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.
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 Partial differential equations Probability Theory and Stochastic Processes Ordinary Differential Equations Partial Differential Equations |
| ISBN | 3-030-41556-2 |
| 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
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
|
Atangana Abdon
|
||
| Singapore : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
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 |
|
Atangana Abdon
|
||
| Singapore : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 mathematics Partial differential equations 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 | ||
| ||
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 |
|
Ibe, Oliver C.
|
||
| Hoboken, N.J. : Wiley, 2011 | ||
| Risorse elettroniche | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
|
Ibe, Oliver Chukwudi <1947- >
|
||
| Hoboken (N.J.), : Wiley, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
| ||
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 |
|
Muldowney P (Patrick), <1946->
|
||
| 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 |
|
Muldowney P (Patrick), <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion / / by Corinne Berzin, Alain Latour, José R. León
| Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion / / by Corinne Berzin, Alain Latour, José R. León |
| Autore | Berzin Corinne |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (195 p.) |
| Disciplina | 519.22 |
| Collana | Lecture Notes in Statistics |
| Soggetto topico |
Statistics
Probabilities Computer simulation Statistical Theory and Methods Probability Theory and Stochastic Processes Simulation and Modeling Statistics for Business, Management, Economics, Finance, Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| ISBN | 3-319-07875-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Preliminaries -- 3. Estimation of the Parameters -- 4. Simulation Algorithms and Simulation Studies -- 5. Proofs of all the results -- A. Complementary Results -- A.1. Introduction -- A.2. Proofs -- B. Tables and Figures Related to the Simulation Studies -- C. Some Pascal Procedures and Functions -- References -- Index. |
| Record Nr. | UNINA-9910299988203321 |
|
Berzin Corinne
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to Hida distributions [[electronic resource] /] / Si Si
| Introduction to Hida distributions [[electronic resource] /] / Si Si |
| Autore | Si Si |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, c2012 |
| Descrizione fisica | 1 online resource (268 p.) |
| Disciplina | 519.22 |
| Soggetto topico |
White noise theory
Stochastic analysis Stochastic differential equations |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-36188-3
9786613555250 981-283-689-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Preliminaries and Discrete Parameter White Noise; 1.1 Preliminaries; 1.2 Discrete parameter white noise; 1.3 Invariance of the measure μ; 1.4 Harmonic analysis arising from O(E) on the space of functionals of Y = {Y (n)}; 1.5 Quadratic forms; 1.6 Differential operators and related operators; 1.7 Probability distributions and Bochner-Minlos theorem; 2. Continuous Parameter White Noise; 2.1 Gaussian system; 2.2 Continuous parameter white noise; 2.3 Characteristic functional and Bochner-Minlos theorem; 2.4 Passage from discrete to continuous
2.5 Stationary generalized stochastic processes3. White Noise Functionals; 3.1 In line with standard analysis; 3.2 White noise functionals; 3.3 Infinite dimensional spaces spanned by generalized linear functionals of white noise; 3.4 Some of the details of quadratic functionals of white noise; 3.5 The T -transform and the S-transform; 3.6 White noise (t) related to δ-function; 3.7 Infinite dimensional space generated by Hermite polynomials in (t)'s of higher degree; 3.8 Generalized white noise functionals; 3.9 Approximation to Hida distributions 3.10 Renormalization in Hida distribution theory4. White Noise Analysis; 4.1 Operators acting on (L2)-; 4.2 Application to stochastic differential equation; 4.3 Differential calculus and Laplacian operators; 4.4 Infinite dimensional rotation group O(E); 4.5 Addenda; 5. Stochastic Integral; 5.1 Introduction; 5.2 Wiener integrals and multiple Wiener integrals; 5.3 The Ito integral; 5.4 Hitsuda-Skorokhod integrals; 5.5 Levy's stochastic integral; 5.6 Addendum : Path integrals; 6. Gaussian and Poisson Noises; 6.1 Poisson noise and its probability distribution 6.2 Comparison between the Gaussian white noise and the Poisson noise, with the help of characterization of measures6.3 Symmetric group in Poisson noise analysis; 6.4 Spaces of quadratic Hida distributions and their dualities; 7. Multiple Markov Properties of Generalized Gaussian Processes and Generalizations; 7.1 A brief discussion on canonical representation theory for Gaussian processes and multiple Markov property; 7.2 Duality for multiple Markov Gaussian processes in the restricted sense; 7.3 Uniformly multiple Markov processes 9.3 Stable distribution |
| Record Nr. | UNINA-9910457274603321 |
|
Si Si
|
||
| Singapore ; ; Hackensack, N.J., : World Scientific, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
