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Parametri di ricerca comunicati:
Soggetto: MF 60Hxx - Stochastic analysis [MSC 2020]
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Autore
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Titolo
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Anno
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Tipo |
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Genere |
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1
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Barndorff-Nielsen, Ole E. |
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Ambit Stochastics
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2018
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Monografia |
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2
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Liptser, Robert Shevilevich |
9783540639282 |
2: Applications
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2001
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Monografia |
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3
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Karatzas, Ioannis |
9780387976556 |
Brownian motion and stochastic calculus
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1991
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Monografia |
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4
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Pascucci, Andrea |
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Calcolo stocastico per la finanza
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2008
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Monografia |
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5
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Friz, Peter K. |
9783319083315 |
A course on rough paths : with an introduction to regularity structures
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2014
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Monografia |
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6
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Stroock, Daniel W. |
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Elements of Stochastic Calculus and Analysis
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2018
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Monografia |
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7
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Aksamit, Anna |
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Enlargement of Filtration with Finance in View
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2017
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Monografia |
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8
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Levajković, Tijana |
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Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation
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2017
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Monografia |
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9
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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions
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2019
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Monografia |
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10
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Freidlin, Mark I. |
9780691083544 |
Functional integration and partial differential equations
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1985
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Monografia |
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11
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9783540309949 |
In memoriam Paul-André Meyer : Seminaire de probabilites 39.
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2006
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Monografia |
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12
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Capasso, Vincenzo <1945- > |
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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine
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2015
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Monografia |
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13
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Karandikar, Rajeeva L. |
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Introduction to Stochastic Calculus
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2018
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Monografia |
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14
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Yan, Jia-An |
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Introduction to Stochastic Finance
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2018
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Monografia |
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15
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Hong, Jialin |
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Invariant Measures for Stochastic Nonlinear Schrödinger Equations : Numerical Approximations and Symplectic Structures
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2019
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Monografia |
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16
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Kohatsu-Higa, Arturo |
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Jump SDEs and the Study of Their Densities : A Self-Study Book
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2019
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Monografia |
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17
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Toscani, Giuseppe |
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The large-time behavior of nonconservative evolution equations
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2005
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Titolo Analitico |
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18
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Feller, Mikhail N. |
9780521846226 |
The Levy laplacian
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2005
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Monografia |
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19
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Eberlein, Ernst |
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Mathematical Finance
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2019
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Monografia |
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20
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9783540859932 |
A minicourse on stochastic partial differential equations
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2009
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Monografia |
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