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Ecosystem Conservation and Management : Models and Application / / by Marino Gatto, Renato Casagrandi
| Ecosystem Conservation and Management : Models and Application / / by Marino Gatto, Renato Casagrandi |
| Autore | Gatto Marino |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (292 pages) |
| Disciplina |
333.95
333.72015118 |
| Soggetto topico |
Environmental engineering
Biotechnology Bioremediation Biodiversity Epidemiology Environmental sciences - Mathematics Stochastic models Environmental Engineering/Biotechnology Mathematical Applications in Environmental Science Stochastic Modelling |
| ISBN | 3-031-09480-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. Species and populations threatened by extinction -- Chapter 1. Threatened biodiversity -- Chapter 2. The risk of extinction: Allee effect and genetic deterioration -- Chapter 3. Extinction risk analysis: demographic and environmental stochasticity -- Chapter 4. Problems on the analysis of Extinction Risk (ER) -- Part II. Populations in spatially explicit landscapes -- Chapter 5. Movement of organisms and the dynamics of populations in space -- Chapter 6. Habitat fragmentation and destruction: the dynamics of metapopulations -- Chapter 7. Problems on Spatial Ecology (SE) -- Part III. Sustainabilty of biomass harvesting and its harvesting (M) -- Chapter 8. The management of natural populations harvesting -- Chapter 9. Problems on the Management of renewable resource harvesting (M) -- Part IV. Parasite and disease ecology -- Chapter 10. Ecology of parasites and infectious diseases -- Chapter 11. Problems on the Ecology of Parasites and Disease (PD). |
| Record Nr. | UNINA-9910616377603321 |
Gatto Marino
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault
| An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault |
| Autore | Privault Nicolas |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina |
332.8
332.80151922 |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Interest rate futures - Mathematical models
Stochastic models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-60363-5
9786613784322 981-4390-86-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. A Review of Stochastic Calculus; 1.1 Brownian Motion; 1.2 Stochastic Integration; 1.3 Quadratic Variation; 1.4 Ito's Formula; 1.5 Exercises; 2. A Review of Black-Scholes Pricing and Hedging; 2.1 Call and Put Options; 2.2 Market Model and Portfolio; 2.3 PDE Method; 2.4 The Girsanov Theorem; 2.5 Martingale Method; 2.6 Exercises; 3. Short Term Interest Rate Models; 3.1 Mean-Reverting Models; 3.2 Constant Elasticity of Variance (CEV) Models; 3.3 Time-Dependent Models; 3.4 Exercises; 4. Pricing of Zero-Coupon Bonds; 4.1 Definition and Basic Properties
4.2 Absence of Arbitrage and the Markov Property4.3 Absence of Arbitrage and the Martingale Property; 4.4 PDE Solution: Probabilistic Method; 4.5 PDE Solution: Analytical Method; 4.6 Numerical Simulations; 4.7 Exercises; 5. Forward Rate Modeling; 5.1 Forward Contracts; 5.2 Instantaneous Forward Rate; 5.3 Short Rates; 5.4 Parametrization of Forward Rates; Nelson-Siegel parametrization; Svensson parametrization; 5.5 Curve Estimation; 5.6 Exercises; 6. The Heath-Jarrow-Morton (HJM) Model; 6.1 Restatement of Objectives; 6.2 Forward Vasicek Rates; 6.3 Spot Forward Rate Dynamics 6.4 The HJM Condition6.5 Markov Property of Short Rates; 6.6 The Hull-White Model; 6.7 Exercises; 7. The Forward Measure and Derivative Pricing; 7.1 Forward Measure; 7.2 Dynamics under the Forward Measure; 7.3 Derivative Pricing; 7.4 Inverse Change of Measure; 7.5 Exercises; 8. Curve Fitting and a Two-Factor Model; 8.1 Curve