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Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
Autore Böttcher, Björn
Edizione [Cham : Springer, 2013]
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Schilling, René L.
Wang, Jian
Soggetto topico 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
60J35 - Transition functions, generators and resolvents [MSC 2020]
60G17 - Sample path properties [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020]
35S30 - Fourier integral operators applied to PDEs [MSC 2020]
47D03 - Groups and semigroups of linear operators [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-SUN0098170
Böttcher, Björn  
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
Autore Böttcher, Björn
Edizione [Cham : Springer, 2013]
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Schilling, René L.
Wang, Jian, matematico
Soggetto topico 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
60J35 - Transition functions, generators and resolvents [MSC 2020]
60G17 - Sample path properties [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020]
35S30 - Fourier integral operators applied to PDEs [MSC 2020]
47D03 - Groups and semigroups of linear operators [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-VAN0098170
Böttcher, Björn  
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Mathematical Finance / Ernst Eberlein, Jan Kallsen
Mathematical Finance / Ernst Eberlein, Jan Kallsen
Autore Eberlein, Ernst
Edizione [Cham : Springer, 2019]
Pubbl/distr/stampa xvii, 772 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Kallsen, Jan
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
91Gxx - Actuarial science and mathematical finance [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-SUN0126983
Eberlein, Ernst  
xvii, 772 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Mathematical Finance / Ernst Eberlein, Jan Kallsen
Mathematical Finance / Ernst Eberlein, Jan Kallsen
Autore Eberlein, Ernst
Edizione [Cham : Springer, 2019]
Pubbl/distr/stampa xvii, 772 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Kallsen, Jan
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
91Gxx - Actuarial science and mathematical finance [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-VAN0126983
Eberlein, Ernst  
xvii, 772 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Modèles aléatoires en ecologie et evolution / Sylvie Méléard
Modèles aléatoires en ecologie et evolution / Sylvie Méléard
Autore Meleard, Sylvie
Edizione [Berlin]
Pubbl/distr/stampa XII, 267 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60J74 - Jump processes on discrete state spaces [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
92D25 - Population dynamics (general) [MSC 2020]
92D15 - Problems related to evolution [MSC 2020]
92D40 - Ecology [MSC 2020]
60J70 - Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [MSC 2020]
60J85 - Applications of branching processes [MSC 2020]
60J76 - Jump processes on general state spaces [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione fre
Record Nr. UNICAMPANIA-SUN0114986
Meleard, Sylvie  
XII, 267 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Modèles aléatoires en ecologie et evolution / Sylvie Méléard
Modèles aléatoires en ecologie et evolution / Sylvie Méléard
Autore Meleard, Sylvie
Edizione [Berlin]
Pubbl/distr/stampa XII, 267 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60J74 - Jump processes on discrete state spaces [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
92D25 - Population dynamics (general) [MSC 2020]
92D15 - Problems related to evolution [MSC 2020]
92D40 - Ecology [MSC 2020]
60J70 - Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [MSC 2020]
60J85 - Applications of branching processes [MSC 2020]
60J76 - Jump processes on general state spaces [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione fre
Record Nr. UNICAMPANIA-VAN0114986
Meleard, Sylvie  
XII, 267 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Second order elliptic integro-differential problems / Maria Giovanna Garroni, Jose Luis Menaldi
Second order elliptic integro-differential problems / Maria Giovanna Garroni, Jose Luis Menaldi
Autore Garroni, Maria Giovanna
Pubbl/distr/stampa Boca Raton [etc.], : Chapman & Hall
Descrizione fisica XV, 221 p. ; 24 cm.
Altri autori (Persone) Menaldi, Jose Luis
Soggetto topico 60J74 - Jump processes on discrete state spaces [MSC 2020]
45-XX - Integral equations [MSC 2020]
47G20 - Integro-differential operators [MSC 2020]
45Kxx - Integro-partial differential equations [MSC 2020]
60J76 - Jump processes on general state spaces [MSC 2020]
ISBN 15-8488-200-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0055580
Garroni, Maria Giovanna  
Boca Raton [etc.], : Chapman & Hall
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Second order elliptic integro-differential problems / Maria Giovanna Garroni, Jose Luis Menaldi
Second order elliptic integro-differential problems / Maria Giovanna Garroni, Jose Luis Menaldi
Autore Garroni, Maria Giovanna
Pubbl/distr/stampa Boca Raton [etc.], : Chapman & Hall
Descrizione fisica XV, 221 p. ; 24 cm.
Altri autori (Persone) Menaldi, Jose Luis
Soggetto topico 60J74 - Jump processes on discrete state spaces [MSC 2020]
45-XX - Integral equations [MSC 2020]
47G20 - Integro-differential operators [MSC 2020]
45Kxx - Integro-partial differential equations [MSC 2020]
60J76 - Jump processes on general state spaces [MSC 2020]
ISBN 15-8488-200-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0055580
Garroni, Maria Giovanna  
Boca Raton [etc.], : Chapman & Hall
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
Edizione [[Cham] : Springer, 2016]
Pubbl/distr/stampa X, 225 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020]
91B05 - Risk models (general) [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]
90B30 - Production models [MSC 2020]
60H20 - Stochastic integral equations [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-SUN0115381
X, 225 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
Edizione [[Cham] : Springer, 2016]
Pubbl/distr/stampa X, 225 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020]
91B05 - Risk models (general) [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
60G52 - Stable stochastic processes [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]
90B30 - Production models [MSC 2020]
60H20 - Stochastic integral equations [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-VAN0115381
X, 225 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui