Utzet Frederic (27 results)
From Lévy-type Processes to Parabolic Spdes
Khoshnevisan, Davar; Schilling, René; Utzet, Frederic (EDT); Quer-sardanyons, Lluis (EDT)
Language: English
Published by Birkhäuser, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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From Lévy-type Processes to Parabolic Spdes
Khoshnevisan, Davar; Schilling, René; Utzet, Frederic (EDT); Quer-sardanyons, Lluis (EDT)
Language: English
Published by Birkhäuser, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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From L�vy-Type Processes to Parabolic SPDEs (Advanced Courses in Mathematics - CRM Barcelona)
Davar Khoshnevisan, Frederic Utzet, Ren� Schilling, Lluis Quer-Sardanyons
Language: English
Published by Birkh�user 2017-01-05, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Language: English
Published by Birkhäuser, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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From Lévy-type Processes to Parabolic Spdes
Khoshnevisan, Davar; Schilling, René; Utzet, Frederic (EDT); Quer-sardanyons, Lluis (EDT)
Language: English
Published by Birkhäuser, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Language: English
Published by Springer (India) Private Limited, 2016
Series: Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Language: English
Published by Springer (India) Private Limited, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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From Lévy-type Processes to Parabolic Spdes
Khoshnevisan, Davar; Schilling, René; Utzet, Frederic (EDT); Quer-sardanyons, Lluis (EDT)
Language: English
Published by Birkhäuser, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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From Levy-Type Processes to Parabolic Spdes
Khoshnevisan, Davar; Schilling, Rene. Ed(s): Utzet, Frederic; Quer-Sardanyons, Lluis
Language: English
Published by Birkhauser Verlag AG, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Condition: New. Editor(s): Utzet, Frederic; Quer-Sardanyons, Lluis. Series: Advanced Courses in Mathematics - CRM Barcelona. Num Pages: 219 pages, biography. BIC Classification: PBWL. Category: (G) General (US: Trade). Dimension: 240 x 168. Weight in Grams: 393. . 2017. Paperback. . . . .
From Lévy-type Processes to Parabolic Spdes
Khoshnevisan, Davar/ Schilling, René/ Utzet, Frederic (Editor)/ Quer-sardanyons, Lluis (Editor)
Language: English
Published by Birkhauser, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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From Levy-Type Processes to Parabolic Spdes
Khoshnevisan, Davar; Schilling, Rene. Ed(s): Utzet, Frederic; Quer-Sardanyons, Lluis
Language: English
Published by Birkhauser Verlag AG, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condition: New. Editor(s): Utzet, Frederic; Quer-Sardanyons, Lluis. Series: Advanced Courses in Mathematics - CRM Barcelona. Num Pages: 219 pages, biography. BIC Classification: PBWL. Category: (G) General (US: Trade). Dimension: 240 x 168. Weight in Grams: 393. . 2017. Paperback. . . . . Books ship from the US and Ireland.
Language: English
Published by Springer International Publishing, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
Seller: moluna, Greven, Germanymoluna
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Language: English
Published by Birkhäuser, Springer, 2016
Series: Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume contains lecture notes from the coursesgiven by Vlad Bally and Rama Cont at the Barcelona Summer School on StochasticAnalysis (July 2012).The notes of the course by Vlad Bally, co-authoredwith Lucia Caramellino, develop integration by p…arts formulas in an abstractsetting, extending Malliavin's work on abstract Wiener spaces. The results areapplied to prove absolute continuity and regularity results of the density fora broad class of random processes.Rama Cont's notes provide anintroduction to the Functional Itô Calculus, a non-anticipative functionalcalculus that extends the classical Itô calculus to path-dependent functionalsof stochastic processes. This calculus leads to a new class of path-dependentpartial differential equations, termed Functional Kolmogorov Equations, whicharise in the study of martingales and forward-backward stochastic differentialequations.This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance.
Language: English
Published by Springer, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.René Schilling's notes are an expanded version of his course on Lévy…and Lévy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Lévy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Lévy-Itô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible to study the properties of Feller processes as space inhomogeneous processes that locally behave like Lévy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc. Inturn, Davar Khoshnevisan's course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for those equations in a rather general setting, and to deduce, as an application, comparison-type results. The framework in which these problems are addressed goes beyond the classical setting, in the sense that the driving noise is assumed to be a multiplicative space-time white noise on a group, and the underlying elliptic operator corresponds to a generator of a Lévy process on that group. This implies that stochastic integration with respect to the above noise, as well as the existence and uniqueness of a solution for the corresponding equation, become relevant in their own right. These aspects are also developed and supplemented by a wealth of illustrative examples.
