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Communications on stochastic analysis
| Communications on stochastic analysis |
| Pubbl/distr/stampa | Baton Rouge, La. : , : LSU Digital Commons, , 2007- |
| Disciplina | 519.22 |
| Soggetto topico | Stochastic analysis |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa  |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | COSA |
| Record Nr. | UNINA-9910895577203321 |
| Baton Rouge, La. : , : LSU Digital Commons, , 2007- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A Course on Rough Paths : With an Introduction to Regularity Structures / / by Peter K. Friz, Martin Hairer
| A Course on Rough Paths : With an Introduction to Regularity Structures / / by Peter K. Friz, Martin Hairer |
| Autore | Friz Peter K |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (354 pages) : illustrations |
| Disciplina |
519.2
519.22 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Differential equations Differential equations, Partial Probability Theory and Stochastic Processes Ordinary Differential Equations Partial Differential Equations |
| ISBN |
9783030415563
3030415562 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 2 The space of rough paths -- 3 Brownian motion as a rough path -- 4 Integration against rough paths -- 5 Stochastic integration and Itô’s formula -- 6 Doob–Meyer type decomposition for rough paths -- 7 Operations on controlled rough paths -- 8 Solutions to rough differential equations -- 9 Stochastic differential equations -- 10 Gaussian rough paths -- 11 Cameron–Martin regularity and applications -- 12 Stochastic partial differential equations -- 13 Introduction to regularity structures -- 14 Operations on modelled distributions -- 15 Application to the KPZ equation -- References -- Index. |
| Record Nr. | UNINA-9910484562503321 |
Friz Peter K
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fractional stochastic differential equations : applications to Covid-19 modeling / / Abdon Atangana and Seda İgret Araz
| Fractional stochastic differential equations : applications to Covid-19 modeling / / Abdon Atangana and Seda İgret Araz |
| Autore | Atangana Abdon |
| Pubbl/distr/stampa | Singapore : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (552 pages) |
| Disciplina | 519.22 |
| Collana | Industrial and Applied Mathematics |
| Soggetto topico |
Stochastic differential equations
Fractional differential equations Equacions diferencials estocàstiques COVID-19 Estadística matemàtica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 981-19-0729-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996472037803316 |
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Atangana Abdon
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| Singapore : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Fractional stochastic differential equations : applications to Covid-19 modeling / / Abdon Atangana and Seda İgret Araz
| Fractional stochastic differential equations : applications to Covid-19 modeling / / Abdon Atangana and Seda İgret Araz |
| Autore | Atangana Abdon |
| Pubbl/distr/stampa | Singapore : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (552 pages) |
| Disciplina | 519.22 |
| Collana | Industrial and Applied Mathematics |
| Soggetto topico |
Stochastic differential equations
Fractional differential equations Equacions diferencials estocàstiques COVID-19 Estadística matemàtica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 981-19-0729-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910564695303321 |
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Atangana Abdon
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| Singapore : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / / edited by Samuel N. Cohen, István Gyöngy, Gonҫalo dos Reis, David Siska, Łukasz Szpruch
| Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / / edited by Samuel N. Cohen, István Gyöngy, Gonҫalo dos Reis, David Siska, Łukasz Szpruch |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (303 pages) : illustrations |
| Disciplina |
519.2
519.22 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Probabilities
System theory Economics, Mathematical Computer science - Mathematics Differential equations, Partial Calculus of variations Probability Theory and Stochastic Processes Systems Theory, Control Quantitative Finance Computational Mathematics and Numerical Analysis Partial Differential Equations Calculus of Variations and Optimal Control; Optimization |
| ISBN | 3-030-22285-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Dirk Becherer, Martin Büttner, Klebert Kentia, On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples -- Mireille Bossy, Jean-Franҫois Jabir, On the wellposedness of some McKean models with moderated or singular diffusion coefficient -- Philippe Briand, Adrien Richou, On the uniqueness of solutions to quadratic BSDEs with non-convex generators -- Antonella Calzolari, Barbara Torti, An example of martingale representation in progressive enlargement by an accessible random time -- Samuel N. Cohen, Martin Tegner, European option pricing with stochastic volatility models under parameter uncertainty -- Nicole El Karoui, Caroline Hillairet, Mohamed Mrad, Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve modeling -- Monique Jeanblanc, Dongli Wu, BSDEs and enlargement of filtration -- Gonҫcalo dos Reis, Greig Smith, An unbiased Itô type stochastic representation for transport PDEs: A toy example -- Mauro Rosestolato, Path-dependent SDEs in Hilbert spaces. |
| Record Nr. | UNINA-9910349339303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fundamentals of stochastic networks [Risorsa elettronica] / Oliver C. Ibe
| Fundamentals of stochastic networks [Risorsa elettronica] / Oliver C. Ibe |
| Autore | Ibe, Oliver C. |
| Pubbl/distr/stampa | Hoboken, N.J. : Wiley, 2011 |
| Disciplina | 519.22 |
| ISBN | 9781118092972 |
| Formato | Risorse elettroniche  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990009822240403321 |
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Ibe, Oliver C.
