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Biblioteca

MARC Lista (tabellare)
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Autore Øksendal, Bernt K.
Edizione [3. ed]
Pubbl/distr/stampa Cham, : Springer, 2019
Descrizione fisica xvi, 436 p. : ill. ; 24 cm
Altri autori (Persone) Sulem, Agnès
Soggetto topico 93E20 - Optimal stochastic control [MSC 2020]
49J40 - Variational inequalities [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]
91A23 - Differential games (aspects of game theory) [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020]
Soggetto non controllato Backward Stochastic Differential Equations
Convex risk measures
Financial Markets Modelled by Jump Diffusions
Forward-Backward SDEs
Impulse control
Jump Diffusions
Lévy processes
Mean-Field SDEs
Optimal Control of SPDEs
Optimal stopping
Partial Information Control
Quantitative Finance
Stochastic Controls
Stochastic Differential Games
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0126732
Øksendal, Bernt K.  
Cham, : Springer, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Autore Øksendal, Bernt K.
Edizione [3. ed]
Pubbl/distr/stampa Cham, : Springer, 2019
Descrizione fisica xvi, 436 p. : ill. ; 24 cm
Altri autori (Persone) Sulem, Agnès
Soggetto topico 47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020]
49J40 - Variational inequalities [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]
91A23 - Differential games (aspects of game theory) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
Soggetto non controllato Backward Stochastic Differential Equations
Convex risk measures
Financial Markets Modelled by Jump Diffusions
Forward-Backward SDEs
Impulse control
Jump Diffusions
Lévy processes
Mean-Field SDEs
Optimal Control of SPDEs
Optimal stopping
Partial Information Control
Quantitative Finance
Stochastic Controls
Stochastic Differential Games
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00126732
Øksendal, Bernt K.  
Cham, : Springer, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Spaces of Analytic Functions : Seminar held at Kristiansand, Norway, June 9-14, 1975 / Edited by O. B. Bekken, B. K. Øksendal and A. Stray
Spaces of Analytic Functions : Seminar held at Kristiansand, Norway, June 9-14, 1975 / Edited by O. B. Bekken, B. K. Øksendal and A. Stray
Pubbl/distr/stampa Berlin, : Springer, 1976
Descrizione fisica viii, 204 p. ; 24 cm
Soggetto topico 46-XX - Functional analysis [MSC 2020]
00Bxx - Conference proceedings and collections of articles [MSC 2020]
32-XX - Several complex variables and analytic spaces [MSC 2020]
Soggetto non controllato Analytical functions
Banach spaces
Function spaces
Hilbert spaces
Nevanlinna theory
Spaces
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0257594
Berlin, : Springer, 1976
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Spaces of Analytic Functions : Seminar held at Kristiansand, Norway, June 9-14, 1975 / Edited by O. B. Bekken, B. K. Øksendal and A. Stray
Spaces of Analytic Functions : Seminar held at Kristiansand, Norway, June 9-14, 1975 / Edited by O. B. Bekken, B. K. Øksendal and A. Stray
Pubbl/distr/stampa Berlin, : Springer, 1976
Descrizione fisica viii, 204 p. ; 24 cm
Soggetto topico 00Bxx - Conference proceedings and collections of articles [MSC 2020]
32-XX - Several complex variables and analytic spaces [MSC 2020]
46-XX - Functional analysis [MSC 2020]
Soggetto non controllato Analytical functions
Banach spaces
Function spaces
Hilbert spaces
Nevanlinna theory
Spaces
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00257594
Berlin, : Springer, 1976
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Stochastic Analysis and Related Topics 5. : The Silivri Workshop, 1994 / H. Körezlioğlu, B. Øksendal, A. S. Üstünel editors
Stochastic Analysis and Related Topics 5. : The Silivri Workshop, 1994 / H. Körezlioğlu, B. Øksendal, A. S. Üstünel editors
Pubbl/distr/stampa Boston [etc.], : Birkhäuser, 1996
Descrizione fisica 294 p. ; 24 cm
Soggetto topico 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
Soggetto non controllato Feynman-Kac formula
Random variables
Stochastic Analysis
Stochastic differential equations
Stochastic equations
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00295775
Boston [etc.], : Birkhäuser, 1996
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Autore Øksendal, Bernt K.
Edizione [5. ed]
Pubbl/distr/stampa Berlin ; Heidelberg, : Springer, 1998
Descrizione fisica xix, 324 p. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J45 - Probabilistic potential theory [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
93E11 - Filtering in stochastic control theory [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
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-VAN00298306
Øksendal, Bernt K.  
Berlin ; Heidelberg, : Springer, 1998
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Autore Øksendal, Bernt K.
Edizione [4. ed]
Pubbl/distr/stampa Berlin ; Heidelberg, : Springer, 1995
Descrizione fisica xvi, 271 p. ; 24 cm
Soggetto topico 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60J45 - Probabilistic potential theory [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
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-VAN00294175
Øksendal, Bernt K.  
Berlin ; Heidelberg, : Springer, 1995
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Autore Øksendal, Bernt K.
Edizione [3. ed]
Pubbl/distr/stampa Berlin ; Heidelberg, : Springer-Verlag, 1992
Descrizione fisica xiii, 224 p. ; 24 cm
Soggetto topico 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J45 - Probabilistic potential theory [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
93E11 - Filtering in stochastic control theory [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
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-VAN00289576
Øksendal, Bernt K.  
Berlin ; Heidelberg, : Springer-Verlag, 1992
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Autore Øksendal, Bernt K.
Edizione [2. ed]
Pubbl/distr/stampa Berlin, : Springer, 1989
Descrizione fisica xv, 188 p. : ill. ; 24 cm
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
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-VAN0266002
Øksendal, Bernt K.  
Berlin, : Springer, 1989
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
Autore Øksendal, Bernt K.
Edizione [2. ed]
Pubbl/distr/stampa Berlin, : Springer, 1989
Descrizione fisica xv, 188 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
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-VAN00266002
Øksendal, Bernt K.  
Berlin, : Springer, 1989
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui