Documents liés : [60 document(s)]

Documents (Mots clés)

• [MathOuvrage] Calcul stochastique et modèles de diffusions / Comets, Francis ; Meyre, Thierry. -Paris : Dunod, 2015. - xi, 340 p. ; 24 cm
  ISBN 9782100738373
  https://unistra-scholarvox-com.scd-rproxy.u-strasbg.fr/catalog/book/docid/88902668
  
• [MathOuvrage] Brownian motion, martingales, and stochastic calculus / Le Gall, Jean-François. -Cham : Springer, 2016. - xi, 273 p. ; 25 cm
  ISBN 9783319310886
  
• [MathOuvrage] Modèles aléatoires en écologie et évolution / Méléard, Sylvie. -Berlin : Springer, 2016. - xii, 268 p. ; 24 cm
  ISBN 9783662494547
  
• [MathOuvrage] Stochastic differential equations, backward SDEs, partial differential equations / Pardoux, Etienne ; Rascanu, Aurel. -Cham : Springer, 2014. - xvii, 667 p. ; 25 cm
  ISBN 9783319057132
  
• [MathOuvrage] Introduction to stochastic calculus with applications / Klebaner, Fima C.. -London : Imperial college press, 2012. - xiv, 438 p. ; 24 cm
  ISBN 9781848168312
  
• [MathOuvrage] Diffusion processes and stochastic calculus / Baudoin, Fabrice. -Zürich : European mathematical Society, 2014. - xi, 276 p. ; 24 cm
  ISBN 9783037191330
  https://ems.press/books/etb
  
• [MathOuvrage] Stochastic analysis and diffusion processes / Kallianpur, Gopinath ; Sundar, Pushpa. -Oxford : Oxford university Press, 2014. - xi, 352 p. ; 24 cm
  ISBN 9780199657063
  
• [MathOuvrage] Mouvement brownien, martingales et calcul stochastique / Le Gall, Jean-François. -Berlin : Springer, 2013. - viii, 176 p. ; 24 cm
  ISBN 9783642318979
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-642-31898-6
  
• [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] Peacocks and associated martingales, with explicit constructions / Hirsch, Francis ; Profeta, Christophe ; Roynette, Bernard ; Yor, Marc. -Milan : Bocconi university press;Springer, 2011. - xxxi, 384 p. ; 25 cm
  ISBN 9788847019072
  https://link.springer.com/bookseries/8762
  
• [MathOuvrage] Stochastic control and mathematical modeling / Morimoto, Hiroaki. -Cambridge : Cambridge university Press, 2010. - xiii, 325 p. ; 24 cm
  ISBN 9780521195034
  
• [MathOuvrage] Optimal stopping and free-boundary problems / Peskir, Goran ; Shiryaev, Albert N.. -Basel : Birkhäuser, 2006. - xxii, 500 p. ; 24 cm
  ISBN 9783764324193
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-7643-7390-0
  
• [MathOuvrage] Ecole d'été de probabilités de Saint-Flour XXXVI - 2006 / Guionnet, Alice. -Berlin : Springer, 2009. - xii, 297 p. ; 24 cm
  ISBN 9783540698968
  https://link.springer.com/book/10.1007/978-3-540-69897-5
  
• [MathOuvrage] Lévy processes and stochastic calculus / Applebaum, David. -Cambridge : Cambridge university Press, 2009. - xxx, 460 p. ; 23 cm
  ISBN 9780521738651
  
• [MathOuvrage] Introduction to stochastic calculus with applications / Klebaner, Fima C.. -London : Imperial college press, 2005. - xiii, 416 p. ; 23 cm
  ISBN 9781860945663
  
• [MathOuvrage] Aspects of brownian motion / Mansuy, Roger ; Yor, Marc. -Berlin : Springer, 2008. - xiii, 195 p. ; 24 cm
  ISBN 9783540223474
  https://link.springer.com/openurl.asp?genre=journal&issn=2191-6675
  
• [MathOuvrage] Calcul stochastique et modèles de diffusions / Comets, Francis ; Meyre, Thierry. -Paris : Dunod, 2006. - xi, 324 p. ; 24 cm
  ISBN 9782100501359
  
• [MathOuvrage] Introduction to stochastic calculus for finance / Sondermann, Dieter. -Berlin : Springer, 2006. - x, 136 p. ; 23 cm
  ISBN 9783540348368
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/3-540-34837-9
  
• [MathOuvrage] An Introduction to the geometry of stochastic flows / Baudoin, Fabrice. -London : Imperial college press, 2004. - x, 140 p. ; 24 cm
  ISBN 9781860944819
  
• [MathOuvrage] Stochastic calculus for finance. Vol. II / Shreve, Steven E.. -New York NY : Springer, 2004. - xix, 550 p. ; 24 cm
  ISBN 9780387401010
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Probability and finance / Shafer, Glenn ; Vovk, Vladimir. -New York NY : John Wiley, 2001. - xi, 414 p. ; 24 cm
  ISBN 9780471402268
  
