top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.

Biblioteca

MARC Lista (tabellare)
In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor
In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor
Edizione [1st ed. 2006.]
Pubbl/distr/stampa Berlin, Germany : , : Springer, , [2006]
Descrizione fisica 1 online resource (VIII, 422 p.)
Disciplina 519.2
Collana Séminaire de Probabilités
Soggetto topico Stochastic analysis
ISBN 1-280-63504-5
9786610635047
3-540-35513-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Titres et Travaux : Postface -- The Life and Scientific Work of Paul André Meyer (August 21st, 1934 - January 30th, 2003) “Un modèle pour nous tous” -- Disparition de Paul-André Meyer -- Témoignages -- Kernel and Integral Representations of Operators on Infinite Dimensional Toy Fock Spaces -- Le Théorème de Pitman, le Groupe Quantique SUq(2), et une Question de P. A. Meyer -- A Simple Proof of Two Generalized Borel-Cantelli Lemmas -- Natural Decomposition of Processes and Weak Dirichlet Processes -- A Lost Scroll -- Stochastic Integration with Respect to a Sequence of Semimartingales -- On Almost Sure Convergence Results in Stochastic Calculus -- On a Condition that One-Dimensional Diffusion Processes are Martingales -- Ito's Integrated Formula for Strict Local Martingales -- Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space -- Sandwiched Filtrations and Lévy Processes -- The Dalang–Morton–Willinger Theorem Under Delayed and Restricted Information -- The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures -- A Path Transformation of Brownian Motion -- Two Recursive Decompositions of Brownian Bridge Related to the Asymptotics of Random Mappings -- Pénalisations et Quelques Extensions du Théorème de Pitman, Relatives au Mouvement Brownien et à Son -- Some Remarkable Properties of the Dunkl Martingales -- Enroulements Browniens et Subordination dans les Groupes de Lie -- Stochastic Covariant Calculus with Jumps and Stochastic Calculus with Covariant Jumps.
Altri titoli varianti Séminaire de Probabilités XXXIX
Record Nr. UNISA-996466639803316
Berlin, Germany : , : Springer, , [2006]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Inference for diffusion processes : with applications in life sciences / / Christiane Fuchs
Inference for diffusion processes : with applications in life sciences / / Christiane Fuchs
Autore Fuchs Christiane
Edizione [1st ed. 2013.]
Pubbl/distr/stampa New York, : Springer, 2013
Descrizione fisica 1 online resource (437 p.)
Disciplina 519.233
Soggetto topico Stochastic analysis
ISBN 1-299-19748-5
3-642-25969-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. I. Stochastic modelling -- pt. II. Statistical inference -- pt. III. Applications.
Record Nr. UNINA-9910438144203321
Fuchs Christiane  
New York, : Springer, 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Pubbl/distr/stampa New Jersey, : World Scientific, c2008
Descrizione fisica 1 online resource (257 p.)
Disciplina 519.2/2
Altri autori (Persone) KuoHui-Hsiung <1941->
SenguptaAmbar <1963->
SundarP (Padmanabhan)
Collana QP-PQ, quantum probability and white noise analysis
Soggetto topico White noise theory
Stochastic analysis
Soggetto genere / forma Electronic books.
