An introduction to infinite-dimensional analysis / Giuseppe Da Prato |
Autore | Da Prato, Giuseppe |
Pubbl/distr/stampa | Berlin, : Springer, c2006 |
Descrizione fisica | VI, 208 p. ; 24 cm. |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] 46T12 - Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds [MSC 2020] |
ISBN | 35-402-9020-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0065540 |
Da Prato, Giuseppe | ||
Berlin, : Springer, c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
An introduction to infinite-dimensional analysis / Giuseppe Da Prato |
Autore | Da Prato, Giuseppe |
Pubbl/distr/stampa | Berlin, : Springer, 2006 |
Descrizione fisica | VI, 208 p. ; 24 cm |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] 46T12 - Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds [MSC 2020] |
ISBN | 978-35-402-9020-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISOB-VAN0065540 |
Da Prato, Giuseppe | ||
Berlin, : Springer, 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Suor Orsola Benincasa | ||
|
An introduction to infinite-dimensional analysis / Giuseppe Da Prato |
Autore | Da Prato, Giuseppe |
Pubbl/distr/stampa | Berlin, : Springer, 2006 |
Descrizione fisica | VI, 208 p. ; 24 cm |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] 46T12 - Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds [MSC 2020] |
ISBN | 978-35-402-9020-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0065540 |
Da Prato, Giuseppe | ||
Berlin, : Springer, 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations / Giorgio Fabbri, Fausto Gozzi, Andrzej Święch ; With a Contribution by Marco Fuhrman and Gianmario Tessitore |
Autore | Fabbri, Giorgio |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | xxiii, 916 p. ; 24 cm |
Altri autori (Persone) |
Gozzi, Fausto
Święch, Andrzej |
Soggetto topico |
35R15 - PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 49L20 - Dynamic programming in optimal control and differential games [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 65Hxx - Nonlinear algebraic or transcendental equations [MSC 2020] 49Lxx - Hamilton-Jacobi theories [MSC 2020] 35Q93 - PDEs in connection with control and optimization [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] |
Soggetto non controllato |
BSDEs approach to HJB equations
Hamilton-Jacobi-Bellman (HJB) equations Infinite dimensional systems Mild solutions of HJB equations Partial differential equations Stochastic optimal control Viscosity solutions |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123826 |
Fabbri, Giorgio | ||
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations / Giorgio Fabbri, Fausto Gozzi, Andrzej Święch ; With a Contribution by Marco Fuhrman and Gianmario Tessitore |
Autore | Fabbri, Giorgio |
Edizione | [Cham : Springer, 2017] |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Gozzi, Fausto
Święch, Andrzej |
Soggetto topico |
35R15 - PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 49L20 - Dynamic programming in optimal control and differential games [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 65Hxx - Nonlinear algebraic or transcendental equations [MSC 2020] 49Lxx - Hamilton-Jacobi theories [MSC 2020] 35Q93 - PDEs in connection with control and optimization [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0123826 |
Fabbri, Giorgio | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Synchronization in Infinite-Dimensional Deterministic and Stochastic Systems / Igor Chueshov, Björn Schmalfuß |
Autore | Chueshov, Igor |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xix, 329 p. : ill. ; 24 cm |
Altri autori (Persone) | Schmalfuß, Björn |
Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
37L25 - Inertial manifolds and other invariant attracting sets of infinite-dimensional dissipative dynamical systems [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] 34D06 - Synchronization of solutions to ordinary differential equation [MSC 2020] 37L15 - Stability problems for infinite-dimensional dissipative dynamical systems [MSC 2020] |
Soggetto non controllato |
Deterministic and Stochastic Systems
Dynamical systems Global attractors Invariant and Inertial Manifolds Long-time behavior Qualitative analysis Random Dynamical Systems Random pullback attractor Synchronization |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0249895 |
Chueshov, Igor | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Yosida approximations of stochastic differential equations in infinite dimensions and applications / T. E. Govindan |
Autore | Govindan, Trivellore E. |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XIX, 407 p. : ill. ; 24 cm |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H05 - Stochastic integrals [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] 93D09 - Robust stability [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 93E15 - Stochastic stability in control theory [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] 60H25 - Random operators and equations (aspects of stochastic analysis) [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] 93D20 - Asymptotic stability in control theory [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
Soggetto non controllato |
Existence and uniqueness of solutions
McKean-Vlasov evolution equations Mild and strong solutions Partial differential equations Stochastic differential equations in infinite dimensions Weak convergence of induced probability measures Yosida approximations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0115489 |
Govindan, Trivellore E. | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Yosida approximations of stochastic differential equations in infinite dimensions and applications / T. E. Govindan |
Autore | Govindan, T. E. |
Edizione | [[Cham] : Springer, 2016] |
Pubbl/distr/stampa | XIX, 407 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H05 - Stochastic integrals [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] 93D09 - Robust stability [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 93E15 - Stochastic stability in control theory [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] 60H25 - Random operators and equations (aspects of stochastic analysis) [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] 93D20 - Asymptotic stability in control theory [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0115489 |
Govindan, T. E. | ||
XIX, 407 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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