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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
Autore Barndorff-Nielsen, Ole E.
Edizione [Cham : Springer, 2018]
Pubbl/distr/stampa xxv, 402 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Benth, Fred Espen
Veraart, Almut E. D.
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020]
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G60 - Random fields [MSC 2020]
62H11 - Directional data; spatial statistics [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
62P20 - Applications of statistics to economics [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020]
62M30 - Inference from spatial processes [MSC 2020]
76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]
62P35 - Applications of statistics to physics [MSC 2020]
76F55 - Statistical turbulence modeling [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-SUN0124560
Barndorff-Nielsen, Ole E.  
xxv, 402 p., : ill. ; 24 cm
Materiale a stampa
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Change of time methods in quantitative finance / Anatoliy Swishchuk
Change of time methods in quantitative finance / Anatoliy Swishchuk
Autore Swishchuk, Anatoliy
Edizione [[Cham] : Springer, 2016]
Pubbl/distr/stampa XV, 128 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60J74 - Jump processes on discrete state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [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-SUN0114524
Swishchuk, Anatoliy  
XV, 128 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Elementary probability theory with stochastic processes / Kai Lai Chung
Elementary probability theory with stochastic processes / Kai Lai Chung
Autore Chung, Kai Lai
Edizione [3. ed]
Pubbl/distr/stampa New York [etc.], : Springer, 1979
Descrizione fisica XVI, 325 p. : ill. ; 25 cm.
Soggetto topico 60J74 - Jump processes on discrete state spaces [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60Cxx - Combinatorial probability [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020]
60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020]
60J76 - Jump processes on general state spaces [MSC 2020]
ISBN 978-03-87903-62-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0055283
Chung, Kai Lai  
New York [etc.], : Springer, 1979
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour, 35., 2005 / Ronald A. Doney ; editor: Jean Picard
Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour, 35., 2005 / Ronald A. Doney ; editor: Jean Picard
Autore Doney, Ronald A.
Edizione [Berlin : Springer]
Descrizione fisica Pubblicazione disponibile anche in formato elettronico.
Soggetto topico 60J74 - Jump processes on discrete state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60G17 - Sample path properties [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020]
60J76 - Jump processes on general state spaces [MSC 2020]
ISBN 978-35-404-8510-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0060318
Doney, Ronald A.  
Materiale a stampa
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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
Edizione [Singapore : Springer, 2019]
Descrizione fisica Pubblicazione in formato elettronico
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]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0127315
Kohatsu-Higa, Arturo  
Materiale a stampa
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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
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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
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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
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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
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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
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