ISBN 1-281-93809-2
9786611938093
981-277-955-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CONTENTS; Preface; Complex White Noise and the Infinite Dimensional Unitary Group T. Hida; 1. Introduction; 2. Complex white noise; 3. Infinite dimensional unitary group; 4. Subgroups of U(Ee); References; Complex Ito Formulas M. Redfern; 1. Introduction; 2. Background and Notation; 3. Complex White Noise Analysis; 4. Calculus of (Dc*)-Valued Processes; 5. Real Case; References; White Noise Analysis: Background and a Recent Application J. Becnel and A . N. Sengupta; 1. Introduction; 2. Background: The Schwartz Space as a Nuclear Space
2.1. Hermite polynomials, creation and annihilation operators2.2. The Schwartz space as a nuclear space; 2.3. The abstract formulation; 2.4. Gaussian measure in infinite dimensions; 3. White Noise Distribution Theory; 3.1. Wiener-Ito isomorphism; 3.2. Properties of test functions; 3.3. The Segal-Bargmann transform; 3.3.1. The S-transform over subspaces; 4. Application to Quantum Computing; 4.1. Quantum algorithms; 4.2. Hidden subspace algorithm; Acknowledgment; References; Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters A. Stan; 1. Introduction; 2. Background
3. Wick product4. Random variables with sub-additive w-parameters; References; Donsker's Functional Calculus and Related Questions P.-L. Chow and J. Potthoff; 1. Introduction; 2. Donsker's Calculus; 3. Tools from White Noise Analysis and Malliavin Calclus; 3.1. Chaos Decomposition; 3.2. S-Transform; 3.3. Smooth and Generalized Random Variables; 3.4. Differential Operators; 3.5. Characterization Theorem and Wick Product; 4. Fourier-Wiener Transform; 5. Independence and Ito Calculus; 5.1. Independence of Generalized Random Variables; 5.2. Ito Calculus for Generalized Stochastic Processes
5.3. Donsker's Delta Function6. Towards Donsker's Calculus; References; Stochastic Analysis of Tidal Dynamics Equation U. Manna, J. L. Menaldi, and S. S. Sritharan; 1. Introduction; 2. Tidal Dynamics: The Model; 3. Deterministic Setting: Global Monotonicity and Solvability; 4. Stochastic Tide Equation; Acknowledgments; References; Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D P. Sundar and H. Yin; 1. Introduction; 2. Preliminaries; 3. A Priori Estimates; 4. Existence of Solutions; 5. Uniqueness of Solutions; References
Spaces of Test and Generalized Functions of Arcsine White Noise Formulas A . Barhoumi, A . Riahi, and H. Ouerdiane1. Introduction; 2. Arcsine White Noise Space; 2.1. Arcsine space in one dimension; 2.2. Construction of the arcsine white noise space; 3. Arcsine Test and Generalized Functions Spaces; 4. Characterization Theorems; 4.1. The S-transform; 4.2. Characterization of test and generalized functions; References; An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian K. Saito and K. Sakabe; 1. Introduction; 2. A compensated Levy process and the Levy distributions
3. The Levy Laplacian acting on the Levy distributions
Record Nr. UNINA-9910453201803321
New Jersey, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Pubbl/distr/stampa New Jersey, : World Scientific, c2008
Descrizione fisica 1 online resource (257 p.)
Disciplina 519.2/2
Altri autori (Persone) KuoHui-Hsiung <1941->
SenguptaAmbar <1963->
SundarP (Padmanabhan)
Collana QP-PQ, quantum probability and white noise analysis
Soggetto topico White noise theory
Stochastic analysis
ISBN 1-281-93809-2
9786611938093
981-277-955-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CONTENTS; Preface; Complex White Noise and the Infinite Dimensional Unitary Group T. Hida; 1. Introduction; 2. Complex white noise; 3. Infinite dimensional unitary group; 4. Subgroups of U(Ee); References; Complex Ito Formulas M. Redfern; 1. Introduction; 2. Background and Notation; 3. Complex White Noise Analysis; 4. Calculus of (Dc*)-Valued Processes; 5. Real Case; References; White Noise Analysis: Background and a Recent Application J. Becnel and A . N. Sengupta; 1. Introduction; 2. Background: The Schwartz Space as a Nuclear Space
2.1. Hermite polynomials, creation and annihilation operators2.2. The Schwartz space as a nuclear space; 2.3. The abstract formulation; 2.4. Gaussian measure in infinite dimensions; 3. White Noise Distribution Theory; 3.1. Wiener-Ito isomorphism; 3.2. Properties of test functions; 3.3. The Segal-Bargmann transform; 3.3.1. The S-transform over subspaces; 4. Application to Quantum Computing; 4.1. Quantum algorithms; 4.2. Hidden subspace algorithm; Acknowledgment; References; Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters A. Stan; 1. Introduction; 2. Background
3. Wick product4. Random variables with sub-additive w-parameters; References; Donsker's Functional Calculus and Related Questions P.-L. Chow and J. Potthoff; 1. Introduction; 2. Donsker's Calculus; 3. Tools from White Noise Analysis and Malliavin Calclus; 3.1. Chaos Decomposition; 3.2. S-Transform; 3.3. Smooth and Generalized Random Variables; 3.4. Differential Operators; 3.5. Characterization Theorem and Wick Product; 4. Fourier-Wiener Transform; 5. Independence and Ito Calculus; 5.1. Independence of Generalized Random Variables; 5.2. Ito Calculus for Generalized Stochastic Processes
5.3. Donsker's Delta Function6. Towards Donsker's Calculus; References; Stochastic Analysis of Tidal Dynamics Equation U. Manna, J. L. Menaldi, and S. S. Sritharan; 1. Introduction; 2. Tidal Dynamics: The Model; 3. Deterministic Setting: Global Monotonicity and Solvability; 4. Stochastic Tide Equation; Acknowledgments; References; Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D P. Sundar and H. Yin; 1. Introduction; 2. Preliminaries; 3. A Priori Estimates; 4. Existence of Solutions; 5. Uniqueness of Solutions; References
Spaces of Test and Generalized Functions of Arcsine White Noise Formulas A . Barhoumi, A . Riahi, and H. Ouerdiane1. Introduction; 2. Arcsine White Noise Space; 2.1. Arcsine space in one dimension; 2.2. Construction of the arcsine white noise space; 3. Arcsine Test and Generalized Functions Spaces; 4. Characterization Theorems; 4.1. The S-transform; 4.2. Characterization of test and generalized functions; References; An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian K. Saito and K. Sakabe; 1. Introduction; 2. A compensated Levy process and the Levy distributions
3. The Levy Laplacian acting on the Levy distributions
Record Nr. UNINA-9910782272003321
New Jersey, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Infinite dimensional stochastic analysis : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Infinite dimensional stochastic analysis : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
Edizione [1st ed.]
