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Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
| Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve |
| Autore | Karatzas, Ioannis |
| Edizione | [2nd ed] |
| Pubbl/distr/stampa | New York : Springer-Verlag, 1991 |
| Descrizione fisica | xxiii, 470 p. ; 24 cm. |
| Disciplina |
530.475
519.23 |
| Altri autori (Persone) | Shreve, Steven E. |
| Collana | Graduate texts in mathematics, 0072-5285 ; 113 |
| Soggetto topico |
Brownian motion
Stochastic analysis |
| ISBN | 0387976558 |
| Classificazione |
AMS 60G07
AMS 60H05 QA274.75.K37 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000724309707536 |
Karatzas, Ioannis
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| New York : Springer-Verlag, 1991 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Combinatorial stochastic processes : Ecole d'ete de probabilités de Saint-Flour XXXII - 2002 / / J. Pitman ; editor, Jean Picard
| Combinatorial stochastic processes : Ecole d'ete de probabilités de Saint-Flour XXXII - 2002 / / J. Pitman ; editor, Jean Picard |
| Autore | Pitman Jim |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg ; ; New York : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (256 p.) |
| Disciplina | 519.2 |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Stochastic analysis |
| ISBN |
1-280-62579-1
9786610625796 3-540-34266-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preliminaries -- Bell polynomials, composite structures and Gibbs partitions -- Exchangeable random partitions -- Sequential constructions of random partitions -- Poisson constructions of random partitions -- Coagulation and fragmentation processes -- Random walks and random forests -- The Brownian forest -- Brownian local times, branching and Bessel processes -- Brownian bridge asymptotics for random mappings -- Random forests and the additive coalescent. |
| Record Nr. | UNINA-9910483055803321 |
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Pitman Jim
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| Berlin ; ; Heidelberg ; ; New York : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Combinatorial stochastic processes : Ecole d'ete de probabilités de Saint-Flour XXXII - 2002 / / J. Pitman ; editor, Jean Picard
| Combinatorial stochastic processes : Ecole d'ete de probabilités de Saint-Flour XXXII - 2002 / / J. Pitman ; editor, Jean Picard |
| Autore | Pitman Jim |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg ; ; New York : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (256 p.) |
| Disciplina | 519.2 |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Stochastic analysis |
| ISBN |
1-280-62579-1
9786610625796 3-540-34266-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preliminaries -- Bell polynomials, composite structures and Gibbs partitions -- Exchangeable random partitions -- Sequential constructions of random partitions -- Poisson constructions of random partitions -- Coagulation and fragmentation processes -- Random walks and random forests -- The Brownian forest -- Brownian local times, branching and Bessel processes -- Brownian bridge asymptotics for random mappings -- Random forests and the additive coalescent. |
| Record Nr. | UNISA-996466626803316 |
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Pitman Jim
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| Berlin ; ; Heidelberg ; ; New York : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Combinatorial stochastic processes : ecole d'eté de probabilités de Saint-Flour XXXII-2002 / J. Pitman ; editor, Jean Picard
| Combinatorial stochastic processes : ecole d'eté de probabilités de Saint-Flour XXXII-2002 / J. Pitman ; editor, Jean Picard |
| Autore | Pitman, Jim |
| Pubbl/distr/stampa | Berlin : Springer, c2006 |
| Descrizione fisica | ix, 256 p. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Picard, Jean |
| Altri autori (Convegni) | Ecole d'été de probabilités de Saint-Flour <32 ; 2002> |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1875 |
| Soggetto topico | Stochastic analysis |
| ISBN | 354030990X |
| Classificazione |
AMS 05A
AMS 60C05 AMS 60J65 AMS 60G09 AMS 60J80 LC QA278.2.P68 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001753609707536 |
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Pitman, Jim
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| Berlin : Springer, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Computational Finance with R [[electronic resource] /] / by Rituparna Sen, Sourish Das
| Computational Finance with R [[electronic resource] /] / by Rituparna Sen, Sourish Das |
| Autore | Sen Rituparna |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (352 pages) |
| Disciplina | 332.028553 |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Statistics
