Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Paris-Princeton Lectures on Mathematical Finance 2013 [[electronic resource] ] : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
| Paris-Princeton Lectures on Mathematical Finance 2013 [[electronic resource] ] : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Economic sociology Quantitative Finance Organizational Studies, Economic Sociology |
| ISBN | 3-319-00413-1 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface: Vicky Henderson & Ronnie Sircar -- Philip Protter: A Mathematical Theory of Financial Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor Modelling -- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide -- Dan Crisan: Cubature Methods and Applications. |
| Record Nr. | UNISA-996466662503316 |
Benth Fred Espen
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
| Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Economic sociology Quantitative Finance Organizational Studies, Economic Sociology |
| ISBN | 3-319-00413-1 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface: Vicky Henderson & Ronnie Sircar -- Philip Protter: A Mathematical Theory of Financial Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor Modelling -- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide -- Dan Crisan: Cubature Methods and Applications. |
| Record Nr. | UNINA-9910733733903321 |
|
Benth Fred Espen
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic analysis and applications 2014 : in honour of Terry Lyons / / edited by Dan Crisan, Ben Hambly, Thaleia Zariphopoulou
| Stochastic analysis and applications 2014 : in honour of Terry Lyons / / edited by Dan Crisan, Ben Hambly, Thaleia Zariphopoulou |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (520 p.) |
| Disciplina | 519.2 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Probabilities
Partial differential equations Economics, Mathematical Differential equations Probability Theory and Stochastic Processes Partial Differential Equations Quantitative Finance Ordinary Differential Equations |
| ISBN | 3-319-11292-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Dan Crisan, Ben Hambly, Thaleia Zariphopoulou: Introduction to the volume -- Shigeki Aida, Wong-Zakai: Approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II -- Dominique Bakry: Symmetric diffusions with polynomial eigenvectors -- Erich Baur, Jean Bertoin: Cutting edges at random in large recursive trees -- René Carmona, Francois Delarue: The Master Equation for Large Population Equilibriums -- Thomas Cass, Martin Clark, Dan Crisan: The filtering equations revisited -- Ana Bela Cruzeiro, Remi Lassalle: On the Stochastic Least Action Principle for the Navier-Stokes Equation -- Alexander Davie: KMT theory applied to approximations of SDE -- Joscha Diehl, Peter Friz, Harald Oberhauser: Regularity theory for rough partial differential equations and parabolic comparison revisited -- Yidong Dong, Ronnie Sircar: Time-Inconsistent Portfolio Investment Problems -- K.D. Elworthy: Decompositions of diffusion operators and related couplings -- Hans Föllmer, Claudia Klüppelberg: Spatial Risk Measures: Local Specification and Boundary Risk -- Masatoshi Fukushima, Hiroshi Kaneko: On Villat's kernels and BMD Schwarz kernels in Komatu-Loewner equations -- Tomoyuki Ichiba, Ioannis Karatzas: Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale -- David Nualart: Normal approximation on a finite Wiener chaos -- Zhenjie Ren, Nizar Touzi, Jianfeng Zhang: An Overview of Viscosity Solutions of Path-Dependent PDEs -- Marta Sanz-Sole, Andre Suess: Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise. . |
| Record Nr. | UNINA-9910299971303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic Transport in Upper Ocean Dynamics : STUOD 2021 Workshop, London, UK, September 20-23
| Stochastic Transport in Upper Ocean Dynamics : STUOD 2021 Workshop, London, UK, September 20-23 |
| Autore | Chapron Bertrand |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing AG, , 2022 |
| Descrizione fisica | 1 electronic resource (317 p.) |
| Altri autori (Persone) |
CrisanDan
HolmDarryl MéminEtienne RadomskaAnna |
| Collana | Mathematics of Planet Earth |
| Soggetto topico |
Applied mathematics
Probability & statistics Calculus & mathematical analysis Cybernetics & systems theory Oceanografia |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| Soggetto non controllato |
mathematics of planet earth
STUOD ocean modelling ocean observations stochastic partial differential equations dynamical systems data analysis data assimilation deep learning particle filters geometric mechanics Navier-Stokes equation stochastic transport stochastic parameterization stochastic variational principles nonlinear water waves free surface fluid dynamics Stochastic Advection by Lie Transport Stochastic Forcing by Lie Transport |
| ISBN | 3-031-18988-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910635387403321 |
|
Chapron Bertrand
|
||
| Cham : , : Springer International Publishing AG, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic Transport in Upper Ocean Dynamics II : STUOD 2022 Workshop, London, UK, September 26–29 / / edited by Bertrand Chapron, Dan Crisan, Darryl Holm, Etienne Mémin, Anna Radomska
| Stochastic Transport in Upper Ocean Dynamics II : STUOD 2022 Workshop, London, UK, September 26–29 / / edited by Bertrand Chapron, Dan Crisan, Darryl Holm, Etienne Mémin, Anna Radomska |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (XIV, 338 p. 65 illus., 60 illus. in color.) |
| Disciplina | 519 |
| Collana | Mathematics of Planet Earth |
| Soggetto topico |
Geography - Mathematics
Stochastic analysis Stochastic models Differential equations Dynamics Nonlinear theories Mathematics of Planet Earth Stochastic Analysis Stochastic Modelling Differential Equations Applied Dynamical Systems |
| ISBN | 3-031-40094-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Internal tides energy transfers and interactions with the mesoscale circulation in two contrasted areas of the North Atlantic -- Sparse-stochastic model reduction for 2D Euler equations -- Effect of Transport Noise on Kelvin–Helmholtz instability -- On the 3D Navier-Stokes Equations with Stochastic Lie Transport -- On the interactions between mean flows and inertial gravity waves in the WKB approximation -- Toward a stochastic parameterization for oceanic deep convection -- Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models -- An explicit method to determine Casimirs in 2D geophysical flows -- Correlated structures in a balanced motion interacting with an internal wave -- Linear wave solutions of a stochastic shallow water model -- Analysis of Sea Surface Temperature variability using machine learning -- Data assimilation: A dynamic homotopy-based coupling approach -- Constrained random diffeomorphisms for data assimilation -- Stochastic compressible Navier–Stokes equations under location uncertainty -- Data driven stochastic primitive equations with dynamic modes decomposition. |
| Record Nr. | UNINA-9910746982103321 |
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||