Pubbl/distr/stampa New Jersey, : World Scientific, c2008
Descrizione fisica 1 online resource (257 p.)
Disciplina 519.2/2
Altri autori (Persone) KuoHui-Hsiung <1941->
SenguptaAmbar <1963->
SundarP (Padmanabhan)
Collana QP-PQ, quantum probability and white noise analysis
Soggetto topico White noise theory
Stochastic analysis
ISBN 1-281-93809-2
9786611938093
981-277-955-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CONTENTS; Preface; Complex White Noise and the Infinite Dimensional Unitary Group T. Hida; 1. Introduction; 2. Complex white noise; 3. Infinite dimensional unitary group; 4. Subgroups of U(Ee); References; Complex Ito Formulas M. Redfern; 1. Introduction; 2. Background and Notation; 3. Complex White Noise Analysis; 4. Calculus of (Dc*)-Valued Processes; 5. Real Case; References; White Noise Analysis: Background and a Recent Application J. Becnel and A . N. Sengupta; 1. Introduction; 2. Background: The Schwartz Space as a Nuclear Space
2.1. Hermite polynomials, creation and annihilation operators2.2. The Schwartz space as a nuclear space; 2.3. The abstract formulation; 2.4. Gaussian measure in infinite dimensions; 3. White Noise Distribution Theory; 3.1. Wiener-Ito isomorphism; 3.2. Properties of test functions; 3.3. The Segal-Bargmann transform; 3.3.1. The S-transform over subspaces; 4. Application to Quantum Computing; 4.1. Quantum algorithms; 4.2. Hidden subspace algorithm; Acknowledgment; References; Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters A. Stan; 1. Introduction; 2. Background
3. Wick product4. Random variables with sub-additive w-parameters; References; Donsker's Functional Calculus and Related Questions P.-L. Chow and J. Potthoff; 1. Introduction; 2. Donsker's Calculus; 3. Tools from White Noise Analysis and Malliavin Calclus; 3.1. Chaos Decomposition; 3.2. S-Transform; 3.3. Smooth and Generalized Random Variables; 3.4. Differential Operators; 3.5. Characterization Theorem and Wick Product; 4. Fourier-Wiener Transform; 5. Independence and Ito Calculus; 5.1. Independence of Generalized Random Variables; 5.2. Ito Calculus for Generalized Stochastic Processes
5.3. Donsker's Delta Function6. Towards Donsker's Calculus; References; Stochastic Analysis of Tidal Dynamics Equation U. Manna, J. L. Menaldi, and S. S. Sritharan; 1. Introduction; 2. Tidal Dynamics: The Model; 3. Deterministic Setting: Global Monotonicity and Solvability; 4. Stochastic Tide Equation; Acknowledgments; References; Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D P. Sundar and H. Yin; 1. Introduction; 2. Preliminaries; 3. A Priori Estimates; 4. Existence of Solutions; 5. Uniqueness of Solutions; References
Spaces of Test and Generalized Functions of Arcsine White Noise Formulas A . Barhoumi, A . Riahi, and H. Ouerdiane1. Introduction; 2. Arcsine White Noise Space; 2.1. Arcsine space in one dimension; 2.2. Construction of the arcsine white noise space; 3. Arcsine Test and Generalized Functions Spaces; 4. Characterization Theorems; 4.1. The S-transform; 4.2. Characterization of test and generalized functions; References; An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian K. Saito and K. Sakabe; 1. Introduction; 2. A compensated Levy process and the Levy distributions
3. The Levy Laplacian acting on the Levy distributions
Record Nr. UNINA-9910810337403321
New Jersey, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
An innovation approach to random fields [[electronic resource] ] : application of white noise theory / / Takeyuki Hida, Si Si
An innovation approach to random fields [[electronic resource] ] : application of white noise theory / / Takeyuki Hida, Si Si
Autore Hida Takeyuki <1927-2017.>
Pubbl/distr/stampa Singapore ; ; London, : World Scientific, c2004
Descrizione fisica 1 online resource (204 p.)
