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Jump SDEs and the Study of Their Densities [[electronic resource] ] : A Self-Study Book / / by Arturo Kohatsu-Higa, Atsushi Takeuchi
| Jump SDEs and the Study of Their Densities [[electronic resource] ] : A Self-Study Book / / by Arturo Kohatsu-Higa, Atsushi Takeuchi |
| Autore | Kohatsu-Higa Arturo |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XIX, 355 p. 6 illus.) |
| Disciplina | 572.8293 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Functional analysis Partial differential equations Probability Theory and Stochastic Processes Functional Analysis Partial Differential Equations |
| ISBN | 981-329-741-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Review of some basic concepts of probability theory -- Simple Poisson process and its corresponding SDEs -- Compound Poisson process and its associated stochastic calculus -- Construction of Lévy processes and their corresponding SDEs: The finite variation case -- Construction of Lévy processes and their corresponding SDEs: The infinite variation case -- Multi-dimensional Lévy processes and their densities -- Flows associated with stochastic differential equations with jumps -- Overview -- Techniques to study the density -- Basic ideas for integration by parts formulas -- Sensitivity formulas -- Integration by parts: Norris method -- A non-linear example: The Boltzmann equation -- Further hints for the exercises . |
| Record Nr. | UNINA-9910349345503321 |
Kohatsu-Higa Arturo
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Knowing the odds : an introduction to probability / John B. Walsh
| Knowing the odds : an introduction to probability / John B. Walsh |
| Autore | Walsh, John B. |
| Pubbl/distr/stampa | Providence, R. I. : American Mathematical Society, c2012 |
| Descrizione fisica | xvi, 421 p. : ill. ; 27 cm |
| Disciplina | 519.2 |
| Collana | Graduate studies in mathematics, 1065-7339 ; 139 |
| Soggetto topico | Probabilities |
| ISBN | 9780821885321 |
| Classificazione |
AMS 60-01
LC QA273.W24 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001899189707536 |
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Walsh, John B.
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| Providence, R. I. : American Mathematical Society, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Knowledge and Time [[electronic resource] /] / by Hans Primas ; edited by Harald Atmanspacher
| Knowledge and Time [[electronic resource] /] / by Hans Primas ; edited by Harald Atmanspacher |
| Autore | Primas Hans |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XV, 427 p. 38 illus., 10 illus. in color.) |
| Disciplina | 530.01 |
| Soggetto topico |
Physics
Epistemology Probabilities Philosophy and science Cognitive psychology History and Philosophical Foundations of Physics Probability Theory and Stochastic Processes Philosophy of Science Cognitive Psychology |
| ISBN | 3-319-47370-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Knowledge: Introduction -- Boolean Descriptions -- Non-Boolean Descriptions -- Rationality and Creativity -- Modes of Knowing in Mathematics -- Bottom-Up Approaches in Physics -- Top-Down Approaches in Physics -- Part II Time: Matter, Mind and Time -- Temporal Groups and Algebras -- Representations of Temporal Groups and Semigroups -- Complementary Concepts of Time -- The Relevance of Sequential Time -- The Relevance of Non-Sequential Time -- Appendix A: C*- and W*-Algebras. |
| Record Nr. | UNINA-9910254588703321 |
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Primas Hans
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Kolmogorov legacy in physics / R. Livi, A. Vulpiani (eds.)
| The Kolmogorov legacy in physics / R. Livi, A. Vulpiani (eds.) |
| Pubbl/distr/stampa | Berlin ; New York : Springer, c2003 |
| Descrizione fisica | xv, 246 p. : ill. ; 24 cm |
| Disciplina | 003.857 |
| Altri autori (Persone) |
Vulpiani, A.
Livi, Roberto |
| Collana | Lecture notes in physics, 0075-8450 ; 636 |
| Soggetto (Persona) | Kolmogorov, Andreĭ Nikolaevich |
| Soggetto topico |
Chaotic behavior in systems
Differentiable dynamical systems Kolmogorov complexity Turbulence Probabilities |
| ISBN | 3540203079 |
| Classificazione | Q172.5.C45 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000645099707536 |
| Berlin ; New York : Springer, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Kronecker Modeling and Analysis of Multidimensional Markovian Systems [[electronic resource] /] / by Tuğrul Dayar
| Kronecker Modeling and Analysis of Multidimensional Markovian Systems [[electronic resource] /] / by Tuğrul Dayar |
| Autore | Dayar Tuğrul |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (284 pages) |
| Disciplina | 512.9434 |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Probabilities
Computer mathematics Computer system failures Probability Theory and Stochastic Processes Computational Mathematics and Numerical Analysis System Performance and Evaluation |
| ISBN | 3-319-97129-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Modeling with Kronecker Products -- Avoiding Unreachable States -- Preprocessing -- Vector-Kronecker Product Multiplication -- Steady-State Analysis -- Transient Analysis -- Conclusion. |
| Record Nr. | UNINA-9910300138003321 |
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Dayar Tuğrul
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The lace expansion and its applications : Ecole d'Ete de Probabilites de Saint-Flour XXXIV-2004 / / Jean Picard, editor
| The lace expansion and its applications : Ecole d'Ete de Probabilites de Saint-Flour XXXIV-2004 / / Jean Picard, editor |
| Autore | Slade G (Gordon) |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 530.13 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Percolation (Statistical physics)
Probabilities |
| ISBN |
1-280-61500-1
9786610615001 3-540-35518-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Simple Random Walk -- The Self-Avoiding Walk -- The Lace Expansion for the Self-Avoiding Walk -- Diagrammatic Estimates for the Self-Avoiding Walk -- Convergence for the Self-Avoiding Walk -- Further Results for the Self-Avoiding Walk -- Lattice Trees -- The Lace Expansion for Lattice Trees -- Percolation -- The Expansion for Percolation -- Results for Percolation -- Oriented Percolation -- Expansions for Oriented Percolation -- The Contact Process -- Branching Random Walk -- Integrated Super-Brownian Excursion -- Super-Brownian Motion. |
