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Burgers-KPZ turbulence : Göttingen lectures / / Wojbor A. Woyczyński
| Burgers-KPZ turbulence : Göttingen lectures / / Wojbor A. Woyczyński |
| Autore | Woyczyński W. A (Wojbor Andrzej), <1943-> |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1998] |
| Descrizione fisica | 1 online resource (XII, 328 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Turbulence - Mathematical models
Burgers equation |
| ISBN | 3-540-49480-4 |
| Classificazione |
60H15
76L05 35Q53 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Shock waves and the large scale structure (LSS) of the universe -- Hydrodynamic limits, nonlinear diffusions, and propagation of chaos -- Hopf-Cole formula and its asymptotic analysis -- Statistical description, parabolic approximation -- Hyperbolic approximation and inviscid limit -- Forced Burgers turbulence -- Passive tracer transport in Burgers' and related flows -- Fractal Burgers-KPZ models. |
| Record Nr. | UNINA-9910146307603321 |
Woyczyński W. A (Wojbor Andrzej), <1943->
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| Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1998] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Burgers-KPZ turbulence : Göttingen lectures / / Wojbor A. Woyczyński
| Burgers-KPZ turbulence : Göttingen lectures / / Wojbor A. Woyczyński |
| Autore | Woyczyński W. A (Wojbor Andrzej), <1943-> |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1998] |
| Descrizione fisica | 1 online resource (XII, 328 p.) |
| Disciplina | 510 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Turbulence - Mathematical models
Burgers equation |
| ISBN | 3-540-49480-4 |
| Classificazione |
60H15
76L05 35Q53 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Shock waves and the large scale structure (LSS) of the universe -- Hydrodynamic limits, nonlinear diffusions, and propagation of chaos -- Hopf-Cole formula and its asymptotic analysis -- Statistical description, parabolic approximation -- Hyperbolic approximation and inviscid limit -- Forced Burgers turbulence -- Passive tracer transport in Burgers' and related flows -- Fractal Burgers-KPZ models. |
| Record Nr. | UNISA-996466619603316 |
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Woyczyński W. A (Wojbor Andrzej), <1943->
|
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| Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1998] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models [[electronic resource] /] / by Damir Filipovic
| Consistency Problems for Heath-Jarrow-Morton Interest Rate Models [[electronic resource] /] / by Damir Filipovic |
| Autore | Filipovic Damir |
| Edizione | [1st ed. 2001.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001 |
| Descrizione fisica | 1 online resource (X, 138 p.) |
| Disciplina | 332.82015118 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Applied mathematics
Engineering mathematics Finance Economics, Mathematical Probabilities Applications of Mathematics Finance, general Quantitative Finance Probability Theory and Stochastic Processes |
| ISBN | 3-540-44548-X |
| Classificazione |
91B28
60H15 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Stochastic Equations in Infinite Dimension -- Consistent State Space Processes -- The HJM Methodology Revisited -- The Forward Curve Spaces H_w -- Invariant Manifolds for Stochastic Equations -- Consistent HJM Models -- Appendix: A Summary of Conditions. |
| Record Nr. | UNISA-996466374803316 |
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Filipovic Damir
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models / / by Damir Filipovic
| Consistency Problems for Heath-Jarrow-Morton Interest Rate Models / / by Damir Filipovic |
| Autore | Filipovic Damir |
| Edizione | [1st ed. 2001.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001 |
| Descrizione fisica | 1 online resource (X, 138 p.) |
| Disciplina | 332.82015118 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Applied mathematics
Engineering mathematics Finance Economics, Mathematical Probabilities Applications of Mathematics Finance, general Quantitative Finance Probability Theory and Stochastic Processes |
| ISBN | 3-540-44548-X |
| Classificazione |
91B28
60H15 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Stochastic Equations in Infinite Dimension -- Consistent State Space Processes -- The HJM Methodology Revisited -- The Forward Curve Spaces H_w -- Invariant Manifolds for Stochastic Equations -- Consistent HJM Models -- Appendix: A Summary of Conditions. |
| Record Nr. | UNINA-9910144599403321 |
