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Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 151 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps Ergodicity Functional stochastic differential equation Invariant measure Jump process Long-term return Ordinary differential equations Two-factor model Uniform large deviation principle |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114458 |
Bao, Jianhai
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 151 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020]
60F10 - Large deviations [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps Ergodicity Functional stochastic differential equation Invariant measure Jump process Long-term return Ordinary Differential Equations Two-factor model Uniform large deviation principle |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114458 |
|
Bao, Jianhai
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XVI, 151 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114458 |
|
Bao, Jianhai
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||
| XVI, 151 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Continuous-Time Markov Chains and Applications : A Singular Perturbation Approach / G. George Yin, Qing Zhang
| Continuous-Time Markov Chains and Applications : A Singular Perturbation Approach / G. George Yin, Qing Zhang |
| Autore | Yin, George |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | xv, 349 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhang, Qing |
| Soggetto topico |
34E05 - Asymptotic expansions of solutions to ordinary differential equation [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Continuous time Markov chains
Markov Chains Operations Research Optimization Probability distributions Queueing Theory Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298475 |
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Yin, George
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| New York, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Discrete-time markov chains / G.G. Yin, Q. Zhang
| Discrete-time markov chains / G.G. Yin, Q. Zhang |
| Autore | Yin, George |
| Pubbl/distr/stampa | New York : Springer, c2005 |
| Descrizione fisica | xix, 347 p. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Zhang, Qing |
| Collana | Applications of mathematics |
| Soggetto non controllato |
Processi di Markov
Catene di Markov |
| ISBN | 0-387-21948-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990007985840403321 |
|
Yin, George
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| New York : Springer, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Discrete-time Markov chains : two-time-scale methods and applications / G. George Yin, Qing Zhang
| Discrete-time Markov chains : two-time-scale methods and applications / G. George Yin, Qing Zhang |
| Autore | Yin, George |
| Pubbl/distr/stampa | [New York], : Springer, [2005] |
| Descrizione fisica | XIX, 347 p. ; 25 cm |
| Disciplina |
519.2
519.233 |
| Altri autori (Persone) | Zhang, Qing <1959- > |
| Collana | Applications of mathematics |
| Soggetto topico | Catene di Markov |
| ISBN | 038721948X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISANNIO-MIL0658206 |
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Yin, George
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| [New York], : Springer, [2005] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
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Mathematics of finance : Proceedings of an AMS-IMS-SIAM Joint summer research conference on mathematics of finance June 22-26,2003 - Snowbird,Utah / G.Yin,Q.Zhang,editors
| Mathematics of finance : Proceedings of an AMS-IMS-SIAM Joint summer research conference on mathematics of finance June 22-26,2003 - Snowbird,Utah / G.Yin,Q.Zhang,editors |
| Pubbl/distr/stampa | Providence : American mathematical society, c2004 |
| Descrizione fisica | xii,399 p. ; 24 cm |
| Disciplina | 332.6 |
| Collana | Contemporary mathematics |
| Soggetto non controllato | Matematica economica - congressi |
| ISBN | 0-8218-3412-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990007972570403321 |
| Providence : American mathematical society, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modeling, Stochastic Control, Optimization, and Applications / George Yin, Qing Zhang editors
| Modeling, Stochastic Control, Optimization, and Applications / George Yin, Qing Zhang editors |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | x, 599 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] |
| Soggetto non controllato |
Mathematics of ecology and biology
Mathematics of finance Networked system Queueing Theory Stochastic Controls |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127030 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Modeling, Stochastic Control, Optimization, and Applications / George Yin, Qing Zhang editors
| Modeling, Stochastic Control, Optimization, and Applications / George Yin, Qing Zhang editors |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | x, 599 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] |
| Soggetto non controllato |
Mathematics of ecology and biology
Mathematics of finance Networked system Queueing Theory Stochastic Controls |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127030 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Modeling, Stochastic Control, Optimization, and Applications / George Yin, Qing Zhang editors
| Modeling, Stochastic Control, Optimization, and Applications / George Yin, Qing Zhang editors |
| Edizione | [Cham : Springer, 2019] |
| Pubbl/distr/stampa | x, 599 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0127030 |
| x, 599 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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