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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
| An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
| Autore | Capasso, Vincenzo, matematico |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
| Descrizione fisica | xxi, 560 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bakstein, David |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G05 - Foundations of stochastic processes [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00274353 |
Capasso, Vincenzo, matematico
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| Cham, : Birkhäuser, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
| An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
| Autore | Capasso, Vincenzo, matematico |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2015 |
| Descrizione fisica | XVI, 482 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bakstein, David |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60Jxx - Markov processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 92Bxx - Mathematical biology in general [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113111 |
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Capasso, Vincenzo, matematico
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| New York, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Random Currents and Their Applications / Vincenzo Capasso
| An Introduction to Random Currents and Their Applications / Vincenzo Capasso |
| Autore | Capasso, Vincenzo, matematico |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xiii, 143 p. : ill. ; 24 cm |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
28A75 - Length, area, volume, other geometric measure theory [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60Dxx - Geometric probability and stochastic geometry [MSC 2020] |
| Soggetto non controllato |
Boundary
Crystal dislocations Elements of measure theory Fundamentals of Stochastic Processes Gaussian currents Gaussian currents in statistical shape analysis Geometric measure theory Linear functionals Operations on currents Push-forward of a current Random currents on Hilbert spaces Statistical shape analysis Stochastic Geometry Theory of currents Tumor-driven angiogenesis and Lie derivative of a current |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124567 |
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Capasso, Vincenzo, matematico
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical Modelling of Industrial Processes : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bari, Italy, Sept. 24-29, 1990 / S. Busenberg, B. Forte, H. Kuiken ; Editors: V. Capasso, A. Fasano
| Mathematical Modelling of Industrial Processes : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bari, Italy, Sept. 24-29, 1990 / S. Busenberg, B. Forte, H. Kuiken ; Editors: V. Capasso, A. Fasano |
| Autore | Busenberg, Stavros |
| Pubbl/distr/stampa | Berlin [etc.], : Springer-Verlag, 1992 |
| Descrizione fisica | 162 p. ; 24 cm |
| Altri autori (Persone) |
Forte, Bruno, matematico
Kuiken, Hendrik K. |
| Soggetto topico |
00A71 - General theory of mathematical modeling [MSC 2020]
34A55 - Inverse problems involving ordinary differential equations [MSC 2020] 35K55 - Nonlinear parabolic equations [MSC 2020] 35R30 - Inverse problems for PDEs [MSC 2020] 35R35 - Free boundary problems for PDEs [MSC 2020] 80A22 - Stefan problems, phase changes, etc. [MSC 2020] 80A23 - Inverse problems in thermodynamics and heat transfer [MSC 2020] 80A30 - Chemical kinetics in thermodynamics and heat transfer [MSC 2020] 82C32 - Neural nets applied to problems in time-dependent statistical mechanics [MSC 2020] |
| Soggetto non controllato |
Free Boundary Problems
Heat transfer Image Recognition Inverse Problems Mathematical modelling Modeling |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00289475 |
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Busenberg, Stavros
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| Berlin [etc.], : Springer-Verlag, 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematics in Biology and Medicine : Proceedings of an International Conference held in Bari, Italy, July 18–22, 1983 / edited by V. Capasso, E. Grosso and S. L. Paveri-Fontana
| Mathematics in Biology and Medicine : Proceedings of an International Conference held in Bari, Italy, July 18–22, 1983 / edited by V. Capasso, E. Grosso and S. L. Paveri-Fontana |
| Pubbl/distr/stampa | Berlin, : Springer, 1985 |
| Descrizione fisica | xviii, 528 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
92-XX - Biology and other natural sciences [MSC 2020] |
