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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 of Stochastic Analysis / / by Alexander Melnikov
| A Course of Stochastic Analysis / / by Alexander Melnikov |
| Autore | Melnikov Alexander |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (214 pages) |
| Disciplina |
519.2
519.22 |
| Collana | CMS/CAIMS Books in Mathematics |
| Soggetto topico |
Stochastic processes
Probabilities Stochastic Processes Probability Theory |
| ISBN |
9783031253263
9783031253256 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Probabilistic Foundations -- 2 Random variables and their quantitative characteristics -- 3 Expectations and convergence of sequences of random variables -- 4 Weak convergence of sequences of random variables -- 5 Absolute continuity of probability measures and conditional expectations -- 6 Discrete time stochastic analysis: basic results -- 7 Discrete time stochastic analysis: further results and applications -- 8 Elements of classical theory of stochastic processes -- 9 Stochastic differential equations, diffusion processes and their applications -- 10 General theory of stochastic processes under ”usual conditions" -- 11 General theory of stochastic processes in applications -- 12 Supplementary problems -- References -- Index. |
| Record Nr. | UNINA-9910686792703321 |
Melnikov Alexander
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| 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 Probability Theory 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 |
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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 / / by Abdon Atangana, Seda İgret Araz
| Fractional Stochastic Differential Equations : Applications to Covid-19 Modeling / / by Abdon Atangana, Seda İgret Araz |
| Autore | Atangana Abdon |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (552 pages) |
| Disciplina | 519.22 |
| Collana | Industrial and Applied Mathematics |
| Soggetto topico |
Differential equations
Stochastic processes Calculus Operator theory Mathematics Mathematical models Numerical analysis Differential Equations Stochastic Calculus Operator Theory Applications of Mathematics Mathematical Modeling and Industrial Mathematics Numerical Analysis |
| ISBN | 981-19-0729-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | History on Covid-19 Spread -- Fractional Differential and Integral Operators -- Existence and Uniqueness for stochastic differential equations -- Numerical scheme for a general Stochastic equation with classical and fractional derivatives -- A simple SIR model of Covid-19 spread -- An application of SEIRD approach -- Modelling the transmission of Coronavirus with SEIR approach -- Modeling the spread of Covid-19 with a SIA IR IU approach: Inclusion of unreported infected class -- A comprehensive analysis of Covid-19 model -- Analysis of SEIARD model of Coronavirus transmission -- A mathematical model with Covid-19 reservoir -- A new model with asymptomatic and quarantined classes. |
| Record Nr. | UNINA-9910564695303321 |
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Atangana Abdon
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| Singapore : , : Springer Nature Singapore : , : Imprint : 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 Control theory Social sciences - Mathematics Mathematics - Data processing Differential equations Mathematical optimization Calculus of variations Probability Theory Systems Theory, Control Mathematics in Business, Economics and Finance Computational Mathematics and Numerical Analysis Differential Equations Calculus of Variations and 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 | ||
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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 |
| 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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