|
Filipovic Damir
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic partial differential equations and applications . II Proceedings of a Conference held in Trento, Italy February 1-6, 1988. / / Giuseppe Prato, Luciano Tubaro, editors
| Stochastic partial differential equations and applications . II Proceedings of a Conference held in Trento, Italy February 1-6, 1988. / / Giuseppe Prato, Luciano Tubaro, editors |
| Edizione | [1st ed. 1989.] |
| Pubbl/distr/stampa | Berlin : , : Springer-Verlag, , [1989] |
| Descrizione fisica | 1 online resource (VIII, 268 p.) |
| Disciplina | 510 |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Mathematics |
| ISBN | 3-540-48200-8 |
| Classificazione | 60H15 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A covariant Feynman-Kac formula for unitary bundles over euclidean space -- On the integrated formulation of Zakai and Kushner equations -- Lattice approximation in the stochastic quantization of (?4)2 fields1 -- The support of the density of a filter in the uncorrelated case -- Variational inequalities for the control of stochastic partial differential equations -- Generalized solutions of stochastic evolution equations -- On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula -- Some applications of quantum probability to stochastic differential equations in Hilbert space -- The stability of stochastic partial differential equations and applications. Theorems on supports -- Weak convergence of solutions of stochastic evolution equations on nuclear spaces -- A stochastic reaction-diffusion model -- Stochastic partial differential equations of generalized Brownian functionals -- Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation -- A generalized equation for a continuous measure branching process -- Mesures cylindriques et distributions sur l'espace de Wiener -- A summary of some identities of the Malliavin calculus -- A Lie algebraic criterion for non-existence of finite dimensionally computable filters -- A generalization of Wahba's theorem on the equivalence between spline smoothing and Bayesian estimation -- A connection between the expansion of filtrations and Girsanov's theorem -- White noise in space and time as the time-derivative of a cylindrical Wiener process -- Large deviations for non-linear radonifications of white noise -- Symmetric solutions of semilinear stochastic equations. |
| Record Nr. | UNISA-996466631903316 |
| Berlin : , : Springer-Verlag, , [1989] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Stochastic partial differential equations and applications : proceedings of a conference held in Trento, Italy, Sept. 30-Oct. 5, 1985 / / edited by Giuseppe Da Prato, L. Tubaro
| Stochastic partial differential equations and applications : proceedings of a conference held in Trento, Italy, Sept. 30-Oct. 5, 1985 / / edited by Giuseppe Da Prato, L. Tubaro |
| Edizione | [1st ed. 1987.] |
| Pubbl/distr/stampa | Berlin : , : Springer-Verlag, , [1987] |
| Descrizione fisica | 1 online resource (VIII, 264 p.) |
| Disciplina | 519.2 |
| Collana | Lecture notes in mathematics (Springer-Verlag) |
| Soggetto topico | Stochastic partial differential equations |
| ISBN | 3-540-47408-0 |
| Classificazione | 60H15 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Existence and uniqueness results for a non linear stochastic partial differential equation -- Continuity in non linear filtering some different approacees -- Expectation functionals associated with some stochastic evolution equations -- Dirichlet boundary value problem and optimal control for a stochastic distributed parameter system -- Stochastic product integration and stochastic equations -- Some remarks on a problem in stochastic optimal control -- Passage from two-parameters to infinite dimension -- The heat equation and fourier transforms of generalized brownian functionals -- The separation principle for stochastic differential equations with unbounded coefficients -- Weak convergence of measure valued processes using sobolev-imbedding techniques -- Probability distributions of solutions to some stochastic partial differential equations -- Two-sided stochastic calculus for spdes -- Convergence of implicit discretization schemes for linear differential equations with application to filtering -- Some applications of the Malliavin calculus to stochastic analysis -- Exit problem for infinite dimensional systems. |
| Record Nr. | UNISA-996466383003316 |
| Berlin : , : Springer-Verlag, , [1987] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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