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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 | ||
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| 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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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 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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Introduction to stochastic integration / K. L. Chung, R. J. Williams
| Introduction to stochastic integration / K. L. Chung, R. J. Williams |
| Autore | Chung, Kai Lai |
| Pubbl/distr/stampa | Boston, : Birkhäuser, : Springer, 1983 |
| Descrizione fisica | xiii, 192 p. : ill. ; 24 cm |
| Altri autori (Persone) | Williams, Ruth J. |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G48 - Generalizations of martingales [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-VAN0253785 |
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Chung, Kai Lai
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| Boston, : Birkhäuser, : Springer, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Paul Lévy and Maurice Fréchet : 50 years of correspondence in 107 letters / Paul Lévy and Maurice Fréchet ; [edited by] Marc Barbut, Bernard Locker, Laurent Mazliak
| Paul Lévy and Maurice Fréchet : 50 years of correspondence in 107 letters / Paul Lévy and Maurice Fréchet ; [edited by] Marc Barbut, Bernard Locker, Laurent Mazliak |
| Autore | Levy, Paul |
| Pubbl/distr/stampa | London, : Springer, 2014 |
| Descrizione fisica | XVII, 213 p. ; 24 cm |
| Altri autori (Persone) | Frechet, Maurice |
| Soggetto topico |
31-XX - Potential theory [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 01A60 - History of mathematics in the 20th century [MSC 2020] |
| Soggetto non controllato |
Andrei N. Kolmogorov
Brownian Motion Emile Borel Functional Analysis History of mathematics History of probability theory Institutional Academic Life Jacques Hadamard Markov Chains Maurice Fréchet Paul Lévy Probability Theory Stochastic integration Wolfgang Döblin |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0102542 |
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Levy, Paul
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| London, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic analysis: a series of lectures : Centre Interfacultaire Bernoulli, january-june 2012, Ecole polytechnique fédérale de Lausanne, Switzerland / Robert C. Dalang ... [et al.] editors
| Stochastic analysis: a series of lectures : Centre Interfacultaire Bernoulli, january-june 2012, Ecole polytechnique fédérale de Lausanne, Switzerland / Robert C. Dalang ... [et al.] editors |
| Pubbl/distr/stampa | Basel, : Birkhäuser, : Springer, 2015 |
| Descrizione fisica | XIII, 393 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Lévy processes
Partial differential equations Stochastic Analysis Stochastic Calculus Stochastic Partial Differential Equations Stochastic integration |
| ISBN | 978-30-348-0909-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113204 |
| Basel, : Birkhäuser, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura
| Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura |
| Autore | Mishura, Yuliya S. |
| Pubbl/distr/stampa | Berlin, : Springer, 2008 |
| Descrizione fisica | XVII, 393 p. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] |
| Soggetto non controllato |
Financial markets
Fractional Brownian motion Maxima Probability Theory Statistical inference Stochastic Calculus Stochastic differential equations Stochastic integration |
| ISBN | 978-35-407-5872-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0065597 |
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Mishura, Yuliya S.
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| Berlin, : Springer, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology / David Holcman editor
| Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology / David Holcman editor |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiii, 377 p. : ill. ; 24 cm |
| Soggetto topico |
92-XX - Biology and other natural sciences [MSC 2020]
92C37 - Cell biology [MSC 2020] 92C40 - Biochemistry, molecular biology [MSC 2020] |
| Soggetto non controllato |
Asymptotic analysis
Chemical master equation Exact reduction of chemical reaction networks Fokker-Planck Equation Modeling cell biology Monte Carlo Methods for Multiscale Problems Numerical methods Stochastic Analysis Stochastic Coagulation Fragmentation Stochastic algorithms for macromolecular simulations Stochastic integration Systems biology |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124022 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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