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Stochastic Approximation Methods for Constrained and Unconstrained Systems / Harold J. Kushner, Dean S. Clark
| Stochastic Approximation Methods for Constrained and Unconstrained Systems / Harold J. Kushner, Dean S. Clark |
| Autore | Kushner, Harold J. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1978 |
| Descrizione fisica | x, 263 p. : ill. ; 24 cm |
| Altri autori (Persone) | Clark, Dean S. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 41A65 - Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] |
| Soggetto non controllato |
Parameter
Power Probability Rank Stochastic Approximations |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268244 |
Kushner, Harold J.
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| New York, : Springer-Verlag, 1978 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic calculus with infinitesimals / Frederik S. Herzberg
| Stochastic calculus with infinitesimals / Frederik S. Herzberg |
| Autore | Herzberg, Frederik S. |
| Edizione | [Berlin : Springer, 2013] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 03H05 - Nonstandard models in mathematics [MSC 2020] 60G05 - Foundations of stochastic processes [MSC 2020] 81Q30 - Feynman integrals and graphs; applications of algebraic topology and algebraic geometry [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0096220 |
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Herzberg, Frederik S.
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic calculus with infinitesimals / Frederik S. Herzberg
| Stochastic calculus with infinitesimals / Frederik S. Herzberg |
| Autore | Herzberg, Frederik S. |
| Edizione | [Berlin : Springer, 2013] |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 03H05 - Nonstandard models in mathematics [MSC 2020] 60G05 - Foundations of stochastic processes [MSC 2020] 81Q30 - Feynman integrals and graphs; applications of algebraic topology and algebraic geometry [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato |
Asset pricing
Feynman Path Integral Infinitesimals Internal Set Theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0096220 |
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Herzberg, Frederik S.
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu
| Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu |
| Autore | Pardoux, Etienne |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XVII, 667 p. : ill. ; 24 cm |
| Altri autori (Persone) | Rӑşcanu, Aurel |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 35D40 - Viscosity solutions to PDEs [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Differential Equations
Feynman-Kac formula Partial differential equations Reflected stochastic differential equations Stochastic differential equations Viscosity solutions of second-order PDEs |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103408 |
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Pardoux, Etienne
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu
| Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Rӑşcanu |
| Autore | Pardoux, Etienne |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XVII, 667 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Rӑşcanu, Aurel |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 35D40 - Viscosity solutions to PDEs [MSC 2020] |
| ISBN | 8-3-319-05713-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103408 |
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Pardoux, Etienne
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| XVII, 667 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Filtering Theory / Gopinath Kallianpur
| Stochastic Filtering Theory / Gopinath Kallianpur |
| Autore | Kallianpur, Gopinath |
| Pubbl/distr/stampa | New York, : Springer, 1980 |
| Descrizione fisica | xvi, 318 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Filtering
Filtering problems Martingales Prediction Statistics Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268357 |
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Kallianpur, Gopinath
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| New York, : Springer, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic models for structured populations : scaling limits and long time behavior / Sylvie Meleard, Vincent Bansaye
| Stochastic models for structured populations : scaling limits and long time behavior / Sylvie Meleard, Vincent Bansaye |
| Autore | Meleard, Sylvie |
| Pubbl/distr/stampa | [Cham], : Springer, : Mathematical Biosciences Institute, 2015 |
| Descrizione fisica | X, 107 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bansaye, Vincent |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 92D25 - Population dynamics (general) [MSC 2020] 92D15 - Problems related to evolution [MSC 2020] 60G57 - Random measures [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Birth-death processes
Branching processes in random environment Cell division dynamics Continuous state branching processes Large population approximations Martingale properties Measure-valued Markov processes Population models Two-level models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113700 |
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Meleard, Sylvie
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| [Cham], : Springer, : Mathematical Biosciences Institute, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic models for structured populations : scaling limits and long time behavior / Sylvie Meleard, Vincent Bansaye
| Stochastic models for structured populations : scaling limits and long time behavior / Sylvie Meleard, Vincent Bansaye |
| Autore | Meleard, Sylvie |
| Edizione | [[Cham] : Springer : Mathematical Biosciences Institute, 2015] |
| Pubbl/distr/stampa | X, 107 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Bansaye, Vincent |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 92D25 - Population dynamics (general) [MSC 2020] 92D15 - Problems related to evolution [MSC 2020] 60G57 - Random measures [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNICAMPANIA-SUN0113700 |
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Meleard, Sylvie
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| X, 107 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic partial differential equations : an introduction / Wei Liu, Michael Röckner
| Stochastic partial differential equations : an introduction / Wei Liu, Michael Röckner |
| Autore | Liu, Wei |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | VI, 266 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Röckner, Michael |
| Soggetto topico |
47-XX - Operator theory [MSC 2020]
47J35 - Nonlinear evolution equations [MSC 2020] 35-XX - Partial differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 34-XX - Ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35Q35 - PDEs in connection with fluid mechanics [MSC 2020] 34G20 - Nonlinear differential equations in abstract spaces [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 35K58 - Semilinear parabolic equations [MSC 2020] 35K59 - Quasilinear parabolic equations [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113731 |
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Liu, Wei
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| VI, 266 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic partial differential equations and applications : Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985 / edited by Giuseppe da Prato, Luciano Tubaro
| Stochastic partial differential equations and applications : Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985 / edited by Giuseppe da Prato, Luciano Tubaro |
| Pubbl/distr/stampa | Berlin, : Springer, 1987 |
| Descrizione fisica | viii, 264 p. ; 24 cm |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Boundary Value Problems
Calculus Differential equations Measures Partial differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0264332 |
| Berlin, : Springer, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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)