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Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena
| Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena |
| Autore | Levajković, Tijana |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | X, 132 p. : ill. ; 24 cm |
| Altri autori (Persone) | Mena, Hermann |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 34Hxx - Control problems including ordinary differential equations [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 65J10 - Numerical solutions to equations with linear operators [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] |
| Soggetto non controllato |
Chaos expansion
Generalized stochastic processes Malliavin operators Operator differential algebraic equations Partial differential equations Stochastic differential equations Stochastic optimal control problems Stochastic processes White noise analysis |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123470 |
Levajković, Tijana
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena
| Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena |
| Autore | Levajković, Tijana |
| Edizione | [Cham : Springer, 2017] |
| Pubbl/distr/stampa | X, 132 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Mena, Hermann |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 34Hxx - Control problems including ordinary differential equations [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 65J10 - Numerical solutions to equations with linear operators [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123470 |
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Levajković, Tijana
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| X, 132 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mesures Cylindriques, Espaces de Wiener et Fonctions Aléatoires Gaussiennes / Albert Badrikian, Simone Chevet
| Mesures Cylindriques, Espaces de Wiener et Fonctions Aléatoires Gaussiennes / Albert Badrikian, Simone Chevet |
| Autore | Badrikian, Albert |
| Pubbl/distr/stampa | Berlin, : Springer, 1974 |
| Descrizione fisica | x, 383 p. : ill. ; 24 cm |
| Altri autori (Persone) | Chevet, Simone |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60G20 - Generalized stochastic processes [MSC 2020] 28Axx - Classical measure theory [MSC 2020] 46Axx - Topological linear spaces and related structures [MSC 2020] 52Axx - General convexity [MSC 2020] 52A05 - Convex sets without dimension restrictions (aspects of convex geometry) [MSC 2020] 60B15 - Probability measures on groups or semigroups, Fourier transforms, factorization [MSC 2020] 60F20 - Zero-one laws [MSC 2020] |
| Soggetto non controllato |
Functions
Hilbert spaces Spaces |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN0256140 |
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Badrikian, Albert
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| Berlin, : Springer, 1974 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
| Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major |
| Autore | Major, Péter |
| Pubbl/distr/stampa | Berlin, : Springer, 1981 |
| Descrizione fisica | x, 130 p. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] |
| Soggetto non controllato |
Diagram formula
Large-scale limit Self-similar fields Wiener chaos Wiener–Itô integrals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0261836 |
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Major, Péter
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| Berlin, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Pseudo-differential operators and generalized functions / Stevan Pilipovic, Joachim Toft editors
| Pseudo-differential operators and generalized functions / Stevan Pilipovic, Joachim Toft editors |
| Pubbl/distr/stampa | [Cham], : Birkhäuser, : Springer, 2015 |
| Descrizione fisica | VIII, 290 p. : ill. ; 24 cm |
| Soggetto topico |
35Sxx - Pseudodifferential operators and other generalizations of partial differential operators [MSC 2020]