| Record Nr. | UNINA-9910483634203321 |
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Slade G (Gordon)
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| Berlin ; ; Heidelberg : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The lace expansion and its applications : Ecole d'Ete de Probabilites de Saint-Flour XXXIV-2004 / / Jean Picard, editor
| The lace expansion and its applications : Ecole d'Ete de Probabilites de Saint-Flour XXXIV-2004 / / Jean Picard, editor |
| Autore | Slade G (Gordon) |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 530.13 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Percolation (Statistical physics)
Probabilities |
| ISBN |
1-280-61500-1
9786610615001 3-540-35518-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Simple Random Walk -- The Self-Avoiding Walk -- The Lace Expansion for the Self-Avoiding Walk -- Diagrammatic Estimates for the Self-Avoiding Walk -- Convergence for the Self-Avoiding Walk -- Further Results for the Self-Avoiding Walk -- Lattice Trees -- The Lace Expansion for Lattice Trees -- Percolation -- The Expansion for Percolation -- Results for Percolation -- Oriented Percolation -- Expansions for Oriented Percolation -- The Contact Process -- Branching Random Walk -- Integrated Super-Brownian Excursion -- Super-Brownian Motion. |
| Record Nr. | UNISA-996466644103316 |
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Slade G (Gordon)
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| Berlin ; ; Heidelberg : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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The Lace expansion and its applications : école d'été de probabilités de Saint-Flour XXXIV-2004 / G. Slade ; editor, Jean Picard
| The Lace expansion and its applications : école d'été de probabilités de Saint-Flour XXXIV-2004 / G. Slade ; editor, Jean Picard |
| Autore | Slade, Gordon |
| Pubbl/distr/stampa | Berlin : Springer, c2006 |
| Descrizione fisica | xiii, 228 p. : ill. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Picard, Jean |
| Altri autori (Convegni) | Ecole d'été de probabilités de Saint-Flour <34. ; 2004> |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1879 |
| Soggetto topico |
Percolation (Statistical physics)
Scaling laws (Statistical physics) Mathematical statistics Probabilities |
| ISBN | 3540311890 |
| Classificazione |
AMS 60K35
AMS 82B41 AMS 82B43 AMS 60G57 AMS 05A16 LC QA3.L47 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001754469707536 |
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Slade, Gordon
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| Berlin : Springer, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Large Deviations and Asymptotic Methods in Finance [[electronic resource] /] / edited by Peter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann
| Large Deviations and Asymptotic Methods in Finance [[electronic resource] /] / edited by Peter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (590 p.) |
| Disciplina | 332.015195 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Economics, Mathematical
Probabilities Approximation theory Differential geometry Quantitative Finance Probability Theory and Stochastic Processes Approximations and Expansions Differential Geometry |
| ISBN | 3-319-11605-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hagan, Lesniewski, Woodward: Probability Distribution in the SABR Model of Stochastic Volatility -- Paulot: Asymptotic Implied Volatility at the Second Order with Application to the SABR Model -- Henry-Labordere: Unifying the BGM and SABR Models: A Short Ride in Hyperbolic Geometry -- Ben Arous, Laurence: Second Order Expansion for Implied Volatility in Two Factor Local-stochastic Volatility -- Osajima: General Asymptotics of Wiener Functionals and Application to Implied Volatilities -- Bayer, Laurence: Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model -- Keller-Ressel, Teichmann: A Remark on Gatheral's 'Most-likely Path Approximation' of Implied Volatility -- Gatheral, Wang: Implied volatility from local volatility: a path integral approach -- Gerhold, Friz: Don't Stay Local - Extrapolation Analytics for Dupire's Local Volatility -- Gulisashvili, Teichmann: Laplace Principle Expansions and Short Time Asymptotics for Affine Processes -- Lorig, Pascucci, Pagliarani: Asymptotics for d-dimensional Levy-type Processes -- Takahashi: An Asymptotic Expansion Approach in Finance -- Baudoin, Ouyang: On small time asymptotics for rough differential equations driven by fractional Brownian motions -- Lucic: On singularities in the Heston model.- Bayer, Friz, Laurence: On the probability density function of baskets -- Conforti, De Marco, Deuschel: On small-noise equations with degenerate limiting system arising from volatility models -- Pham: Long time asymptotic problems for optimal investment -- Spiliopoulos: Systemic Risk and Default Clustering for Large Financial Systems -- Jacod, Rosenbaum: Asymptotic Properties of a Volatility Estimator. |
| Record Nr. | UNINA-9910299762403321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Large Deviations for Random Graphs [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XLV - 2015 / / by Sourav Chatterjee
| Large Deviations for Random Graphs [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XLV - 2015 / / by Sourav Chatterjee |
| Autore | Chatterjee Sourav |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XI, 170 p.) |
| Disciplina | 511.5 |
| Collana | École d'Été de Probabilités de Saint-Flour |
| Soggetto topico |
Probabilities
Combinatorics Probability Theory and Stochastic Processes |
| ISBN | 3-319-65816-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Preparation -- 3. Basics of graph limit theory -- 4. Large deviation preliminaries -- 5. Large deviations for dense random graphs -- 6. Applications of dense graph large deviations -- 7. Exponential random graph models -- 8. Large deviations for sparse graphs -- Index. |
| Record Nr. | UNINA-9910257379303321 |
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Chatterjee Sourav
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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