Stochastic Analysis and Related Topics : A Festschrift in Honor of Rodrigo Bañuelos / Fabrice Baudoin, Jonathon Peterson editors |
Pubbl/distr/stampa | Cham, : Birkhäuser, 2017 |
Descrizione fisica | vii, 221 p. : ill. ; 24 cm |
Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
35K05 - Heat equation [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35K25 - Higher order parabolic equations [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] |
Soggetto non controllato |
Brownian Motions
Fractional Brownian motion Heat Kernel estimates Lévy processes Partial differential equations Phase transitions Rough Paths |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123988 |
Cham, : Birkhäuser, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Analysis and Related Topics : A Festschrift in Honor of Rodrigo Bañuelos / Fabrice Baudoin, Jonathon Peterson editors |
Edizione | [Cham : Birkhäuser, 2017] |
Pubbl/distr/stampa | vii, 221 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
35K05 - Heat equation [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35K25 - Higher order parabolic equations [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0123988 |
vii, 221 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic processes and long range dependence / Gennady Samorodnitsky |
Autore | Samorodnitsky, Gennady |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XI, 415 p. : ill. ; 24 cm |
Soggetto topico |
60G10 - Stationary stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60F17 - Functional limit theorems; invariance principles [MSC 2020] |
Soggetto non controllato |
Ergodic theory
Heavy tails Long range dependence Second-order Theory Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0115394 |
Samorodnitsky, Gennady | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic processes and long range dependence / Gennady Samorodnitsky |
Autore | Samorodnitsky, Gennady |
Edizione | [[Cham] : Springer, 2016] |
Pubbl/distr/stampa | XI, 415 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60G10 - Stationary stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60F17 - Functional limit theorems; invariance principles [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0115394 |
Samorodnitsky, Gennady | ||
XI, 415 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
The dynamics of nonlinear reaction-diffusion equations with small Lévy noise / Arnaud Debussche, Michael Högele, Peter Imkeller |
Autore | Debussche, Arnaud |
Pubbl/distr/stampa | Cham, : Springer, 2013 |
Descrizione fisica | XIII, 163 p. : ill. ; 24 cm |
Altri autori (Persone) |
Högele, Michael
Imkeller, Peter |
Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
35K57 - Reaction-diffusion equations [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] |
Soggetto non controllato |
Conceptual climate models
First exit problem Metastability Non-Gaussian Lévy noise Partial differential equations Stochastic nonlinear reaction-diffusion equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0096088 |
Debussche, Arnaud | ||
Cham, : Springer, 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
The dynamics of nonlinear reaction-diffusion equations with small Lévy noise / Arnaud Debussche, Michael Högele, Peter Imkeller |
Autore | Debussche, Arnaud |
Edizione | [Cham : Springer, 2013] |
Pubbl/distr/stampa | XIII, 163 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Högele, Michael
Imkeller, Peter |
Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
35K57 - Reaction-diffusion equations [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0096088 |
Debussche, Arnaud | ||
XIII, 163 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato |
Autore | Rocha-Arteaga, Alfonso |
Edizione | [Rev. Ed] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | viii, 135 p. : ill. ; 24 cm |
Altri autori (Persone) | Sato, Ken-Iti |
Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0127227 |
Rocha-Arteaga, Alfonso | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Topics in Infinitely Divisible Distributions and Lévy Processes / Alfonso Rocha-Arteaga, Ken-iti Sato |
Autore | Rocha-Arteaga, Alfonso |
Edizione | [Rev. Ed] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | viii, 135 p. : ill. ; 24 cm |
Altri autori (Persone) | Sato, Ken-Iti |
Soggetto topico |
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
Soggetto non controllato |
Cone-parameter Lévy processes
Cone-parameter convolution semigroups Infinitely divisible distributions Lamperti transformation Lévy processes Ornstein--Uhlenbeck type processes Selfdecomposable distributions Selfsimilar additive processes Stochastic integral respect to Lévy processes Subordination |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127227 |
Rocha-Arteaga, Alfonso | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|