Documents liés : [38 document(s)]

Documents (Mots clés)

• [MathOuvrage] Continuous parameter Markov processes and stochastic differential equations / Bhattacharya, Rabi N. ; Waymire, Edward C.. -Cham : Springer, 2023. - xv, 506 p. ; 24 cm
  ISBN 9783031332944
  
• [MathOuvrage] A Lifetime of excursions through random walks and Lévy processes / Dédic. Doney, Ronald A. ; Ed. Chaumont, Loïc ; Ed. Kyprianou, Andreas E.. -Cham : Birkhäuser, 2021. - vi, 355 p. ; 24 cm
  ISBN 9783030833084
  
• [MathOuvrage] Mathematical methods for financial markets / Jeanblanc-Picqué, Monique ; Yor, Marc ; Chesney, Marc. -London : Springer, 2009. - xxv, 732 p. ; 24 cm
  ISBN 9781852333768
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-1-84628-737-4
  
• [MathOuvrage] Exotic option pricing and advanced Lévy models / Ed. Kyprianou, Andreas E. ; Ed. Schoutens, Wim ; Ed. Wilmott, Paul. -Chichester : John Wiley, 2005. - xxii, 320 p. ; 26 cm
  ISBN 9780470016848
  
• [MathOuvrage] Change of time and change of measure / Barndorff-Nielsen, Ole E. ; Shiryaev, Albert N.. -Singapore : World Scientific, 2015. - xviii, 326 p. ; 24 cm
  ISBN 9789814678582
  
• [MathOuvrage] Change of time and change of measure / Barndorff-Nielsen, Ole E. ; Shiryaev, Albert N.. -Singapore : World Scientific, 2010. - xvi, 305 p. ; 24 cm
  ISBN 9789814324472
  
• [MathOuvrage] Stochastic calculus with infinitesimals / Herzberg, Frederik S.. -Berlin : Springer, 2012. - xviii, 112 p. ; 24 cm
  ISBN 9783642331480
  https://link.springer.com/bookseries/304
  
• [MathOuvrage] Introduction to the theory of random processes / Krylov, N. V.. -Providence RI : American mathematical Society, 2002. - xii, 230 p. ; 26 cm
  ISBN 9780821829851
  
• [MathOuvrage] Lévy matters II / Cohen, Serge ; Kuznetsov, Alexey ; Kyprianou, Andreas E. ; Rivero, Victor. -Berlin : Springer, 2012. - xii, 186 p. ; 24 cm
  ISBN 9783642314063
  https://link.springer.com/book/10.1007/978-3-642-31407-0
  
• [MathThèse] Etude infinitésimale et asymptotique de certains flots stochastiques relativistes / Tardif, Camille ; Dir. Franchi, Jacques ; Dir. Fang, Shizan. -Strasbourg : Institut de recherche mathématique avancée;Université de Strasbourg, 2012. - x, 155 p. ; 30 cm
  https://tel.archives-ouvertes.fr/tel-00703181
  
• [MathOuvrage] Malliavin calculus for Lévy processes and infinite-dimensional brownian motion / Osswald, Horst. -Cambridge : Cambridge university Press, 2012. - xix, 407 p. ; 24 cm
  ISBN 9781107016149
  
• [MathOuvrage] Probability and stochastics / Cinlar, Erhan. -New York NY : Springer, 2011. - xiii, 557 p. ; 24 cm
  ISBN 9780387878584
  https://link.springer.com/openurl.asp?genre=journal&issn=0072-5285
  
• [MathOuvrage] Lévy matters I / Duquesne, Thomas ; Reichmann, Oleg ; Sato, Ken-Iti ; Schwab, Christoph. -Berlin : Springer, 2010. - xiv, 198 p. ; 24 cm
  ISBN 9783642140068
  https://link.springer.com/book/10.1007/978-3-642-14007-5
  
• [MathOuvrage] Two-dimensional Markovian holonomy fields / Lévy, Thierry. -Paris : Société mathématique de France, 2010. - vi, 172 p. ; 24 cm
  ISBN 9782856292839
  https://smf.emath.fr/les-publications?field_publication_collection[]=144 ; https://doi.org/10.24033/ast.785
  
• [MathOuvrage] Lévy processes and stochastic calculus / Applebaum, David. -Cambridge : Cambridge university Press, 2009. - xxx, 460 p. ; 23 cm
  ISBN 9780521738651
  
• [MathOuvrage] Stochastic partial differential equations with Lévy noise / Peszat, Szymon ; Zabczyk, Jerzy. -Cambridge : Cambridge university Press, 2007. - xii, 419 p. ; 24 cm
  ISBN 9780521879897
  
• [MathOuvrage] Stochastic simulation / Asmussen, Soren ; Glynn, Peter W.. -New York NY : Springer, 2007. - xiv, 476 p. ; 24 cm
  ISBN 9780387306797
  https://link.springer.com/book/10.1007/978-0-387-69033-9
  
• [MathOuvrage] Ecole d'été de probabilités de Saint-Flour XXXV - 2005 / Doney, Ronald A. ; Ed. Picard, Jean. -Berlin : Springer, 2007. - ix, 147 p. ; 23 cm
  ISBN 9783540485100
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Essentials of stochastic processes / Ito, Kiyosi ; Trad. Ito, Yuji. -Providence RI : American mathematical Society, 2006. - viii, 171 p. ; 26 cm
  ISBN 9780821838983
  
