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Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour XLIII-2013 / Krzysztof Burdzy
| Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour XLIII-2013 / Krzysztof Burdzy |
| Autore | Burdzy, Krzysztof |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XII, 137 p. ; 24 cm |
| Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Coupling Heat equations Neumann eigenfunction Partial differential equations |
| ISBN | 978-33-19-04394-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101532 |
Burdzy, Krzysztof
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour 43-2013 / Krzysztof Burdzy. Cham : Springer, 2014
| Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour 43-2013 / Krzysztof Burdzy. Cham : Springer, 2014 |
| Autore | Burdzy, Krzysztof |
| Edizione | [XII, 137 p.] |
| Descrizione fisica | Accesso al full text attraverso riconoscimento indirizzo IP di Ateneo. |
| Soggetto topico |
60J65 - Brownian motion [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 978-33-19-04394-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0101532 |
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Burdzy, Krzysztof
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| 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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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 270 p. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Partial Differential Equations
Black's Consol Rate Conjecture Boundary Value Problems Forward-Backward Stochastic Differential Equations Four Step Scheme Nodal Solutions Partial differential equations Quantitative Finance |
| ISBN | 978-35-406-5960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0054455 |
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Ma, Jin <1956- >
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| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Edizione | [Berlin : Springer, 1999] |
| Descrizione fisica | Pubblicazione disponibile anche in formato elettronico |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 8-3-540-65960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0054455 |
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Ma, Jin <1956- >
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors
| Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XII, 164 p. : ill. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 92B15 - General Biostatistics [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Soggetto non controllato |
Blockshrink wavelets
Dynalets Extreme conditional quantiles Functional data Local linear estimator Queueing Theory Robust regression Spherically symmetric distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113740 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors
| Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XII, 164 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 92B15 - General Biostatistics [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113740 |
| XII, 164 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier
| Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier |
| Autore | Grbac, Zorana |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XIII, 140 p. : ill. ; 24 cm |
| Altri autori (Persone) | Runggaldier, Wolfgang J. |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G40 - Credit risk [MSC 2020] |
| Soggetto non controllato |
Affine term structure methodology
Clean valuation Interest rate models and derivatives Multicurve models Post-crisis interbank risk Quantitative Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113875 |
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Grbac, Zorana
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier
| Interest rate modeling : post-crisis challenges and approaches / Zorana Grbac, Wolfgang J. Runggaldier |
| Autore | Grbac, Zorana |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XIII, 140 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Runggaldier, Wolfgang J. |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G40 - Credit risk [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113875 |
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Grbac, Zorana
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||
| XIII, 140 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
(42)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (16)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (10)
- 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] (8)
- 91G80 - Financial applications of other theories [MSC 2020] (8)