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Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
| Autore | Øksendal, Bernt K. |
| Pubbl/distr/stampa | Berlin, : Springer, 1985 |
| Descrizione fisica | xiii, 208 p. : ill. ; 24 cm |
| Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0263667 |
Øksendal, Bernt K.
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| Berlin, : Springer, 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Partial Differential Equations / Sergey V. Lototsky, Boris L. Rozovsky
| Stochastic Partial Differential Equations / Sergey V. Lototsky, Boris L. Rozovsky |
| Autore | Lototsky, Sergey V. |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiv, 508 p. : ill. ; 24 cm |
| Altri autori (Persone) | Rozovsky, Boris L. |
| Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] |
| Soggetto non controllato |
Partial differential equations
Polynomial chaos Statistical inference for SPDEs Stochastic Analysis Stochastic elliptic equations Stochastic hyperbolic equations Stochastic parabolic equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123542 |
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Lototsky, Sergey V.
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Processes and Financial Mathematics / Ludger Rüschendorf
| Stochastic Processes and Financial Mathematics / Ludger Rüschendorf |
| Autore | Ruschendorf, Ludger |
| Pubbl/distr/stampa | Berlin, : Springer, 2023 |
| Descrizione fisica | ix, 304 p. : ill. ; 24 cm |
| Soggetto non controllato |
Black-Scholes model
Donsker theorem Exponential levy models Itô-Formula Martingales and semi-martingales Optimal hedging strategies Option pricing Option valuation in complete and incomplete markets Portfolio optimization Skorohods embedding theorem Stochastic Analysis Stochastic Integrals Utility optimization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0278549 |
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Ruschendorf, Ludger
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| Berlin, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology / David Holcman editor
| Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology / David Holcman editor |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiii, 377 p. : ill. ; 24 cm |
| Soggetto topico |
92-XX - Biology and other natural sciences [MSC 2020]
92C37 - Cell biology [MSC 2020] 92C40 - Biochemistry, molecular biology [MSC 2020] |
| Soggetto non controllato |
Asymptotic analysis
Chemical master equation Exact reduction of chemical reaction networks Fokker-Planck Equation Modeling cell biology Monte Carlo Methods for Multiscale Problems Numerical methods Stochastic Analysis Stochastic Coagulation Fragmentation Stochastic algorithms for macromolecular simulations Stochastic integration Systems biology |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124022 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors
| Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | VIII, 360 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Control and Optimization
Energy markets Mathematical Finance Partial differential equations Stochastic Analysis Weather |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115395 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors
| The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XVIII, 527 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B30 - Festschriften [MSC 2020] 62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Barndorff-Nielsen
Exponential Families Financial Econometrics Infinitely divisible distributions Lévy processes Mathematical Finance Quantitative Finance Risk Measurement Statistics of Stochastic Processes Stochastic Analysis Stochastic Partial Differential Equations Time series Turbulence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115421 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics in Applied Analysis and Optimisation : Partial Differential Equations, Stochastic and Numerical Analysis / Michael Hintermüller, José Francisco Rodrigues editors
| Topics in Applied Analysis and Optimisation : Partial Differential Equations, Stochastic and Numerical Analysis / Michael Hintermüller, José Francisco Rodrigues editors |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xv, 396 p. : ill. ; 24 cm |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020] 65Zxx - Applications to the sciences [MSC 2020] 65Kxx - Numerical methods for mathematical programming, optimization and variational techniques [MSC 2020] 35Qxx - Partial differential equations of mathematical physics and other areas of application [MSC 2020] 35Rxx - Miscellaneous topics in partial differential equations [MSC 2020] 49Nxx - Miscellaneous topics in calculus of variations and optimal control [MSC 2020] |
| Soggetto non controllato |
Mathematical modeling
Numerical Analysis Optimization Partial differential equations Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127222 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Volume 18 / Shigeo Kusuoka, Toru Maruyama editors
| Volume 18 / Shigeo Kusuoka, Toru Maruyama editors |
| Pubbl/distr/stampa | Tokyo, : Springer, 2014 |
| Descrizione fisica | V, 142 p. ; 24 cm |
| Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Economic Theory
Finance Probability Static Economics Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNISOB-VAN0104288 |
| Tokyo, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Suor Orsola Benincasa | ||
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Volume 18 / Shigeo Kusuoka, Toru Maruyama editors
| Volume 18 / Shigeo Kusuoka, Toru Maruyama editors |
| Pubbl/distr/stampa | Tokyo, : Springer, 2014 |
| Descrizione fisica | V, 142 p. ; 24 cm |
| Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Economic Theory
Finance Probability Static Economics Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104288 |
| Tokyo, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Volume 19 / Shigeo Kusuoka, Toru Maruyama editors
| Volume 19 / Shigeo Kusuoka, Toru Maruyama editors |
| Pubbl/distr/stampa | Tokyo, : Springer, 2015 |
| Descrizione fisica | V, 138 p. : ill. ; 24 cm |
| Soggetto topico | 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
Economic Theory
Finance Probability Static Economics Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNISOB-VAN0113977 |
| Tokyo, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Suor Orsola Benincasa | ||
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