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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
Autore Wang, Guangchen
Edizione [Cham : Springer, 2018]
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Wu, Zhen
Xiong, Jie
Soggetto topico 93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
93E11 - Filtering in stochastic control theory [MSC 2020]
49N10 - Linear-quadratic optimal control problems [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0124566
Wang, Guangchen  
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Bayesian Inference and Maximum Entropy Methods in Science and Engineering : MaxEnt 37, Jarinu, Brazil, July 09–14, 2017 / Adriano Polpo ... [et al.] editors
Bayesian Inference and Maximum Entropy Methods in Science and Engineering : MaxEnt 37, Jarinu, Brazil, July 09–14, 2017 / Adriano Polpo ... [et al.] editors
Edizione [Cham : Springer, 2018]
Pubbl/distr/stampa xvi, 304 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
62-XX - Statistics [MSC 2020]
82B31 - Stochastic methods applied to problems in equilibrium statistical mechanics [MSC 2020]
62Axx - Foundational topics in statistics [MSC 2020]
65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020]
81Pxx - Foundations, quantum information and its processing, quantum axioms, and philosophy [MSC 2020]
62Fxx - Parametric inference [MSC 2020]
85A35 - Statistical astronomy [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0124581
xvi, 304 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
Autore Gualtierotti, Antonio F.
Edizione [[Cham] : Springer, 2015]
Pubbl/distr/stampa XXXIV, 1176 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60G15 - Gaussian processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G30 - Continuity and singularity of induced measures [MSC 2020]
60B11 - Probability theory on linear topological spaces [MSC 2020]
60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020]
62M07 - Non-Markovian processes: hypothesis testing [MSC 2020]
94A13 - Detection theory in information and communication theory [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0113725
Gualtierotti, Antonio F.  
XXXIV, 1176 p., : ill. ; 24 cm
Materiale a stampa
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Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
Autore Çetin, Umut
Edizione [New York : Springer, 2018]
Pubbl/distr/stampa xiv, 234 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Danilova, Albina
Soggetto topico 60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
60H20 - Stochastic integral equations [MSC 2020]
91B44 - Economics of information [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0125096
Çetin, Umut  
xiv, 234 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Fourier analysis and stochastic processes / Pierre Brémaud
Fourier analysis and stochastic processes / Pierre Brémaud
Autore Brémaud, Pierre
Edizione [Cham : Springer, 2014]
Pubbl/distr/stampa XIII, 385 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020]
42B10 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020]
60G12 - General second-order stochastic processes [MSC 2020]
ISBN 8-3-319-09589-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0103945
Brémaud, Pierre  
XIII, 385 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Non-life insurance mathematics : an introduction with stochastic processes / Thomas Mikosch
Non-life insurance mathematics : an introduction with stochastic processes / Thomas Mikosch
Autore Mikosch, Thomas
Pubbl/distr/stampa Berlin, : Springer, 2004
Descrizione fisica XI, 235 p. ; 24 cm.
Soggetto topico 91B05 - Risk models (general) [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60K10 - Applications of renewal theory (reliability, demand theory, etc.) [MSC 2020]
ISBN 35-404-0650-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0057271
Mikosch, Thomas  
Berlin, : Springer, 2004
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Stochastic analysis / Paul Malliavin
Stochastic analysis / Paul Malliavin
Autore Malliavin, Paul
Pubbl/distr/stampa Berlin, : Springer, 1997
Descrizione fisica XI, 342 p. ; 24 cm.
Soggetto topico 31C15 - Potentials and capacities on other spaces [MSC 2020]
31C25 - Dirichlet forms [MSC 2020]
46E35 - Sobolev spaces and other spaces of “smooth” functions, embedding theorems, trace theorems [MSC 2020]
60G15 - Gaussian processes [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60J45 - Probabilistic potential theory [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
31C45 - Other generalizations (nonlinear potential theory, etc.) [MSC 2020]
60G60 - Random fields [MSC 2020]
ISBN 35-405-7024-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0057287
Malliavin, Paul  
Berlin, : Springer, 1997
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Topics in spatial stochastic processes : lectures given at the C.I.M.E. Summer school held in Martina Franca, Italy, July 1-8, 2001 / V. Capasso ... [et al.] ; editor: Ely Merzbach
Topics in spatial stochastic processes : lectures given at the C.I.M.E. Summer school held in Martina Franca, Italy, July 1-8, 2001 / V. Capasso ... [et al.] ; editor: Ely Merzbach
Pubbl/distr/stampa Berlin [etc.], : Springer, 2003
Descrizione fisica VI, 251 p. : ill. ; 24 cm.
Soggetto topico 60G15 - Gaussian processes [MSC 2020]
60G17 - Sample path properties [MSC 2020]
60G20 - Generalized stochastic processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020]
60G60 - Random fields [MSC 2020]
ISBN 8-3-540-00295-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0054369
Berlin [etc.], : Springer, 2003
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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