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Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
| Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major |
| Autore | Major, Péter |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIII, 126 p. ; 24 cm |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Diagram formula
Large-scale limit Self-similar fields Wiener chaos Wiener–Itô integrals |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101557 |
Major, Péter
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
| Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major |
| Autore | Major, Péter |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIII, 126 p. ; 24 cm |
| Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] |
| Soggetto non controllato |
Diagram formula
Large-scale limit Self-similar fields Wiener chaos Wiener–Itô integrals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00101557 |
|
Major, Péter
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
| Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major |
| Autore | Major, Péter |
| Pubbl/distr/stampa | Berlin, : Springer, 1981 |
| Descrizione fisica | x, 130 p. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] |
| Soggetto non controllato |
Diagram formula
Large-scale limit Self-similar fields Wiener chaos Wiener–Itô integrals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0261836 |
|
Major, Péter
|
||
| Berlin, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
| Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major |
| Autore | Major, Péter |
| Pubbl/distr/stampa | Berlin, : Springer, 1981 |
| Descrizione fisica | x, 130 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] |
| Soggetto non controllato |
Diagram formula
Large-scale limit Self-similar fields Wiener chaos Wiener–Itô integrals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00261836 |
|
Major, Péter
|
||
| Berlin, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Non-Gaussian Selfsimilar Stochastic Processes / Ciprian Tudor
| Non-Gaussian Selfsimilar Stochastic Processes / Ciprian Tudor |
| Autore | Tudor, Ciprian |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xii, 101 p. : ill. ; 24 cm |
| Soggetto non controllato |
Hermite Processes
Hermite noise Mulitple Stochastic Integrals Non-Gaussian Stochastic Processes Parameter Estimation Selfsimilar Stochastic Processes Stochastic Integration of Hermite Processes Stochastic differential equations Wiener chaos |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279547 |
|
Tudor, Ciprian
|
||
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Non-Gaussian Selfsimilar Stochastic Processes / Ciprian Tudor
| Non-Gaussian Selfsimilar Stochastic Processes / Ciprian Tudor |
| Autore | Tudor, Ciprian |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xii, 101 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 62M09 - Non-Markovian processes: estimation [MSC 2020] |
| Soggetto non controllato |
Hermite Processes
Hermite noise Mulitple Stochastic Integrals Non-Gaussian Stochastic Processes Parameter Estimation Selfsimilar Stochastic Processes Stochastic Integration of Hermite Processes Stochastic differential equations Wiener chaos |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279547 |
|
Tudor, Ciprian
|
||
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond
| Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond |
| Autore | Decreusefond, Laurent |
| Pubbl/distr/stampa | Cham, : Bocconi University, : Springer, 2022 |
| Descrizione fisica | xi, 172 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Fractional Brownian motion Malliavin Calculus Malliavin Gradient Poisson process Stein's method Wiener chaos Wiener space |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278129 |
|
Decreusefond, Laurent
|
||
| Cham, : Bocconi University, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond
| Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond |
| Autore | Decreusefond, Laurent |
| Pubbl/distr/stampa | Cham, : Bocconi University, : Springer, 2022 |
| Descrizione fisica | xi, 172 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Fractional Brownian motion Malliavin Calculus Malliavin Gradient Poisson process Stein's method Wiener chaos Wiener space |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278129 |
|
Decreusefond, Laurent
|
||
| Cham, : Bocconi University, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||