 2020] |
| Soggetto non controllato |
Circuit simulation
Digital communications Generalized random fields Generalized stochastic processes Image processing Noise processes Stochastic differential equations Stochastic integration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124705 |
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Schäffler, Stefan
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| Cham, : Birkhäuser, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to Stochastic Calculus / Rajeeva L. Karandikar, B. V. Rao
| Introduction to Stochastic Calculus / Rajeeva L. Karandikar, B. V. Rao |
| Autore | Karandikar, Rajeeva L. |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | xiii, 441 p. ; 24 cm |
| Altri autori (Persone) | Rao, Bhamidi V. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] |
| Soggetto non controllato |
Continuous Time Process
Martingale Convergence Theorem Semimartingales Stochastic Calculus Stochastic integration The Ito Integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125148 |
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Karandikar, Rajeeva L.
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to Stochastic Calculus / Rajeeva L. Karandikar, B. V. Rao
| Introduction to Stochastic Calculus / Rajeeva L. Karandikar, B. V. Rao |
| Autore | Karandikar, Rajeeva L. |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | xiii, 441 p. ; 24 cm |
| Altri autori (Persone) | Rao, Bhamidi V. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Continuous Time Process
Martingale Convergence Theorem Semimartingales Stochastic Calculus Stochastic integration The Ito Integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00125148 |
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Karandikar, Rajeeva L.
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to stochastic integration / K. L. Chung, R. J. Williams
| Introduction to stochastic integration / K. L. Chung, R. J. Williams |
| Autore | Chung, Kai Lai |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Birkhäuser ; Springer, 2014 |
| Descrizione fisica | XVII, 276 p. ; 24 cm |
| Altri autori (Persone) | Williams, Ruth J. |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Martingales Schrödinger equation Stochastic differential equations Stochastic integration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102869 |
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Chung, Kai Lai
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| New York, : Birkhäuser ; Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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