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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
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| 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 |
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Gualtierotti, Antonio F.
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| XXXIV, 1176 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Çetin, Umut
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| 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 |
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Brémaud, Pierre
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| 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 |
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Mikosch, Thomas
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| 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 |
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Malliavin, Paul
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| 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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