Fitting; 8.2 Deterministic Shifts; 8.3 The Correlation Problem; 8.4 Two-Factor Model; 8.5 Exercises; 9. A Credit Default Model; 9.1 Survival Probabilities; 9.2 Stochastic Default; 9.3 Defaultable Bonds; 9.4 Credit Default Swaps; 9.5 Exercises 10. Pricing of Caps and Swaptions on the LIBOR10.1 Pricing of Caplets and Caps; 10.2 Forward Rate Measure and Tenor Structure; 10.3 Swaps and Swaptions; 10.4 The London InterBank Offered Rates (LIBOR) Model; 10.5 Swap Rates on the LIBOR Market; 10.6 Forward Swap Measures; 10.7 Swaption Pricing on the LIBOR Market; 10.8 Exercises; 11. The Brace-Gatarek-Musiela (BGM) Model; 11.1 The BGM Model; 11.2 Cap Pricing; 11.3 Swaption Pricing; 11.4 Calibration of the BGM Model; 11.5 Exercises; 12. Appendix A: Mathematical Tools; Measurability; Covariance and Correlation; Gaussian Random Variables Conditional ExpectationMartingales in Discrete Time; Martingales in Continuous Time; Markov Processes; 13. Appendix B: Some Recent Developments; Infinite dimensional analysis; Extended interest rate models; Exotic and path-dependent options on interest rates; Sensitivity analysis and the Malliavin calculus; Longevity and mortality risk; 14. Solutions to the Exercises; Bibliography; Index; Author Index |
| Record Nr. | UNINA-9910462558603321 |
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Privault Nicolas
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| Hackensack, N.J., : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault
| An elementary introduction to stochastic interest rate modeling [[electronic resource] /] / Nicolas Privault |
| Autore | Privault Nicolas |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina |
332.8
332.80151922 |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Interest rate futures - Mathematical models
Stochastic models |
| ISBN |
1-281-60363-5
9786613784322 981-4390-86-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. A Review of Stochastic Calculus; 1.1 Brownian Motion; 1.2 Stochastic Integration; 1.3 Quadratic Variation; 1.4 Ito's Formula; 1.5 Exercises; 2. A Review of Black-Scholes Pricing and Hedging; 2.1 Call and Put Options; 2.2 Market Model and Portfolio; 2.3 PDE Method; 2.4 The Girsanov Theorem; 2.5 Martingale Method; 2.6 Exercises; 3. Short Term Interest Rate Models; 3.1 Mean-Reverting Models; 3.2 Constant Elasticity of Variance (CEV) Models; 3.3 Time-Dependent Models; 3.4 Exercises; 4. Pricing of Zero-Coupon Bonds; 4.1 Definition and Basic Properties
4.2 Absence of Arbitrage and the Markov Property4.3 Absence of Arbitrage and the Martingale Property; 4.4 PDE Solution: Probabilistic Method; 4.5 PDE Solution: Analytical Method; 4.6 Numerical Simulations; 4.7 Exercises; 5. Forward Rate Modeling; 5.1 Forward Contracts; 5.2 Instantaneous Forward Rate; 5.3 Short Rates; 5.4 Parametrization of Forward Rates; Nelson-Siegel parametrization; Svensson parametrization; 5.5 Curve Estimation; 5.6 Exercises; 6. The Heath-Jarrow-Morton (HJM) Model; 6.1 Restatement of Objectives; 6.2 Forward Vasicek Rates; 6.3 Spot Forward Rate Dynamics 6.4 The HJM Condition6.5 Markov Property of Short Rates; 6.6 The Hull-White Model; 6.7 Exercises; 7. The Forward Measure and Derivative Pricing; 7.1 Forward Measure; 7.2 Dynamics under the Forward Measure; 7.3 Derivative Pricing; 7.4 Inverse Change of Measure; 7.5 Exercises; 8. Curve Fitting and a Two-Factor Model; 8.1 Curve Fitting; 8.2 Deterministic Shifts; 8.3 The Correlation Problem; 8.4 Two-Factor Model; 8.5 Exercises; 9. A Credit Default Model; 9.1 Survival Probabilities; 9.2 Stochastic Default; 9.3 Defaultable Bonds; 9.4 Credit Default Swaps; 9.5 Exercises 10. Pricing of Caps and Swaptions on the LIBOR10.1 Pricing of Caplets and