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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang
| Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang |
| Autore | Zhang, Jianfeng |
| Edizione | [New York : Springer, 2017] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123804 |
Zhang, Jianfeng
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XIII, 273 p. : ill. ; 24 cm |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Harmonic Functions Ito's formula Markov process Martingale representation Martingales Quantitative Finance Stochastic Calculus Stochastic differential equations Stochastic integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114495 |
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Le Gall, Jean-François
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall
| Brownian motion, martingales, and stochastic calculus / Jean-François Le Gall |
| Autore | Le Gall, Jean-François |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XIII, 273 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114495 |
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Le Gall, Jean-François
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| XIII, 273 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XV, 128 p. : ill. ; 24 cm |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Change of Time Method
Geometric Brownian Motion Mean-reverting Asset Multi-factor Levy Models Quantitative Finance Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114524 |
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Swishchuk, Anatoliy
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Change of time methods in quantitative finance / Anatoliy Swishchuk
| Change of time methods in quantitative finance / Anatoliy Swishchuk |
| Autore | Swishchuk, Anatoliy |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XV, 128 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114524 |
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Swishchuk, Anatoliy
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| XV, 128 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
| Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
| Autore | Gualtierotti, Antonio F. |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XXXIV, 1176 p. : ill. ; 24 cm |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
| Soggetto non controllato |
Cramér-Hida representations
Dependent signals with arbitrary laws Girsanov‘s theory Goursat processes Information and communication, circuits Prediction processes Reproducing Kernel Hilbert spaces Signal detection Uniqueness class of continuous local martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113725 |
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Gualtierotti, Antonio F.
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
| Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
| Autore | Gualtierotti, Antonio F. |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XXXIV, 1176 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113725 |
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Gualtierotti, Antonio F.
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| XXXIV, 1176 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Differential equations driven by rough paths : Ecole d'été de probabilités de Saint-Flour XXXIV-2004 / Terry J. Lyons, Michael Caruana, Thierry Levy
| Differential equations driven by rough paths : Ecole d'été de probabilités de Saint-Flour XXXIV-2004 / Terry J. Lyons, Michael Caruana, Thierry Levy |
| Autore | Lyons, Terry |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | XV, 109 p. ; 24 cm |
| Altri autori (Persone) |
Caruana, Michael
Lévy, Thierry |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Boundary Value Problems
Chen Iterated Integral Coupled Systems Log Signature Ordinary differential equations Probability Theory Rough Differential Equation Stochastic Analysis |
| ISBN | 978-35-407-1284-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0061435 |
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Lyons, Terry
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| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Differential equations driven by rough paths : Ecole d'été de probabilités de Saint-Flour, 34., 2004 / Terry J. Lyons, Michael Caruana, Thierry Levy
| Differential equations driven by rough paths : Ecole d'été de probabilités de Saint-Flour, 34., 2004 / Terry J. Lyons, Michael Caruana, Thierry Levy |
| Autore | Lyons, Terry |
| Edizione | [Berlin : Springer] |
| Descrizione fisica | Pubblicazione disponibile anche in formato elettronico. |
| Altri autori (Persone) |
Caruana, Michael
Lévy, Thierry |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 978-35-407-1284-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0061435 |
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Lyons, Terry
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Exponential stability of stochastic differential equations / Xuerong Mao
| Exponential stability of stochastic differential equations / Xuerong Mao |
| Autore | Mao, Xuerong |
| Pubbl/distr/stampa | New York, : Marcel Dekker, 1994 |
| Descrizione fisica | XII, 307 p. ; 24 cm. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 93E15 - Stochastic stability in control theory [MSC 2020] |
| ISBN | 08-247-9080-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0044288 |
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Mao, Xuerong
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| New York, : Marcel Dekker, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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60H10 - Stochastic ordinary differential equations [MSC 2020]
(88)
- 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] (19)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (18)
- 60H05 - Stochastic integrals [MSC 2020] (17)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (17)