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