• [MathOuvrage] Stochastic optimization in continuous time / Chang, Fwu-Ranq. -Cambridge : Cambridge university Press, 2004. - xvi, 326 p. ; 24 cm
  ISBN 9780521834063
  
• [MathOuvrage] An Introduction to the mathematics of financial derivatives / Neftci, Salih N.. -Amsterdam : Academic press, 2000. - xxvii, 527 p. ; 24 cm
  ISBN 9780125153928
  
• [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] Lévy processes and stochastic calculus / Applebaum, David. -Cambridge : Cambridge university Press, 2004. - xiii, 384 p. ; 24 cm
  
• [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] Séminaire de probabilités XXXVII / Ed. Azéma, Jacques ; Ed. Emery, Michel ; Ed. Ledoux, Michel ; Ed. Yor, Marc. -Berlin, Heidelberg, New York NY : Springer, 2003. - xiv, 446 p. ;24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Handbook of brownian motion - facts and formulae / Borodin, Andrei N. ; Salminen, Paavo. -Basel : Birkhäuser, 2002. - xv, 672 p. ; 24 cm
  ISBN 9783764367053
  
• [MathOuvrage] Elementary stochastic calculus with finance in view / Mikosch, Thomas. -Singapore : World Scientific, 1998. - ix, 212 p. ; 23 cm
  
• [MathOuvrage] A Course in financial calculus / Etheridge, Alison M.. -Cambridge : Cambridge university Press, 2002. - viii, 196 p. ; 25 cm
  
• [MathCongrès] Séminaire de probabilités XXXVI / Ed. Azéma, Jacques ; Ed. Emery, Michel ; Ed. Ledoux, Michel ; Ed. Yor, Marc. -Berlin, Heidelberg, New York NY : Springer, 2002. - vi, 424 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Stochastic calculus and financial applications / Steele, J. Michael. -New York NY : Springer, 2001. - ix, 300 p. ; 24 cm
  ISBN 9780387950167
  https://link.springer.com/bookseries/602
  
• [MathOuvrage] Foundations of modern probability / Kallenberg, Olav. -New York NY : Springer, 2002. - xvii, 638 p. ; 25 cm
  ISBN 9780387953137
  https://link.springer.com/book/10.1007/978-1-4757-4015-8
  
• [MathCongrès] Actes des journées "Jeunes numériciens" en l'honneur du 60ème anniversaire du Professeur Roger Temam / Ed. Carrive, Maité ; Ed. Lods, Véronique ; Ed. Miranville, Alain ; Ed. Pietrus, Alain ; Ed. Rakotoson, Jean-Michel. -Poitiers : Atlantique;Université de Poitiers, 2001. - ix, 149 ; 22 cm
  
• [MathOuvrage] Stochastic processes / Paul, Wolfgang ; Baschnagel, Jörg. -Berlin, Heidelberg, New York NY : Springer, 1999. - xiii, 231 p. ; 24 cm
  https://link.springer.com/book/10.1007/978-3-319-00327-6
  
• [MathCongrès] Séminaire de probabilités XXXV / Ed. Azéma, Jacques ; Ed. Emery, Michel ; Ed. Ledoux, Michel ; Ed. Yor, Marc. -Berlin, Heidelberg, New York NY : Springer, 2001. - vi, 424 p. ; 24 cm
  ISBN 9783540416593
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathCongrès] Stochastic analysis and related topics vii / Ed. Decreusefond, Laurent ; Ed. Oksendal, Bernt K. ; Ed. Üstünel, Ali Süleyman. -Basel, Berlin, Boston MA : Birkhäuser, 2001. - vi, 249 p. ; 24 cm
  https://link.springer.com/bookseries/4839
  
• [MathOuvrage] Statistics of random processes. Vol. 1 / Liptser, Robert S. ; Shiryaev, Albert N.. -Berlin, Heidelberg, New York NY : Springer, 2001. - xv , 427 p. ; 24 cm
  https://link.springer.com/bookseries/602
  
• [MathCongrès] Séminaire de probabilités XXXIV / Ed. Azéma, Jacques ; Ed. Emery, Michel ; Ed. Ledoux, Michel ; Ed. Yor, Marc. -Berlin, Heidelberg, New York NY : Springer, 2000. - vi, 431 p. ; 24 cm
  ISBN 9783540673149
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathCongrès] Probability towards 2000 / Ed. Accardi, Luigi ; Ed. Heyde, Christopher C. ; Center for applied probability Columbia University. -New York NY : Springer, 1998. - xi, 356 p. ; 24 cm
  https://link.springer.com/bookseries/694
  
• [MathOuvrage] Continuous martingales and brownian motion / Revuz, Daniel ; Yor, Marc. -Berlin, Heidelberg, New York NY : Springer, 1999. - xiii, 602 p. ; 24 cm
  ISBN 9783540643258
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-662-06400-9
  