Caps; 10.2 Forward Rate Measure and Tenor Structure; 10.3 Swaps and Swaptions; 10.4 The London InterBank Offered Rates (LIBOR) Model; 10.5 Swap Rates on the LIBOR Market; 10.6 Forward Swap Measures; 10.7 Swaption Pricing on the LIBOR Market; 10.8 Exercises; 11. The Brace-Gatarek-Musiela (BGM) Model; 11.1 The BGM Model; 11.2 Cap Pricing; 11.3 Swaption Pricing; 11.4 Calibration of the BGM Model; 11.5 Exercises; 12. Appendix A: Mathematical Tools; Measurability; Covariance and Correlation; Gaussian Random Variables Conditional ExpectationMartingales in Discrete Time; Martingales in Continuous Time; Markov Processes; 13. Appendix B: Some Recent Developments; Infinite dimensional analysis; Extended interest rate models; Exotic and path-dependent options on interest rates; Sensitivity analysis and the Malliavin calculus; Longevity and mortality risk; 14. Solutions to the Exercises; Bibliography; Index; Author Index |
| Record Nr. | UNINA-9910790318703321 |
|
Privault Nicolas
|
||
| Hackensack, N.J., : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An elementary introduction to stochastic interest rate modeling / / Nicolas Privault
| An elementary introduction to stochastic interest rate modeling / / Nicolas Privault |
| Autore | Privault Nicolas |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina |
332.8
332.80151922 |
| Collana | Advanced series on statistical science & applied probability |
| Soggetto topico |
Interest rate futures - Mathematical models
Stochastic models |
| ISBN |
1-281-60363-5
9786613784322 981-4390-86-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. A Review of Stochastic Calculus; 1.1 Brownian Motion; 1.2 Stochastic Integration; 1.3 Quadratic Variation; 1.4 Ito's Formula; 1.5 Exercises; 2. A Review of Black-Scholes Pricing and Hedging; 2.1 Call and Put Options; 2.2 Market Model and Portfolio; 2.3 PDE Method; 2.4 The Girsanov Theorem; 2.5 Martingale Method; 2.6 Exercises; 3. Short Term Interest Rate Models; 3.1 Mean-Reverting Models; 3.2 Constant Elasticity of Variance (CEV) Models; 3.3 Time-Dependent Models; 3.4 Exercises; 4. Pricing of Zero-Coupon Bonds; 4.1 Definition and Basic Properties
4.2 Absence of Arbitrage and the Markov Property4.3 Absence of Arbitrage and the Martingale Property; 4.4 PDE Solution: Probabilistic Method; 4.5 PDE Solution: Analytical Method; 4.6 Numerical Simulations; 4.7 Exercises; 5. Forward Rate Modeling; 5.1 Forward Contracts; 5.2 Instantaneous Forward Rate; 5.3 Short Rates; 5.4 Parametrization of Forward Rates; Nelson-Siegel parametrization; Svensson parametrization; 5.5 Curve Estimation; 5.6 Exercises; 6. The Heath-Jarrow-Morton (HJM) Model; 6.1 Restatement of Objectives; 6.2 Forward Vasicek Rates; 6.3 Spot Forward Rate Dynamics 6.4 The HJM Condition6.5 Markov Property of Short Rates; 6.6 The Hull-White Model; 6.7 Exercises; 7. The Forward Measure and Derivative Pricing; 7.1 Forward Measure; 7.2 Dynamics under the Forward Measure; 7.3 Derivative Pricing; 7.4 Inverse Change of Measure; 7.5 Exercises; 8. Curve Fitting and a Two-Factor Model; 8.1 Curve Fitting; 8.2 Deterministic Shifts; 8.3 The Correlation Problem; 8.4 Two-Factor Model; 8.5 Exercises; 9. A Credit Default Model; 9.1 Survival Probabilities; 9.2 Stochastic Default; 9.3 Defaultable Bonds; 9.4 Credit Default Swaps; 9.5 Exercises 10. Pricing of Caps and Swaptions on the LIBOR10.1 Pricing of Caplets and Caps; 10.2 Forward Rate Measure and Tenor Structure; 10.3 Swaps and Swaptions; 10.4 The London InterBank Offered Rates (LIBOR) Model; 10.5 Swap Rates on the LIBOR Market; 10.6 Forward Swap Measures; 10.7 Swaption Pricing on the LIBOR Market; 10.8 Exercises; 11. The Brace-Gatarek-Musiela (BGM) Model; 11.1 The BGM