| Soggetto non controllato |
Approximation
Dynamics Genetics Kinetics Mathematics Population biology Population dynamics Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00263544 |
| Berlin, : Springer, 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematics Inspired by Biology : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Martina Franca, Italy, June 13-20, 1997 / O. Diekmann ... [et al.] ; Editors: V. Capasso, O. Diekmann
| Mathematics Inspired by Biology : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Martina Franca, Italy, June 13-20, 1997 / O. Diekmann ... [et al.] ; Editors: V. Capasso, O. Diekmann |
| Autore | Centro internazionale matematico estivo |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1999 |
| Descrizione fisica | vii, 268 p. ; 24 cm |
| Soggetto non controllato |
Biology
Dynamics Mathematical biology Mathematics Morphogenesis Population Rang |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00299797 |
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Centro internazionale matematico estivo
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| Berlin ; Heidelberg, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Metodi matematici per la teoria dell'evoluzione / Armando Bazzani, Marcello Buiatti, Paolo Freguglia ; con un'appendice sul calcolo stocastico a cura di Vincenzo Capasso e con contributi specifici di Cristiano Bocci, Lucia Pusillo e Enrico Rogora
| Metodi matematici per la teoria dell'evoluzione / Armando Bazzani, Marcello Buiatti, Paolo Freguglia ; con un'appendice sul calcolo stocastico a cura di Vincenzo Capasso e con contributi specifici di Cristiano Bocci, Lucia Pusillo e Enrico Rogora |
| Autore | Bazzani, Armando |
| Pubbl/distr/stampa | Milano, : Springer, 2011 |
| Descrizione fisica | IX, 191 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Buiatti, Marcello
Freguglia, Paolo |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
92-XX - Biology and other natural sciences [MSC 2020] 92Bxx - Mathematical biology in general [MSC 2020] |
| Soggetto non controllato |
Biologia generale
Evoluzione Modelli dinamici stocastici Modelli geometrici Simulazioni numeriche |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00100482 |
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Bazzani, Armando
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| Milano, : Springer, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Multiscale problems in the life sciences : from microscopic to macroscopic : lectures given at the Banach center and C.I.M.E. joint summer school held in Bedlewo, Poland, september 4-9, 2006 / Jacek Banasiak ... [et al.] ; editors: Vincenzo Capasso, Miroslaw Lachowicz
| Multiscale problems in the life sciences : from microscopic to macroscopic : lectures given at the Banach center and C.I.M.E. joint summer school held in Bedlewo, Poland, september 4-9, 2006 / Jacek Banasiak ... [et al.] ; editors: Vincenzo Capasso, Miroslaw Lachowicz |
| Pubbl/distr/stampa | Berlin, : Springer, 2008 |
| Descrizione fisica | XII, 321 p. ; 24 cm |
| Soggetto topico |
35Kxx - Parabolic equations and parabolic systems [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 65-XX - Numerical analysis [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] 92Cxx - Physiological, cellular and medical topics [MSC 2020] 92Dxx - Genetics and population dynamics [MSC 2020] |
| Soggetto non controllato |
Calculus
Game Theory Linear operators Modeling Mumerical analysis Partial Differential Equations Reaction-diffusion systems Simulation Stochastic Analysis Stochastic processes |
| ISBN | 978-35-407-8360-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00066541 |
| Berlin, : Springer, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics in spatial stochastic processes : lectures given at the C.I.M.E. Summer school held in Martina Franca, Italy, July 1-8, 2001 / V. Capasso ... [et al.] ; editor: Ely Merzbach
| Topics in spatial stochastic processes : lectures given at the C.I.M.E. Summer school held in Martina Franca, Italy, July 1-8, 2001 / V. Capasso ... [et al.] ; editor: Ely Merzbach |
| Pubbl/distr/stampa | Berlin, : Springer, 2003 |
| Descrizione fisica | VI, 251 p. : ill. ; 24 cm |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60G60 - Random fields [MSC 2020] |
| Soggetto non controllato |
Brownian sheet
Martingales Nearest-particle system Set-indexed martingales Spatial Statistics Statistics Stochastic Geometry Stochastic processes |
| ISBN | 978-35-400-0295-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00054369 |
| Berlin, : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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