• [MathOuvrage] Martingale methods in financial modelling / Musiela, Marek ; Rutkowski, Marek. -Berlin, Heidelberg, New York NY : Springer, 1997. - xii, 512 p. ; 24 cm
  https://link.springer.com/bookseries/602
  
• [MathCongrès] Backward stochastic differential equations / Ed. El Karoui, Nicole ; Ed. Mazliak, Laurent. -Harlow : Longman Scientific & Technical, 1997. - 221 p. ; 24 cm
  
• [MathOuvrage] Foundations of modern probability / Kallenberg, Olav. -New York NY : Springer, 1997. - xii, 523 p. ; 25 cm
  https://link.springer.com/book/10.1007/b98838
  
• [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
  
• [MathOuvrage] Probability theory III / Ed. Prokhorov, U. V. ; Ed. Shiryaev, Albert N. ; Trad. Slater, P. B.. -Berlin, Heidelberg, New York NY : Springer, 1998. - 253 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=0938-0396
  
• [MathOuvrage] Handbook of brownian motion - facts and formulae / Borodin, Andrei N. ; Salminen, Paavo. -Basel, Berlin, Boston MA : Birkhäuser, 1996. - xiv, 462 p. ; 24 cm
  https://link.springer.com/book/10.1007/978-3-0348-7652-0
  
• [MathOuvrage] Stochastic analysis / Malliavin, Paul. -Berlin, Heidelberg, New York NY : Springer, 1997. - xi, 342 p. ; 24 cm
  https://link.springer.com/bookseries/138
  
• [MathOuvrage] Itô's stochastic calculus and probability theory / Ed. Ikeda, N. ; Ed. Watanabe, Shinzo ; Ed. Fukushima, M. ; Ed. Kunita, Hiroshi. -Tokyo : Springer, 1996. - xiv, 422 p. ; 24 cm
  https://link.springer.com/book/10.1007/978-4-431-68532-6
  
• [MathCongrès] Stochastic analysis / Ed. Fouque, Jean-Pierre ; Ed. Hochberg, Kenneth J. ; Ed. Merzbach, Ely ; Gelbart Research Institute for Mathematical Sciences ; Emmy Noether Research Institute of Mathematics. -Ramat-Gan : Bar-Ilan University, 1996. - viii, 214 p. ; 24 cm
  
• [MathCongrès] Seminar on stochastic analysis, random fields and applications / Ed. Bolthausen, Erwin ; Ed. Dozzi, Marco ; Ed. Russo, Francesco ; Centro Stefano Franscini. -Basel : Birkhäuser, 1995. - x, 391 p. ; 24 cm
  https://link.springer.com/bookseries/4839
  
• [MathCongrès] Stochastic partial differential equations and their applications / Ed. Rozovskii, Boris L. ; Ed. Sowers, R. B. ; University of North Carolina. -Berlin, Heidelberg, New York NY : Springer, 1992. - viii, 251 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=0170-8643
  
• [MathOuvrage] Semimartingale theory and stochastic calculus / He, Sheng-wu ; Wang, Jia-Gang ; Yan, Jia-an. -Ann Arbor, Beijing, Boca Raton, London, New York, Tokyo : Science press;CRC press, 1992. - xiv, 546 p. ; 24 cm
  ISBN 9780849377150
  
• [MathOuvrage] Nonlinear stochastic integrators, equations and flows / Carmona, René ; Nualart, David. -London, New York NY, Paris, Philadelphia : Gordon and Breach, 1990. - vii, 159 p. ; 23 cm
  
• [MathCongrès] Quantum probability and related topics. Vol. VI / Ed. Accardi, Luigi. -Hong Kong, London, New Jersey, Singapore : World Scientific, 1991. - vii, 523 p. ; 25 cm
  
• [MathOuvrage] General theory of Markov processes / Sharpe, M.. -New York : Academic press, 1988. - xi, 419
  
• [MathOuvrage] Stochastic calculus and stochastic models / McShane, Edward J.. -New York : Academic press, 1974. - x-239
  
• [MathOuvrage] Séminaire de probabilités XXXIX / Ed. Emery, Michel ; Ed. Yor, Marc. -Berlin : Springer, 2006. - viii, 417 p. ; 24 cm
  ISBN 9783540309949
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Calcul stochastique et problèmes de martingales / Jacod, Jean. -Berlin : Springer, 1979. - x-539
  https://doi.org/10.1007/BFb0064907
  
• [MathCongrès] Recherche coopérative sur programme 25. Vol. 34 / Collet, Pierre ; Meyer, Paul André ; Moussa, Pierre ; Rivasseau, Vincent ; Sibuya, Yasutaka ; Malgrange, Bernard. -Strasbourg : Institut de recherche mathématique avancée, 1984. - Pag. mult.
  http://www.numdam.org/journals/RCP25