Model; 11.2 Cap Pricing; 11.3 Swaption Pricing; 11.4 Calibration of the BGM Model; 11.5 Exercises; 12. Appendix A: Mathematical Tools; Measurability; Covariance and Correlation; Gaussian Random Variables Conditional ExpectationMartingales in Discrete Time; Martingales in Continuous Time; Markov Processes; 13. Appendix B: Some Recent Developments; Infinite dimensional analysis; Extended interest rate models; Exotic and path-dependent options on interest rates; Sensitivity analysis and the Malliavin calculus; Longevity and mortality risk; 14. Solutions to the Exercises; Bibliography; Index; Author Index |
| Record Nr. | UNINA-9910821107503321 |
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Privault Nicolas
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| Hackensack, N.J., : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Extinction and quasi-stationarity in the stochastic logistic SIS model / / Ingemar Nasell
| Extinction and quasi-stationarity in the stochastic logistic SIS model / / Ingemar Nasell |
| Autore | Nasell Ingemar |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Heidelberg, : Springer, 2011 |
| Descrizione fisica | 1 online resource (XI, 199 p. 10 illus. in color.) |
| Disciplina | 577.8/8 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Population biology - Mathematical models
Relicts (Biology) - Mathematical models Stochastic models Biomathematics |
| ISBN | 3-642-20530-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 2 Model Formulation -- 3 A Birth-Death Process with Finite State Space and with an Absorbing State at the Origin -- 4 The SIS Model: First Approximations of the Quasi-Stationary Distribution -- 5 Some Approximations Involving the Normal Distribution -- 6 Preparations for the Study of the Stationary Distribution p(1) of the SIS Model -- 7 Approximation of the Stationary Distribution p(1) of the SIS Model -- 8 Preparations for the Study of the Stationary Distribution p(0) of the SIS Model -- 9 Approximation of the Stationary Distribution p(0) of the SIS Model -- 10 Approximation of Some Images UnderY for the SIS Model -- 11 Approximation of the Quasi-Stationary Distribution q of the SIS Model -- 12 Approximation of the Time to Extinction for the SIS Model -- 13 Uniform Approximations for the SIS Model -- 14 Thresholds for the SIS Model -- 15 Concluding Comments. |
| Record Nr. | UNINA-9910484334003321 |
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Nasell Ingemar
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| Heidelberg, : Springer, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Extreme financial risks : from dependence to risk management / Yannick Malevergne, Didier Sornette
| Extreme financial risks : from dependence to risk management / Yannick Malevergne, Didier Sornette |
| Autore | Malevergne, Yannick |
| Pubbl/distr/stampa | Berlin : Springer, c2006 |
| Descrizione fisica | xvi, 312 p. : ill. ; 24 cm |
| Disciplina | 332.6015118 |
| Altri autori (Persone) | Sornette, Didierauthor |
| Soggetto topico |
Investment analysis - Mathematical models
Stochastic models Risk management - Mathematical models |
| ISBN |
354027264X
9783540272649 |
| Classificazione |
AMS 91B30
LC HG4529.M34 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003798569707536 |
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Malevergne, Yannick
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| Berlin : Springer, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Formal methods and stochastic models for performance evaluation : Third European Performance Engineering Workshop, EPEW 2006, Budapest, Hungary, June 21-22, 2006 : proceedings / / Andras Horvath, Miklos Telek (eds.)