• [MathOuvrage] Processus stochastiques et applications / Bouleau, Nicolas. -Paris : Hermann, 2000. - vii, 280 p. ; 22 cm
  ISBN 9782705664060
  
• [MathOuvrage] Financial modelling with jump processes / Cont, Rama ; Tankov, Peter. -Boca Raton FL : Chapman and Hall;CRC press, 2004. - xvi, 535 p. ; 24 cm
  ISBN 9781584884132
  
• [MathCongrès] Quantum independent increment processes I / Applebaum, David ; Kustermans, Johan ; Bhat, B. V. Rajarama ; Lindsay, J. Martin ; Ed. Schürmann, Michael ; Ed. Franz, Uwe. -Berlin : Springer, 2005. - xviii, 299 p. ; 24 cm
  ISBN 9783540244066
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Séminaire de probabilités XXXVIII / Ed. Emery, Michel ; Ed. Ledoux, Michel ; Ed. Yor, Marc. -Berlin, Heidelberg, New York NY : Springer, 2005. - ix, 392 p. ; 24 cm
  ISBN 9783540239734
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Applied stochastic control of jump diffusions / Oksendal, Bernt K. ; Sulem, Agnès. -Berlin : Springer, 2004. - x, 208 p. ; 24 cm
  ISBN 9783540140238
  https://link.springer.com/openurl.asp?genre=journal&issn=2191-6675
  
• [MathOuvrage] Lévy processes and stochastic calculus / Applebaum, David. -Cambridge : Cambridge university Press, 2004. - xiii, 384 p. ; 24 cm
  
• [MathOuvrage] Lévy processes in Lie groups / Liao, Ming. -Cambridge : Cambridge university Press, 2004. - x, 266 p. ; 24 cm
  ISBN 9780521836531
  
• [MathOuvrage] Paris-Princeton lectures on mathematical finance 2002 / Bank, Peter ; Baudoin, Fabrice ; Föllmer, Hans ; Rogers, L.C.G. ; Soner, H. Mete ; Touzi, Nizar. -Berlin, Heidelberg, New York NY : Springer, 2003. - x, 172 p. ; 24 cm
  ISBN 9783540401933
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Lévy processes in finance / Schoutens, Wim. -Chichester : John Wiley, 2003. - xv, 170 p. ; 24 cm
  
• [MathOuvrage] Non-gaussian Merton-Black-Scholes theory / Boyarchenko, Svetlana I. ; Levendorskii, Sergei Z.. -London, River Edge NJ, Singapore : World Scientific, 2002. - xxi, 398 p. ; 23 cm
  
• [MathOuvrage] Random trees, Lévy processes and spatial branching processes / Duquesne, Thomas ; Le Gall, Jean-François. -Paris : Société mathématique de France, 2002. - vi, 146 p. ; 24 cm
  http://www.numdam.org/journals/AST/ ; https://smf.emath.fr/les-publications?field_publication_collection[]=144 ; https://doi.org/10.24033/ast.545
  
• [MathOuvrage] Handbook of statistics. Vol. 19 / Ed. Shanbhag, D. N. ; Ed. Rao, C. R.. -Amsterdam, Lausanne, New York NY : North-Holland, 2001. - xvii, 967 p. ; 25 cm
  
• [MathOuvrage] Lévy processes / Ed. Barndorff-Nielsen, Ole E. ; Ed. Mikosch, Thomas ; Ed. Resnick, Sidney. -Basel, Berlin, Boston MA : Birkhäuser, 2001. - x, 415 p. ; 26 cm
  https://link.springer.com/book/10.1007/978-1-4612-0197-7
  
• [MathCongrès] Ecole d'été de probabilités de Saint-Flour XXVII - 1997 / Bertoin, Jean ; Martinelli, Fabio ; Peres, Yuval ; Ed. Bernard, Pierre. -Berlin, Heidelberg, New York NY : Springer, 1999. - ix, 289 p. ; 24 cm
  https://link.springer.com/book/10.1007/b72002
  
• [MathOuvrage] Lévy processes and infinitely divisible distributions / Sato, Ken-Iti. -Cambridge : Cambridge university Press, 1999. - xii, 486 p. ; 24 cm
  
• [MathOuvrage] Exponential functionals and principal values related to brownian motion / Ed. Yor, Marc. -Madrid : Revista Matematica Iberoamericana, 1997. - ix, 247 p. ; 24 cm
  
• [MathOuvrage] Exponential families of stochastic processes / Kuechler, Uwe ; Sorensen, Michael. -New York NY : Springer, 1997. - x, 322 p. ; 25 cm
  https://link.springer.com/bookseries/417
  
• [MathPrépublication] Classical Markov processes from quantum Lévy processes / Franz, Uwe. -Strasbourg : Université Louis Pasteur;Institut de recherche mathématique avancée, 1998. - 24 p. ; 30 cm
  https://irma-web1.math.unistra.fr/annexes/publications/pdf/
  
• [MathOuvrage] Lévy processes / Bertoin, Jean. -Cambridge : Cambridge university Press, 1996. - x, 265 p. ; 23 cm