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.
Stochastic Analysis and Related Topics : Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986 / edited by Hayri Korezlioglu and Ali Süleyman Ustunel
| Stochastic Analysis and Related Topics : Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986 / edited by Hayri Korezlioglu and Ali Süleyman Ustunel |
| Pubbl/distr/stampa | Berlin, : Springer, 1988 |
| Descrizione fisica | iv, 371 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Abstract Wiener spaces
Brownian Motion Calculus Stochastic Calculus Stochastic processes Theoretical Physics differential equations stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione |
eng
fre |
| Record Nr. | UNICAMPANIA-VAN0265636 |
| Berlin, : Springer, 1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis for finance with simulations / Geon Ho Choe
| Stochastic analysis for finance with simulations / Geon Ho Choe |
| Autore | Choe, Geon Ho |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXXII, 657 p. : ill. ; 24 cm. |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
91G70 - Statistical methods; risk measures [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Binomial Tree Method
Black–Scholes–Merton Equation Brownian Motion Interest Rate Model Martingale Method Monte Carlo Method Optimal Portfolio Option pricing Quantitative Finance Stochastic Calculus Stochastic differential equations Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115385 |
Choe, Geon Ho
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis: a series of lectures : Centre Interfacultaire Bernoulli, january-june 2012, Ecole polytechnique fédérale de Lausanne, Switzerland / Robert C. Dalang ... [et al.] editors
| Stochastic analysis: a series of lectures : Centre Interfacultaire Bernoulli, january-june 2012, Ecole polytechnique fédérale de Lausanne, Switzerland / Robert C. Dalang ... [et al.] editors |
| Pubbl/distr/stampa | Basel, : Birkhäuser, : Springer, 2015 |
| Descrizione fisica | XIII, 393 p. ; 24 cm |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Lévy processes
Partial differential equations Stochastic Analysis Stochastic Calculus Stochastic Partial Differential Equations Stochastic integration |
| ISBN | 978-30-348-0909-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113204 |
| Basel, : Birkhäuser, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi
| Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi |
| Autore | Baldi, Paolo <1948- > |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiv, 627 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian motion exercises Conditional probability Markov Processes Martingales Numerical simulation PDE problems Probability elements SDE approximation Stochastic Calculus Stochastic calculus exercises Stochastic calculus finance Stochastic calculus financial models Stochastic differential equation approximation Stochastic differential equations Stochastic differential equations exercises Stochastic integral Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124016 |
|
Baldi, Paolo <1948- >
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura
| Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura |
| Autore | Mishura, Yuliya S. |
| Pubbl/distr/stampa | Berlin, : Springer, 2008 |
| Descrizione fisica | XVII, 393 p. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] |
| Soggetto non controllato |
Financial markets
Fractional Brownian motion Maxima Probability Theory Statistical inference Stochastic Calculus Stochastic differential equations Stochastic integration |
| ISBN | 978-35-407-5872-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0065597 |
|
Mishura, Yuliya S.
|
||
| Berlin, : Springer, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Calculus in Manifolds / Michel Emery ; With an appendix by P. A. Meyer
| Stochastic Calculus in Manifolds / Michel Emery ; With an appendix by P. A. Meyer |
| Autore | Émery, Michel |
| Pubbl/distr/stampa | Berlin, : Springer, 1989 |
| Descrizione fisica | x, 151 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Christoffel symbols Differential geometry Filtration Local martingales Manifolds Martingales Quadratic variations Riemannian manifolds Semimartingales Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0266001 |
|
Émery, Michel
|
||
| Berlin, : Springer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
| Autore | Øksendal, Bernt K. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 1989 |
| Descrizione fisica | xv, 188 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] |
| Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0266002 |
|
Øksendal, Bernt K.
|
||
| Berlin, : Springer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
| Autore | Øksendal, Bernt K. |
| Pubbl/distr/stampa | Berlin, : Springer, 1985 |
| Descrizione fisica | xiii, 208 p. : ill. ; 24 cm |
| Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0263667 |
|
Øksendal, Bernt K.
|
||
| Berlin, : Springer, 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Processes / Andrei N. Borodin
| Stochastic Processes / Andrei N. Borodin |
| Autore | Borodin, Andrei N. |
| Pubbl/distr/stampa | Cham, : Birkhäuser, 2017 |
| Descrizione fisica | xiv, 626 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Conditional Expectations Conditional probabilities Differential equations Diffusion Processes Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124017 |
|
Borodin, Andrei N.
|
||
| Cham, : Birkhäuser, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Processes - Mathematics and Physics : Proceedings of the 1st BiBoS-Symposium held in Bielefeld, West Germany, September 10-15, 1984 / edited by Sergio A. Albeverio, Philippe Blanchard and Ludwig Streit
| Stochastic Processes - Mathematics and Physics : Proceedings of the 1st BiBoS-Symposium held in Bielefeld, West Germany, September 10-15, 1984 / edited by Sergio A. Albeverio, Philippe Blanchard and Ludwig Streit |
| Pubbl/distr/stampa | Berlin, : Springer, 1986 |
| Descrizione fisica | viii, 260 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Gauge Theory Lattice Gauge Theory Markov Processes Mathematics Physics Stochastic Calculus Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0264025 |
| Berlin, : Springer, 1986 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