| Formal methods and stochastic models for performance evaluation : Third European Performance Engineering Workshop, EPEW 2006, Budapest, Hungary, June 21-22, 2006 : proceedings / / Andras Horvath, Miklos Telek (eds.) |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; New York, : Springer, c2006 |
| Descrizione fisica | 1 online resource (VIII, 239 p.) |
| Disciplina | 004.2/4 |
| Altri autori (Persone) |
HorvathAndras
TelekMiklos |
| Collana |
Lecture notes in computer science
LNCS sublibrary. SL 2, Programming and software engineering |
| Soggetto topico |
Formal methods (Computer science)
Stochastic models Computer systems - Evaluation |
| ISBN | 3-540-35365-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Stochastic Process Algebra -- A Precedence PEPA Model for Performance and Reliability Analysis -- A Function-Equivalent Components Based Simplification Technique for PEPA Models -- Functional Performance Specification with Stochastic Probes -- Embedding Real Time in Stochastic Process Algebras -- Workloads and Benchmarks -- Precise Regression Benchmarking with Random Effects: Improving Mono Benchmark Results -- Working Set Characterization of Applications with an Efficient LRU Algorithm -- Theory of Stochastic Processes -- Model Checking for a Class of Performance Properties of Fluid Stochastic Models -- Explicit Inverse Characterizations of Acyclic MAPs of Second Order -- Implementation Relations for Stochastic Finite State Machines -- On the Convergence Rate of Quasi Lumpable Markov Chains -- Formal Dependability and Performance Evaluation -- Applying the UML Class Diagram in the Performance Analysis -- Dependability Evaluation of Web Service-Based Processes -- Queues, Theory and Practice -- Improving the Performance of IEEE 802.11e with an Advanced Scheduling Heuristic -- Worst Case Analysis of Batch Arrivals with the Increasing Convex Ordering -- The Impact of Buffer Finiteness on the Loss Rate in a Priority Queueing System -- Experimental Analysis of the Correlation of HTTP GET Invocations. |
| Altri titoli varianti |
European Performance Engineering Workshop, EPEW 2006
EPEW 2006 |
| Record Nr. | UNINA-9910483375103321 |
| Berlin ; ; New York, : Springer, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Formal techniques for computer systems and business processes : European Performance Engineering Workshop, EPEW 2005 and International Workshop on Web Services and Formal Methods, WS-FM 2005, Versailles, France, September 1-3, 2005 : proceedings / / Mario Bravetti, Leila Kloul, Gianluigi Zavattaro (eds.)
