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60H10 Stochastic ordinary differential equations
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Code-barres Cote Support Localisation Section Disponibilité 18382 LNM/1923 imprimé / autre CRDM LNM/LECTURES NOTES IN MATHEMATICS Disponible Random dynamical systems / Arnold, Ludwig
Titre : Random dynamical systems Type de document : texte imprimé Auteurs : Arnold, Ludwig Editeur : New York, NY : Springer Année de publication : 1998 Collection : Springer Monographs in Mathematics Importance : xv - 586p. ISBN/ISSN/EAN : 978-3-540-63758-5 Langues : Anglais Catégories : 34-XX Ordinary differential equations:34-02 Research exposition (monographs, survey articles)
34-XX Ordinary differential equations:34F05 Equations and systems with randomness
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equationsIndex. décimale : 34C Monographie Random dynamical systems [texte imprimé] / Arnold, Ludwig . - New York, NY : Springer, 1998 . - xv - 586p.. - (Springer Monographs in Mathematics) .
ISBN : 978-3-540-63758-5
Langues : Anglais
Catégories : 34-XX Ordinary differential equations:34-02 Research exposition (monographs, survey articles)
34-XX Ordinary differential equations:34F05 Equations and systems with randomness
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equationsIndex. décimale : 34C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 13142 34C83 imprimé / autre CRDM 34/EQUATIONS DIFFERENTIELLES ORDINAIRES Disponible 12862 34C83 imprimé / autre CRDM 34/EQUATIONS DIFFERENTIELLES ORDINAIRES Disponible Semi-martingales sur des variétés et martingales conformes sur des variétés analytiques complexes / Schwartz, Laurent
Titre : Semi-martingales sur des variétés et martingales conformes sur des variétés analytiques complexes Type de document : texte imprimé Auteurs : Schwartz, Laurent Editeur : Springer-Verlag Année de publication : 1980 Collection : Lecture Notes in Mathematics, ISSN 0075-8434 num. 780 Importance : xv - 132 p. ISBN/ISSN/EAN : 978-3-540-09749-5 Langues : Français Catégories : 31-XX Potential theory :31CXX Other generalizations:31C10 Pluriharmonic and plurisubharmonic functions
60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G48 Generalizations of martingales
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H05 Stochastic integrals
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equationsMots-clés : stochastic differential equation diffusion processes stochastic integral representation semimartingale conformal local martingale Index. décimale : LNM Semi-martingales sur des variétés et martingales conformes sur des variétés analytiques complexes [texte imprimé] / Schwartz, Laurent . - [S.l.] : Springer-Verlag, 1980 . - xv - 132 p.. - (Lecture Notes in Mathematics, ISSN 0075-8434; 780) .
ISBN : 978-3-540-09749-5
Langues : Français
Catégories : 31-XX Potential theory :31CXX Other generalizations:31C10 Pluriharmonic and plurisubharmonic functions
60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G48 Generalizations of martingales
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H05 Stochastic integrals
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equationsMots-clés : stochastic differential equation diffusion processes stochastic integral representation semimartingale conformal local martingale Index. décimale : LNM Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 8074 LNM/780 imprimé / autre CRDM LNM/LECTURES NOTES IN MATHEMATICS Disponible Simulation and inference for stochastic differential equations / Stefano M. Iacus
Titre : Simulation and inference for stochastic differential equations : With R examples Type de document : texte imprimé Auteurs : Stefano M. Iacus, Auteur Editeur : Springer-Verlag Année de publication : 2010 Collection : Springer Series in Statistics Importance : xviii - 284 p. ISBN/ISSN/EAN : 978-1-4419-2607-4 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equations
62-XX Statistics:62MXX Inference from stochastic processes:62M05 Markov processes: estimation
65-XX Numerical analysis:65CXX Probabilistic methods, simulation and stochastic differential equations :65C50 Other computational problems in probability
65-XX Numerical analysis:65CXX Probabilistic methods, simulation and stochastic differential equations :65C60 Computational problems in statisticsMots-clés : Markov processes: estimation statistics stochastic ordinary differential equations Index. décimale : 62C Monographie Simulation and inference for stochastic differential equations : With R examples [texte imprimé] / Stefano M. Iacus, Auteur . - [S.l.] : Springer-Verlag, 2010 . - xviii - 284 p.. - (Springer Series in Statistics) .
ISBN : 978-1-4419-2607-4
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equations
62-XX Statistics:62MXX Inference from stochastic processes:62M05 Markov processes: estimation
65-XX Numerical analysis:65CXX Probabilistic methods, simulation and stochastic differential equations :65C50 Other computational problems in probability
65-XX Numerical analysis:65CXX Probabilistic methods, simulation and stochastic differential equations :65C60 Computational problems in statisticsMots-clés : Markov processes: estimation statistics stochastic ordinary differential equations Index. décimale : 62C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 19860 62C434 imprimé / autre CRDM 62/STATISTIQUES Disponible Stochastic integration with jumps / Klaus. Bichteler
Titre : Stochastic integration with jumps Type de document : texte imprimé Auteurs : Klaus. Bichteler Editeur : Cambridge : Cambridge University Press Année de publication : 2002 Collection : Encyclopedia of Mathematics and Its Applications num. 89 Importance : xiii, 501 p. Présentation : ill., couv. ill. en coul. Format : 25 cm. ISBN/ISSN/EAN : 978-0-521-81129-3 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H05 Stochastic integrals
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equationsMots-clés : stochastic differential equations processes with jumps Daniell integral random measures semimartingale integrators Index. décimale : 60C Monographie Stochastic integration with jumps [texte imprimé] / Klaus. Bichteler . - Cambridge : Cambridge University Press, 2002 . - xiii, 501 p. : ill., couv. ill. en coul. ; 25 cm.. - (Encyclopedia of Mathematics and Its Applications; 89) .
ISBN : 978-0-521-81129-3
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H05 Stochastic integrals
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equationsMots-clés : stochastic differential equations processes with jumps Daniell integral random measures semimartingale integrators Index. décimale : 60C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 18551 60C305 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible The Malliavin calculus and related topics / David Nualart
PermalinkThe mathematics of arbitrage / Freddy Delbaen
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