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> 60-XX Probability theory and stochastic processes > 60GXX Stochastic processes > 60G10 Stationary processes
60G10 Stationary processes
Affiner la rechercheChange of time and change of measure / Ole E. Barndorff-Nielsen
Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 30083 LAREMA/BAR imprimé / autre Fédération FR 2962 - Angers Angers Ouvrages Disponible
Titre : Lévy processes Type de document : texte imprimé Auteurs : Bertoin, Jean, Auteur Editeur : Cambridge University Press Année de publication : 2007 Collection : Cambridge Tracts in Mathematics num. 121 Importance : x, 265 p. Format : 24 cm ISBN/ISSN/EAN : 978-0-521-56243-0 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G10 Stationary processes
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J99 None of the above, but in this sectionMots-clés : core theory independent and stationary increments Lévy processes mathematical finance risk estimation Greenwood-Pitman approach excursion theory Index. décimale : 60C Monographie Lévy processes [texte imprimé] / Bertoin, Jean, Auteur . - [S.l.] : Cambridge University Press, 2007 . - x, 265 p. ; 24 cm. - (Cambridge Tracts in Mathematics; 121) .
ISBN : 978-0-521-56243-0
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G10 Stationary processes
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J99 None of the above, but in this sectionMots-clés : core theory independent and stationary increments Lévy processes mathematical finance risk estimation Greenwood-Pitman approach excursion theory Index. décimale : 60C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 18243 60C297 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible
Titre : xi-radial processes and random Fourier series Type de document : texte imprimé Auteurs : Michael B. Marcus Editeur : Providence, R.I. : American Mathematical Society Année de publication : 1987 Collection : Memoirs of the American Mathematical Society, ISSN 0065-9266 num. 368 Importance : v - 181 p. ISBN/ISSN/EAN : 978-0-8218-2432-0 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G10 Stationary processes
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G17 Sample path propertiesMots-clés : levy transform or the logarithm of the characteristic function representation theory p-stable random fourier series stationary gaussian processes xi - radial processes sample path properties of a large class of stationary processes Index. décimale : Mem xi-radial processes and random Fourier series [texte imprimé] / Michael B. Marcus . - Providence, R.I. : American Mathematical Society, 1987 . - v - 181 p.. - (Memoirs of the American Mathematical Society, ISSN 0065-9266; 368) .
ISBN : 978-0-8218-2432-0
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G10 Stationary processes
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G17 Sample path propertiesMots-clés : levy transform or the logarithm of the characteristic function representation theory p-stable random fourier series stationary gaussian processes xi - radial processes sample path properties of a large class of stationary processes Index. décimale : Mem Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 14827 Mem/368 imprimé / autre CRDM Mem/MEMOIRS AMS Disponible