Language: English
Published by Springer, 2016
Series: Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
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Taschenbuch. Condition: Neu. Stochastic Integration by Parts and Functional Itô Calculus | Vlad Bally (u. a.) | Taschenbuch | Advanced Courses in Mathematics - CRM Barcelona | ix | Englisch | 2016 | Springer | EAN 9783319271279 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelber…ger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Birkhäuser, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Taschenbuch. Condition: Neu. From Lévy-Type Processes to Parabolic SPDEs | Davar Khoshnevisan (u. a.) | Taschenbuch | Advanced Courses in Mathematics - CRM Barcelona | viii | Englisch | 2017 | Birkhäuser | EAN 9783319341194 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger…Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Birkhäuser, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Language: English
Published by Springer (India) Private Limited, 2016
Series: Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Published by Springer (India) Private Limited, 2017
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Published by Birkhäuser, 2016
Series: Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
- Print on Demand
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Published by Springer International Publishing Mrz 2016, 2016
Series: Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This volume contains lecture notes from the coursesgiven by Vlad Bally and Rama Cont at the Barcelona Summer School on StochasticAnalysis (July 2012).The notes of the course by Vlad Bally, co-authoredwith Lucia Caramellino, develop…integration by parts formulas in an abstractsetting, extending Malliavin's work on abstract Wiener spaces. The results areapplied to prove absolute continuity and regularity results of the density fora broad class of random processes.Rama Cont's notes provide anintroduction to the Functional Itô Calculus, a non-anticipative functionalcalculus that extends the classical Itô calculus to path-dependent functionalsof stochastic processes. This calculus leads to a new class of path-dependentpartial differential equations, termed Functional Kolmogorov Equations, whicharise in the study of martingales and forward-backward stochastic differentialequations.This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance. 220 pp. Englisch.
Language: English
Published by Springer International Publishing Jan 2017, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.René Schilling's notes are an expanded version of his… course on Lévy and Lévy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Lévy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Lévy-Itô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible to study the properties of Feller processes as space inhomogeneous processes that locally behave like Lévy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc. In turn, Davar Khoshnevisan's course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for those equations in a rather general setting, and to deduce, as an application, comparison-type results. The framework in which these problems are addressed goes beyond the classical setting, in the sense that the driving noise is assumed to be a multiplicative space-time white noise on a group, and the underlying elliptic operator corresponds to a generator of a Lévy process on that group. This implies that stochastic integration with respect to the above noise, as well as the existence and uniqueness of a solution for the corresponding equation, become relevant in their own right. These aspects are also developed and supplemented by a wealth of illustrative examples. 228 pp. Englisch.
Language: English
Published by Springer (India) Private Limited, 2016
Series: Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
- Print on Demand
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Language: English
Published by Springer (India) Private Limited, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Published by Springer International Publishing, 2016
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- Softcover
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes a general method forproving existence of a density for stochastic processes, using interpolationspacesIllustrates a pathwise derivation of the Ito formulaand the Functional Ito calcul…usProvides solutions to problems in applied fiel.
Language: English
Published by Birkhäuser, Springer Mär 2016, 2016
Series: Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This volume contains lecture notes from the coursesgiven by Vlad Bally and Rama Cont at the Barcelona Summer School on StochasticAnalysis (July 2012).The notes of the course by Vlad Bally, co-authoredwith Lucia Caramellino, develop inte…gration by parts formulas in an abstractsetting, extending Malliavin's work on abstract Wiener spaces. The results areapplied to prove absolute continuity and regularity results of the density fora broad class of random processes.Rama Cont's notes provide anintroduction to the Functional Itô Calculus, a non-anticipative functionalcalculus that extends the classical Itô calculus to path-dependent functionalsof stochastic processes. This calculus leads to a new class of path-dependentpartial differential equations, termed Functional Kolmogorov Equations, whicharise in the study of martingales and forward-backward stochastic differentialequations.This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 220 pp. Englisch.
Language: English
Published by Birkhäuser, Palgrave Macmillan Jan 2017, 2017
Series: Book 25 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.René Schilling's notes are an expanded version of his cou…rse on Lévy and Lévy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Lévy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Lévy-Itô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible to study the properties of Feller processes as space inhomogeneous processes that locally behave like Lévy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc.Inturn, Davar Khoshnevisan's course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for those equations in a rather general setting, and to deduce, as an application, comparison-type results. The framework in which these problems are addressed goes beyond the classical setting, in the sense that the driving noise is assumed to be a multiplicative space-time white noise on a group, and the underlying elliptic operator corresponds to a generator of a Lévy process on that group. This implies that stochastic integration with respect to the above noise, as well as the existence and uniqueness of a solution for the corresponding equation, become relevant in their own right. These aspects are also developed and supplemented by a wealth of illustrative examples.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 228 pp. Englisch.