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| Hoboken, N.J. : Wiley, 2011 | ||
| Risorse elettroniche | ||
| Lo trovi qui: Univ. Federico II | ||
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Fundamentals of stochastic networks / Oliver C. Ibe
| Fundamentals of stochastic networks / Oliver C. Ibe |
| Autore | Ibe, Oliver Chukwudi <1947- > |
| Pubbl/distr/stampa | Hoboken (N.J.), : Wiley, c2011 |
| Descrizione fisica | XII, 295 p. : ill. ; 25 cm |
| Disciplina |
519.2
519.22 |
| Soggetto topico | Teoria delle code |
| ISBN | 9781118065679 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNISANNIO-UTO1143351 |
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Ibe, Oliver Chukwudi <1947- >
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| Hoboken (N.J.), : Wiley, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
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Gauge integral structures for stochastic calculus and quantum electrodynamics / / Patrick Muldowney
| Gauge integral structures for stochastic calculus and quantum electrodynamics / / Patrick Muldowney |
| Autore | Muldowney P (Patrick), <1946-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (382 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Henstock-Kurzweil integral Feynman integrals |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-59552-5
1-119-59550-9 1-119-59554-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555288603321 |
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Muldowney P (Patrick), <1946->
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| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Gauge integral structures for stochastic calculus and quantum electrodynamics / / Patrick Muldowney
| Gauge integral structures for stochastic calculus and quantum electrodynamics / / Patrick Muldowney |
| Autore | Muldowney P (Patrick), <1946-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (382 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Henstock-Kurzweil integral Feynman integrals |
| ISBN |
1-119-59552-5
1-119-59550-9 1-119-59554-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Stochastic integration -- Random variation -- Integration and probability -- Stochastic processes -- Brownian motion -- Stochastic sums -- Gauges for product spaces -- Quantum field theory -- Quantum electrodynamics. |
| Record Nr. | UNINA-9910831097703321 |
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Muldowney P (Patrick), <1946->
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| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Geometry and Invariance in Stochastic Dynamics : Verona, Italy, March 25-29, 2019 / / edited by Stefania Ugolini, Marco Fuhrman, Elisa Mastrogiacomo, Paola Morando, Barbara Rüdiger
| Geometry and Invariance in Stochastic Dynamics : Verona, Italy, March 25-29, 2019 / / edited by Stefania Ugolini, Marco Fuhrman, Elisa Mastrogiacomo, Paola Morando, Barbara Rüdiger |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (273 pages) |
| Disciplina |
519.2
519.22 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Probabilities
Mathematical physics Mechanics Mathematical analysis Probability Theory Mathematical Physics Classical Mechanics Analysis |
| ISBN | 3-030-87432-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Albeverio, S., De Vecchi, F.C.: Some recent developments on Lie Symmetry analysis of stochastic differential equations -- Applebaum, D., Ming, L.: Markov processes with jumps on manifolds and Lie groups -- Cordoni, F., Di Persio, L.: Asymptotic expansion for a Black-Scholes model with small noise stochastic jump diffusion interest rate -- Cruzeiro, A.B., Zambrini, J.C.: Stochastic geodesics -- DeVecchi, F.C., Gubinelli, M.: A note on supersymmetry and stochastic differential equations -- Ebrahimi-Fard, K, Patras, F.: Quasi shuffle algebras in non-commutative stochastic calculus -- Elworthy, K.D.: Higher order derivatives of heat semigroups on spheres and Riemannian symmetric spaces -- Gehringer, J., Li, X.M.: Rough homogenisation with fractional dynamics -- Holm, D.D., Luesink, E.: Stochastic geometric mechanics with diffeomorphisms -- Izydorczyk, L., Oudjane, N., Russo, F.: McKean Feynman-Kac probabilistic representations of non linear partial differential equations -- Lescot, P., Valade, L.: Bernestein processes, isovectors and machanics -- Marinelli, C., Scarpa, L.: On the positivity of local mild solutions to stochastic evolution equations -- Privault, N.: Invariance of Poisson point processes by moment identities with statistical applications. . |
| Record Nr. | UNINA-9910544859003321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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