Disciplina 519.23
Altri autori (Persone) SiSi
Soggetto topico Stochastic analysis
Random fields
ISBN 1-281-87696-8
9786611876968
981-256-538-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Contents; 1. Introduction; 2. White Noise; 3. Poisson Noise; 4. Random Fields; 5 Gaussian Random Fields; 6 Some Non-Gaussian Random Fields; 7 Variational Calculus For Random Fields; 8 Innovation Approach; 9 Reversibility; 10 Applications; Appendix; Epilogue; List of Notations; Bibliography; Index
Record Nr. UNINA-9910783223503321
Hida Takeyuki <1927-2017.>  
Singapore ; ; London, : World Scientific, c2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
An innovation approach to random fields [[electronic resource] ] : application of white noise theory / / Takeyuki Hida, Si Si
An innovation approach to random fields [[electronic resource] ] : application of white noise theory / / Takeyuki Hida, Si Si
Autore Takeyuki Hida
Pubbl/distr/stampa Singapore ; ; London, : World Scientific, c2004
Descrizione fisica 1 online resource (204 p.)
Disciplina 519.23
Altri autori (Persone) SiSi
Soggetto topico Stochastic analysis
Random fields
Soggetto genere / forma Electronic books.
ISBN 1-281-87696-8
9786611876968
981-256-538-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Contents; 1. Introduction; 2. White Noise; 3. Poisson Noise; 4. Random Fields; 5 Gaussian Random Fields; 6 Some Non-Gaussian Random Fields; 7 Variational Calculus For Random Fields; 8 Innovation Approach; 9 Reversibility; 10 Applications; Appendix; Epilogue; List of Notations; Bibliography; Index
Record Nr. UNINA-9910450111703321
Takeyuki Hida  
Singapore ; ; London, : World Scientific, c2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
An innovation approach to random fields : application of white noise theory / / Takeyuki Hida, Si Si
An innovation approach to random fields : application of white noise theory / / Takeyuki Hida, Si Si
Autore Takeyuki Hida
Edizione [1st ed.]
Pubbl/distr/stampa Singapore ; ; London, : World Scientific, c2004
Descrizione fisica 1 online resource (204 p.)
Disciplina 519.23
Altri autori (Persone) SiSi
Soggetto topico Stochastic analysis
Random fields
ISBN 1-281-87696-8
9786611876968
981-256-538-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Contents; 1. Introduction; 2. White Noise; 3. Poisson Noise; 4. Random Fields; 5 Gaussian Random Fields; 6 Some Non-Gaussian Random Fields; 7 Variational Calculus For Random Fields; 8 Innovation Approach; 9 Reversibility; 10 Applications; Appendix; Epilogue; List of Notations; Bibliography; Index
Record Nr. UNINA-9910822690203321
Takeyuki Hida  
Singapore ; ; London, : World Scientific, c2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
International journal of stochastic analysis
International journal of stochastic analysis
Pubbl/distr/stampa New York, NY, : Hindawi Pub. Corp
Soggetto topico Stochastic analysis
Soggetto genere / forma Periodicals.
Soggetto non controllato Operations Research
ISSN 2090-3340
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Altri titoli varianti IJSA
Record Nr. UNISA-996335520403316
New York, NY, : Hindawi Pub. Corp
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
International journal of stochastic analysis
International journal of stochastic analysis
Pubbl/distr/stampa New York, NY, : Hindawi Pub. Corp
Soggetto topico Stochastic analysis
Analyse stochastique
Soggetto genere / forma Periodicals.
Soggetto non controllato Operations Research
ISSN 2090-3340
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Altri titoli varianti IJSA
Record Nr. UNINA-9910140634903321
New York, NY, : Hindawi Pub. Corp
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui