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Computation and Combinatorics in Dynamics, Stochastics and Control : The Abel Symposium, Rosendal, Norway, August 2016 / / edited by Elena Celledoni, Giulia Di Nunno, Kurusch Ebrahimi-Fard, Hans Zanna Munthe-Kaas
| Computation and Combinatorics in Dynamics, Stochastics and Control : The Abel Symposium, Rosendal, Norway, August 2016 / / edited by Elena Celledoni, Giulia Di Nunno, Kurusch Ebrahimi-Fard, Hans Zanna Munthe-Kaas |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (734 pages) |
| Disciplina | 511.6 |
| Collana | Abel Symposia |
| Soggetto topico |
Mathematics - Data processing
Differential equations Approximation theory System theory Control theory Group theory Computational Mathematics and Numerical Analysis Differential Equations Approximations and Expansions Systems Theory, Control Group Theory and Generalizations |
| ISBN | 3-030-01593-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Facilitated Exclusion Process: Jinho Baik et al -- Stochastic Functional Differential Equations and Sensitivity to their Initial Path: D. R. Baños et al -- Grassmannian Flows and Applications to Nonlinear Partial Differential Equations: Margaret Beck et al -- Gog and Magog Triangles: Philippe Biane -- The Clebsch Representation in Optimal Control and Low Rank Integrable Systems: Anthony M. Bloch et al -- The Geometry of Characters of Hopf Algebras: Geir Bogfjellmo et al -- Shape Analysis on Homogeneous Spaces: a Generalised SRVT Framework: E. Celledoni et al -- Universality in Numerical Computation with Random Data. Case Studies, Analytical Results and Some Speculations: Percy Deift et al -- BSDEs with Default Jump: Roxana Dumitrescu et al -- The Faà di Bruno Hopf Algebra for Multivariable Feedback Recursions in the Center Problem for Higher Order Abel Equations: Kurusch Ebrahimi-Fard et al -- Continuous-Time Autoregressive Moving-Average Processes in Hilbert Space: Fred Espen Benth et al -- Pre- and Post-Lie Algebras: The Algebro-Geometry View: Gunnar Fløystad et al -- Extension of the Product of a Post-Lie Algebra and Application to the SISO Feedback Transformation Group: Loïc Foissy -- Infinite Dimensional Rough Dynamics: M. Gubinelli -- Heavy Tailed Random Matrices: How They Differ from the GOE, and Open Problems: Alice Guionnet -- An Analyst’s Take on the BPHZ Theorem: Martin Hairer -- Parabolic Anderson Model with Rough Dependence in Space: Yaozhong Hu et al -- Perturbation of Conservation Laws and Averaging on Manifolds: Xue-Mei Li -- Free Probability, Random Matrices, and Representations of Non-Commutative Rational Functions: Tobias Mai et al -- A Review on Comodule-Bialgebras: Dominique Manchon -- Renormalization: a Quasi-Shuffle Approach: Frédéric Menous et al -- Hopf Algebra Techniques to Handle Dynamical Systems and Numerical Integrators: A. Murua et al -- Quantitative Limit Theorems for Local Functionals of Arithmetic Random Waves: Giovanni Peccati et al -- Combinatorics on Words and the Theory of Markoff: Christophe Reutenauer -- An Algebraic Approach to Integration of Geometric Rough Paths: Danyu Yang. . |
| Record Nr. | UNINA-9910309662403321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastics of Environmental and Financial Economics [[electronic resource] ] : Centre of Advanced Study, Oslo, Norway, 2014-2015 / / edited by Fred Espen Benth, Giulia Di Nunno
| Stochastics of Environmental and Financial Economics [[electronic resource] ] : Centre of Advanced Study, Oslo, Norway, 2014-2015 / / edited by Fred Espen Benth, Giulia Di Nunno |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham, : Springer Nature, 2015 |
| Descrizione fisica | 1 online resource (VIII, 360 p.) |
| Disciplina | 519 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
System theory
Probabilities Environmental economics Game theory Partial differential equations Calculus of variations Systems Theory, Control Probability Theory and Stochastic Processes Environmental Economics Game Theory, Economics, Social and Behav. Sciences Partial Differential Equations Calculus of Variations and Optimal Control; Optimization |
| Soggetto non controllato |
Systems Theory
Control |
| ISBN | 3-319-23425-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Some recent developments in ambit stochastics -- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model. |
| Record Nr. | UNINA-9910160769703321 |
Benth Fred Espen
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| Cham, : Springer Nature, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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