| Formal techniques for computer systems and business processes : European Performance Engineering Workshop, EPEW 2005 and International Workshop on Web Services and Formal Methods, WS-FM 2005, Versailles, France, September 1-3, 2005 : proceedings / / Mario Bravetti, Leila Kloul, Gianluigi Zavattaro (eds.) |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2005 |
| Descrizione fisica | 1 online resource (XIII, 349 p.) |
| Disciplina | 005.1 |
| Altri autori (Persone) |
BravettiMario
KloulLeila ZavattaroGianluigi |
| Collana | Lecture notes in computer science |
| Soggetto topico |
Formal methods (Computer science)
Stochastic models Computer systems - Evaluation |
| ISBN | 9783540319030 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Invited Speakers -- Performance Engineering and Stochastic Modelling -- Implicit Representations and Algorithms for the Logic and Stochastic Analysis of Discrete–State Systems -- PiDuce: A Process Calculus with Native XML Datatypes -- Life After BPEL? -- EPEW -- On Moments of Discrete Phase-Type Distributions -- Zero-Automatic Queues -- A Unified Approach to the Moments Based Distribution Estimation – Unbounded Support -- Bounds for Point and Steady-State Availability: An Algorithmic Approach Based on Lumpability and Stochastic Ordering -- Stochastic Model Checking with Stochastic Comparison -- Delay Analysis of the Go-Back-N ARQ Protocol over a Time-Varying Channel -- Performance Tuning of Failure Detectors in Wireless Ad-hoc Networks: Modelling and Experiments -- Hypergraph Partitioning for Faster Parallel PageRank Computation -- Prediction of Communication Latency over Complex Network Behaviors on SMP Clusters -- A Diffusion Approximation Model of an Electronic-Optical Node -- WS-FM -- Choreographing Security and Performance Analysis for Web Services -- Application of Formal Methods to the Analysis of Web Services Security -- Automatic Translation of WS-CDL Choreographies to Timed Automata -- Executable Semantics for Compensating CSP -- Verifying the Conformance of Web Services to Global Interaction Protocols: A First Step -- From Theory to Practice in Transactional Composition of Web Services -- Timing Issues in Web Services Composition -- A Compositional Operational Semantics for OWL-S -- A Parametric Communication Model for the Verification of BPEL4WS Compositions -- Reasoning About Interaction Patterns in Choreography. |
| Record Nr. | UNINA-9910483847203321 |
| Berlin, : Springer, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Higher moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem [[electronic resource] /] / Baoline Chen, Peter A. Zadrozny
| Higher moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem [[electronic resource] /] / Baoline Chen, Peter A. Zadrozny |
| Autore | Chen Baoline |
| Pubbl/distr/stampa | [Washington, D.C.] : , : U.S. Dept. of Labor, Bureau of Labor Statistics, Office of Prices and Living Conditions, , [2001] |
| Descrizione fisica | 27 pages : digital, PDF file |
| Altri autori (Persone) | ZadroznyPeter A |
| Collana | Working paper |
| Soggetto topico |
Economics - Statistical methods
Gaussian processes Stochastic models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910696553803321 |
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Chen Baoline
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| [Washington, D.C.] : , : U.S. Dept. of Labor, Bureau of Labor Statistics, Office of Prices and Living Conditions, , [2001] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An Introduction to Continuous-Time Stochastic Processes [[electronic resource] ] : Theory, Models, and Applications to Finance, Biology, and Medicine / / by Vincenzo Capasso, David Bakstein
| An Introduction to Continuous-Time Stochastic Processes [[electronic resource] ] : Theory, Models, and Applications to Finance, Biology, and Medicine / / by Vincenzo Capasso, David Bakstein |
| Autore | Capasso Vincenzo <1945-> |
| Edizione | [4th ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2021 |
| Descrizione fisica | 1 online resource (574 pages) |
| Disciplina | 519.2 |
| Collana | Modeling and Simulation in Science, Engineering and Technology |
| Soggetto topico |
Stochastic processes
Stochastic models Mathematical models Social sciences - Mathematics Biomathematics Stochastic Processes Stochastic Modelling Mathematical Modeling and Industrial Mathematics Mathematics in Business, Economics and Finance Mathematical and Computational Biology Processos estocàstics Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-69653-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- Preface to the Fourth Edition -- Preface to the Third Edition -- Preface to the Second Edition -- Preface -- Part I: Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Stability, Stationary, Ergodicity -- Part II: Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Diffusion Approximation of a Langevin System -- Elliptic and Parabolic Equations -- Semigroups of Linear Operators -- Stability of Ordinary Differential Equations -- References -- Nomenclature -- Index. |
| Record Nr. | UNISA-996466403203316 |
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Capasso Vincenzo <1945->
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| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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