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In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.)
| In memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / Michel Emery, Marc Yor (eds.) |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | VIII, 417 p. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian bridge Calculus Diffusion Processes Dirichlet process Filtration Local martingale Lévy processes Martingales Mathematical Finance Ornstein-Uhlenbeck process Quantitative Finance Semimartingales Sets Stochastic Calculus |
| ISBN | 978-35-403-0994-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0057413 |
| Berlin, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to Stochastic Calculus / Rajeeva L. Karandikar, B. V. Rao
| Introduction to Stochastic Calculus / Rajeeva L. Karandikar, B. V. Rao |
| Autore | Karandikar, Rajeeva L. |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | xiii, 441 p. ; 24 cm |
| Altri autori (Persone) | Rao, Bhamidi V. |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] |
| Soggetto non controllato |
Continuous Time Process
Martingale Convergence Theorem Semimartingales Stochastic Calculus Stochastic integration The Ito Integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125148 |
Karandikar, Rajeeva L.
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi
| Jump SDEs and the Study of Their Densities : A Self-Study Book / Arturo Kohatsu-Higa, Atsushi Takeuchi |
| Autore | Kohatsu-Higa, Arturo |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xix, 355 p. ; 24 cm |
| Altri autori (Persone) | Takeuchi, Atsushi |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus of variations
Densities of random variables Integration by parts Jump Processes Partial differential equations Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127315 |
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Kohatsu-Higa, Arturo
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| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical Finance / Ernst Eberlein, Jan Kallsen
| Mathematical Finance / Ernst Eberlein, Jan Kallsen |
| Autore | Eberlein, Ernst |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xvii, 772 p. : ill. ; 24 cm |
| 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] |
| Soggetto non controllato |
Affine processes
Derivatives Financial modelling Hedging Interest rate theory Lévy processes Mathematical Finance Optimal investment Quantitative Finance Semimartingales Stochastic Calculus Stochastic Controls |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126983 |
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Eberlein, Ernst
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Measure Theory : Applications to Stochastic Analysis : Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 / edited by G. Kallianpur, D. Kölzow
| Measure Theory : Applications to Stochastic Analysis : Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 / edited by G. Kallianpur, D. Kölzow |
| Pubbl/distr/stampa | Berlin, : Springer, 1978 |
| Descrizione fisica | xiv, 266 p. ; 24 cm |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 00Bxx - Conference proceedings and collections of articles [MSC 2020] |
| Soggetto non controllato |
Abstract Wiener spaces
Gaussian processes Markov Chains Markov Processes Martingales Stochastic Calculus Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0260844 |
| Berlin, : Springer, 1978 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Point Process Calculus in Time and Space : An Introduction with Applications / Pierre Brémaud
| Point Process Calculus in Time and Space : An Introduction with Applications / Pierre Brémaud |
| Autore | Brémaud, Pierre |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xiii, 556 p. : ill. ; 24 cm |
| Soggetto topico |
94-XX - Information and communication theory, circuits [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Information Theory
Information and communication, circuits Martingales Mathematical programming Palm Probability Point process Poisson process Queueing Theory Random measures Renewal theory Stochastic Calculus Stochastic Systems and Control signal analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249648 |
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Brémaud, Pierre
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Probability and Stochastic Processes for Physicists / Nicola Cufaro Petroni
| Probability and Stochastic Processes for Physicists / Nicola Cufaro Petroni |
| Autore | Cufaro Petroni, Nicola |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xiii, 373 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00A06 - Mathematics for nonmathematicians (engineering, social sciences, etc.) [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Ito Calculus Jump-Diffusion Processes Markov Processes Ornstein-Uhlenbeck Equations Probability for Physicists Textbook Stochastic Calculus Stochastic Mechanics Stratonovich Integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0229881 |
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Cufaro Petroni, Nicola
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Quantum Probability and Applications 3. : Proceedings of a Conference held in Oberwolfach, FRG, January 25-31, 1987 / edited by Luigi Accardi and Wilhelm Waldenfels
| Quantum Probability and Applications 3. : Proceedings of a Conference held in Oberwolfach, FRG, January 25-31, 1987 / edited by Luigi Accardi and Wilhelm Waldenfels |
| Pubbl/distr/stampa | Berlin, : Springer, 1988 |
| Descrizione fisica | viii, 376 p. ; 24 cm |
| Soggetto topico |
46-XX - Functional analysis [MSC 2020]
81-XX - Quantum theory [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Algebra
Calculus Feynman-Kac formula Markov Markov Processes Martingales Mechanics Mixing Models Poisson processes Quadratic variation Stochastic Calculus Stochastic processes Thermodynamics Transformation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0265158 |
| Berlin, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Quantum Probability and Applications 4. : Proceedings of the Year of Quantum Probability, held at the University of Rome II, Italy, 1987 / edited by Luigi Accardi and Wilhelm Waldenfels
| Quantum Probability and Applications 4. : Proceedings of the Year of Quantum Probability, held at the University of Rome II, Italy, 1987 / edited by Luigi Accardi and Wilhelm Waldenfels |
| Pubbl/distr/stampa | Berlin, : Springer, 1989 |
| Descrizione fisica | viii, 364 p. ; 24 cm |
| Soggetto non controllato |
Markov Chains
Random Walks Stochastic Calculus Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0265951 |
| Berlin, : Springer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor
| Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor |
| Autore | Mansuy, Roger |
| Pubbl/distr/stampa | Berlin, : Springer, 2006 |
| Descrizione fisica | XIII, 158 p. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian filtration Enlargement of filtration Filtration Helium-Atom-Streuung Martingales Stochastic Calculus Stopping times |
| ISBN | 978-35-402-9407-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0047441 |
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Mansuy, Roger
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| Berlin, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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