Social sciences - Mathematics Stochastic analysis Machine learning Statistics - Computer programs Statistics in Business, Management, Economics, Finance, Insurance Mathematics in Business, Economics and Finance Stochastic Analysis Machine Learning Statistical Software Enginyeria financera R (Llenguatge de programació) |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 981-19-2008-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. Numerical Methods -- 1. Preliminaries -- 2. Solving a System of Linear Equations -- 3. Solving Non-Linear Equations -- 4. Numerical Integration -- 5. Numerical Differentiation -- 6. Numerical Methods for PDE -- 7. Optimization -- Part II. Simulation Methods -- 8. Monte-Carlo Methods -- 9. Lattice Models -- 10. Simulating Brownian Motion -- 11. Variance Reduction -- 12. Bayesian Computation with Stan -- 13. Resampling -- Part III. Statistical Methods -- 14. Descriptive Methods -- 15. Inferential Statistics -- 16. Statistical Risk Analysis -- 17. Multivariate Analysis -- 18. Univariate Time Series -- 19. Multivariate Time Series -- 20. High Frequency Data -- 21. Supervised Learning -- 22. Unsupervised Learning -- Appendix -- A. Basics of Mathematical Finance -- B. Introduction to R -- C. Extreme Value Theory in Finance -- Bibliography. . |
| Record Nr. | UNINA-9910733712103321 |
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Sen Rituparna
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Conformally invariant processes in the plane / Gregory F. Lawler
| Conformally invariant processes in the plane / Gregory F. Lawler |
| Autore | Lawler, Gregory F. |
| Pubbl/distr/stampa | Providence, R.I. : American Mathematical Society, c2005 |
| Descrizione fisica | xi, 242 p. ; 27 cm |
| Disciplina | 515.9 |
| Collana | Mathematical surveys and monographs, 0076-5376 ; 114 |
| Soggetto topico |
Conformal mapping
Potential theory (Mathematics) Stochastic analysis Markov processes |
| ISBN | 0821836773 |
| Classificazione |
AMS 30C35
AMS 31A15 AMS 60H30 AMS 60J65 AMS 81T40 AMS 82B27 LC QA646.L85 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001112399707536 |
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Lawler, Gregory F.
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| Providence, R.I. : American Mathematical Society, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Constructing nonhomeomorphic stochastic flows / / R.W.R. Darling
| Constructing nonhomeomorphic stochastic flows / / R.W.R. Darling |
| Autore | Darling R. W. R. <1954-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1987 |
| Descrizione fisica | 1 online resource (109 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico | Stochastic analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0796-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Part I. Introduction""; ""1. Background""; ""2. An outline of the main results""; ""3. Pure stochastic flows""; ""Part II. Construction of a pure stochastic flow with given finite-dimensional distributions""; ""4. Convolution of measures with respect to composition of functions""; ""5. A projective system for building a pure stochastic flow""; ""6. Existence theorem for pure stochastic flows""; ""Part III. Construction of a stochastic flow assuming almost no fixed points of discontinuity""; ""7. Probability measures with almost no fixed points of discontinuity""
""8. Fluid Radon probability measures and their convolution""""9. Existence theorem for pure stochastic flows assuming almost no fixed points of discontinuity""; ""Part IV.""; ""10. Construction of a convolution semigroup of probability measures from finite-dimensional Markov processes""; ""Part V. Covariance functions and the corresponding sets of finite-dimensional motions""; ""11. Algebraic properties of the covariance function""; ""12. Constructing the finite-dimensional motions""; ""13. Stochastic continuity in the non-isotropic case"" ""14. Stochastic continuity and coalescence in the isotropic case""""15. The one-dimensional case""; ""16. An example in dimension two""; ""Part VI. The geometry of coalescence""; ""17. Coalescence times and the coalescent set process""; ""Appendix A. Baire sets and Radon probability measures""; ""Appendix B. Projective systems of probability spaces""; ""References"" |
| Record Nr. | UNINA-9910480685803321 |
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Darling R. W. R. <1954->
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| Providence, Rhode Island : , : American Mathematical Society, , 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Constructing nonhomeomorphic stochastic flows / / R.W.R. Darling
| Constructing nonhomeomorphic stochastic flows / / R.W.R. Darling |
| Autore | Darling R. W. R. <1954-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1987 |
| Descrizione fisica | 1 online resource (109 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico | Stochastic analysis |
| ISBN | 1-4704-0796-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Part I. Introduction""; ""1. Background""; ""2. An outline of the main results""; ""3. Pure stochastic flows""; ""Part II. Construction of a pure stochastic flow with given finite-dimensional distributions""; ""4. Convolution of measures with respect to composition of functions""; ""5. A projective system for building a pure stochastic flow""; ""6. Existence theorem for pure stochastic flows""; ""Part III. Construction of a stochastic flow assuming almost no fixed points of discontinuity""; ""7. Probability measures with almost no fixed points of discontinuity""
""8. Fluid Radon probability measures and their convolution""""9. Existence theorem for pure stochastic flows assuming almost no fixed points of discontinuity""; ""Part IV.""; ""10. Construction of a convolution semigroup of probability measures from finite-dimensional Markov processes""; ""Part V. Covariance functions and the corresponding sets of finite-dimensional motions""; ""11. Algebraic properties of the covariance function""; ""12. Constructing the finite-dimensional motions""; ""13. Stochastic continuity in the non-isotropic case"" ""14. Stochastic continuity and coalescence in the isotropic case""""15. The one-dimensional case""; ""16. An example in dimension two""; ""Part VI. The geometry of coalescence""; ""17. Coalescence times and the coalescent set process""; ""Appendix A. Baire sets and Radon probability measures""; ""Appendix B. Projective systems of probability spaces""; ""References"" |
| Record Nr. | UNINA-9910788885003321 |
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Darling R. W. R. <1954->
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||
| Providence, Rhode Island : , : American Mathematical Society, , 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Constructing nonhomeomorphic stochastic flows / / R.W.R. Darling
| Constructing nonhomeomorphic stochastic flows / / R.W.R. Darling |
| Autore | Darling R. W. R. <1954-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1987 |
| Descrizione fisica | 1 online resource (109 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico | Stochastic analysis |
| ISBN | 1-4704-0796-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Part I. Introduction""; ""1. Background""; ""2. An outline of the main results""; ""3. Pure stochastic flows""; ""Part II. Construction of a pure stochastic flow with given finite-dimensional distributions""; ""4. Convolution of measures with respect to composition of functions""; ""5. A projective system for building a pure stochastic flow""; ""6. Existence theorem for pure stochastic flows""; ""Part III. Construction of a stochastic flow assuming almost no fixed points of discontinuity""; ""7. Probability measures with almost no fixed points of discontinuity""
""8. Fluid Radon probability measures and their convolution""""9. Existence theorem for pure stochastic flows assuming almost no fixed points of discontinuity""; ""Part IV.""; ""10. Construction of a convolution semigroup of probability measures from finite-dimensional Markov processes""; ""Part V. Covariance functions and the corresponding sets of finite-dimensional motions""; ""11. Algebraic properties of the covariance function""; ""12. Constructing the finite-dimensional motions""; ""13. Stochastic continuity in the non-isotropic case"" ""14. Stochastic continuity and coalescence in the isotropic case""""15. The one-dimensional case""; ""16. An example in dimension two""; ""Part VI. The geometry of coalescence""; ""17. Coalescence times and the coalescent set process""; ""Appendix A. Baire sets and Radon probability measures""; ""Appendix B. Projective systems of probability spaces""; ""References"" |
| Record Nr. | UNINA-9910817121403321 |
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Darling R. W. R. <1954->
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| Providence, Rhode Island : , : American Mathematical Society, , 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Continuous stochastic calculus with applications to finance / Michael Meyer
| Continuous stochastic calculus with applications to finance / Michael Meyer |
| Autore | Meyer, Michael |
| Pubbl/distr/stampa | Boca Raton (USA) : Chapman & Hall/CRC, c2001 |
| Descrizione fisica | xvi, 319 p. ; 24 cm |
| Disciplina | 519.23 |
| Collana | Applied mathematics ; 17 |
| Soggetto topico |
Finance-Mathematical models
Stochastic analysis |
| ISBN | 1584882344 |
| Classificazione | AMS 60H |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003675429707536 |
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Meyer, Michael
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| Boca Raton (USA) : Chapman & Hall/CRC, c2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Soggetto topico
-
Stochastic analysis
(249)
- Stochastic processes (23)
- Finance - Mathematical models (15)
- Markov processes (14)
- Anàlisi estocàstica (11)