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Random Ordinary Differential Equations and Their Numerical Solution / Xiaoying Han, Peter E. Kloeden
| Random Ordinary Differential Equations and Their Numerical Solution / Xiaoying Han, Peter E. Kloeden |
| Autore | Han, Xiaoying |
| Edizione | [Singapore : Springer, 2017] |
| Pubbl/distr/stampa | XVII, 250 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Kloeden, Peter E. |
| Soggetto topico |
65Lxx - Numerical methods for ordinary differential equations [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 92-XX - Biology and other natural sciences [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 65L05 - Numerical methods for initial value problems [MSC 2020] 65L06 - Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations [MSC 2020] 65L20 - Stability and convergence of numerical methods for ordinary differential equations [MSC 2020] 37H10 - Generation, random and stochastic difference and differential equations [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124128 |
Han, Xiaoying
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| XVII, 250 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Semidynamical systems in infinite dimensional spaces / Stephen H. Saperstone
| Semidynamical systems in infinite dimensional spaces / Stephen H. Saperstone |
| Autore | Saperstone, Stephen H. |
| Pubbl/distr/stampa | New York, : Springer, 1981 |
| Descrizione fisica | 474 p. : ill. ; 24 cm. |
| Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 34-XX - Ordinary differential equations [MSC 2020] 45Dxx - Volterra integral equations [MSC 2020] 37C10 - Dynamics induced by flows and semiflows [MSC 2020] 93C15 - Control/observation systems governed by ordinary differential equations [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 34C05 - Topological structure of integral curves, singular points, limit cycles of ordinary differential equations [MSC 2020] 34D20 - Stability of solutions to ordinary differential equation [MSC 2020] 37Bxx - Topological dynamics [MSC 2020] |
| ISBN | 978-03-87906-43-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0051520 |
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Saperstone, Stephen H.
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| New York, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Semidynamical systems in infinite dimensional spaces / Stephen H. Saperstone
| Semidynamical systems in infinite dimensional spaces / Stephen H. Saperstone |
| Autore | Saperstone, Stephen H. |
| Pubbl/distr/stampa | New York, : Springer, 1981 |
| Descrizione fisica | 474 p. : ill. ; 24 cm |
| Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 34-XX - Ordinary differential equations [MSC 2020] 45Dxx - Volterra integral equations [MSC 2020] 37C10 - Dynamics induced by flows and semiflows [MSC 2020] 93C15 - Control/observation systems governed by ordinary differential equations [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 34C05 - Topological structure of integral curves, singular points, limit cycles of ordinary differential equations [MSC 2020] 34D20 - Stability of solutions to ordinary differential equation [MSC 2020] 37Bxx - Topological dynamics [MSC 2020] |
| Soggetto non controllato |
Differential equations
Hilbert spaces Partial differential equations Sobolev spaces Spaces Systems Topological dynamics Wave equations |
| ISBN | 978-03-87906-43-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0051520 |
|
Saperstone, Stephen H.
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||
| New York, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Semidynamical systems in infinite dimensional spaces / Stephen H. Saperstone
| Semidynamical systems in infinite dimensional spaces / Stephen H. Saperstone |
| Autore | Saperstone, Stephen H. |
| Pubbl/distr/stampa | New York, : Springer, 1981 |
| Descrizione fisica | 474 p. : ill. ; 24 cm |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
34-XX - Ordinary differential equations [MSC 2020] 45Dxx - Volterra integral equations [MSC 2020] 37C10 - Dynamics induced by flows and semiflows [MSC 2020] 93C15 - Control/observation systems governed by ordinary differential equations [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 34C05 - Topological structure of integral curves, singular points, limit cycles of ordinary differential equations [MSC 2020] 34D20 - Stability of solutions to ordinary differential equation [MSC 2020] |
| Soggetto non controllato |
Differential equations
Hilbert spaces Partial differential equations Sobolev spaces Spaces Systems Topological dynamics Wave equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268423 |
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Saperstone, Stephen H.
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| New York, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert
| Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert |
| Autore | Cherny, Alexander S. |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, 2005 |
| Descrizione fisica | VIII, 128 p. : ill. ; 24 cm. |
| Altri autori (Persone) | Engelbert, Hans-Jurgen |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] |
| ISBN | 8-3-540-24007-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0055243 |
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Cherny, Alexander S.
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| Berlin [etc.], : Springer, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert
| Singular stochastic differential equations / Alexander S. Cherny, Hans-Jurgen Engelbert |
| Autore | Cherny, Alexander S. |
| Pubbl/distr/stampa | Berlin, : Springer, 2005 |
| Descrizione fisica | VIII, 128 p. : ill. ; 24 cm |
| Altri autori (Persone) | Engelbert, Hans-Jurgen |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] |
| Soggetto non controllato |
Classification of solutions
Equation Existence of solution Isolated singular points Stochastic differential equations Uniqueness of solution |
| ISBN | 978-35-402-4007-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0055243 |
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Cherny, Alexander S.
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| Berlin, : Springer, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 225 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Financial modeling
Insurance Optimal Control Quantitative Finance Risk management Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115381 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | X, 225 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115381 |
| X, 225 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors
| Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XXVI, 503 p. : ill. ; 24 cm |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Financial mathematics
Ordinary differential equations Partial differential equations Quantitative Finance Stochastic Analysis Stochastic Optimization Terry Lyons |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104060 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors
| Stochastic analysis and applications 2014 : in honour of Terry Lyons / Dan Crisan, Ben Hambly, Thaleia Zariphopoulou editors |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XXVI, 503 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 8-3-319-11291-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0104060 |
| XXVI, 503 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60H10 - Stochastic ordinary differential equations [MSC 2020]
(91)
- 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] (19)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (18)
- 60H05 - Stochastic integrals [MSC 2020] (17)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (17)