46Exx - Linear function spaces and their duals [MSC 2020] 58Jxx - Partial differential equations on manifolds; differential operators [MSC 2020] 35Kxx - Parabolic equations and parabolic systems [MSC 2020] 46Fxx - Distributions, generalized functions, distribution spaces [MSC 2020] 47Axx - General theory of linear operators [MSC 2020] 94Axx - Communication, information [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 47Fxx - Partial differential operators [MSC 2020] 47Gxx - Integral, integro-differential, and pseudodifferential operators [MSC 2020] 35Bxx - Qualitative properties of solutions to partial differential equations [MSC 2020] 22A10 - Analysis on general topological groups [MSC 2020] 35Jxx - Elliptic equations and elliptic systems [MSC 2020] 35Lxx - Hyperbolic equations and hyperbolic systems [MSC 2020] 35Axx - General topics in partial differential equations [MSC 2020] 35Dxx - Generalized solutions to partial differential equations [MSC 2020] 35Qxx - Partial differential equations of mathematical physics and other areas of application [MSC 2020] 35Cxx - Representations of solutions to partial differential equations [MSC 2020] 43A77 - Harmonic analysis on general compact groups [MSC 2020] 53Cxx - Global differential geometry [MSC 2020] 32Axx - Holomorphic functions of several complex variables [MSC 2020] 57Pxx - Generalized manifolds [MSC 2020] 65Rxx - Numerical methods for integral equations, integral transforms [MSC 2020] |
| Soggetto non controllato |
Asymptotics
Distributions Equations of mathematical physics Fourier integral operators Partial differential equations Pseudo-differential Operators Wave fronts |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113348 |
| [Cham], : Birkhäuser, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Pseudo-differential operators and generalized functions / Stevan Pilipovic, Joachim Toft editors
| Pseudo-differential operators and generalized functions / Stevan Pilipovic, Joachim Toft editors |
| Edizione | [[Cham] : Birkhäuser : Springer, 2015] |
| Pubbl/distr/stampa | VIII, 290 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
35Sxx - Pseudodifferential operators and other generalizations of partial differential operators [MSC 2020]
46Exx - Linear function spaces and their duals [MSC 2020] 58Jxx - Partial differential equations on manifolds; differential operators [MSC 2020] 35Kxx - Parabolic equations and parabolic systems [MSC 2020] 46Fxx - Distributions, generalized functions, distribution spaces [MSC 2020] 47Axx - General theory of linear operators [MSC 2020] 94Axx - Communication, information [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 47Fxx - Partial differential operators [MSC 2020] 47Gxx - Integral, integro-differential, and pseudodifferential operators [MSC 2020] 35Bxx - Qualitative properties of solutions to partial differential equations [MSC 2020] 22A10 - Analysis on general topological groups [MSC 2020] 35Jxx - Elliptic equations and elliptic systems [MSC 2020] 35Lxx - Hyperbolic equations and hyperbolic systems [MSC 2020] 35Axx - General topics in partial differential equations [MSC 2020] 35Dxx - Generalized solutions to partial differential equations [MSC 2020] 35Qxx - Partial differential equations of mathematical physics and other areas of application [MSC 2020] 35Cxx - Representations of solutions to partial differential equations [MSC 2020] 43A77 - Harmonic analysis on general compact groups [MSC 2020] 53Cxx - Global differential geometry [MSC 2020] 32Axx - Holomorphic functions of several complex variables [MSC 2020] 57Pxx - Generalized manifolds [MSC 2020] 65Rxx - Numerical methods for integral equations, integral transforms [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113348 |
| VIII, 290 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Random Fields / Chris Preston
| Random Fields / Chris Preston |
| Autore | Preston, Chris |
| Pubbl/distr/stampa | Berlin, : Springer, 1976 |
| Descrizione fisica | 200 p. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] |
| Soggetto non controllato |
Gibbs state
Invariants Point process Thermodynamics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0257467 |
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Preston, Chris
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| Berlin, : Springer, 1976 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics in spatial stochastic processes : lectures given at the C.I.M.E. Summer school held in Martina Franca, Italy, July 1-8, 2001 / V. Capasso ... [et al.] ; editor: Ely Merzbach
| Topics in spatial stochastic processes : lectures given at the C.I.M.E. Summer school held in Martina Franca, Italy, July 1-8, 2001 / V. Capasso ... [et al.] ; editor: Ely Merzbach |
| Pubbl/distr/stampa | Berlin [etc.], : Springer, 2003 |
| Descrizione fisica | VI, 251 p. : ill. ; 24 cm. |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60G60 - Random fields [MSC 2020] |
| ISBN | 8-3-540-00295-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0054369 |
| Berlin [etc.], : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Topics in spatial stochastic processes : lectures given at the C.I.M.E. Summer school held in Martina Franca, Italy, July 1-8, 2001 / V. Capasso ... [et al.] ; editor: Ely Merzbach
| Topics in spatial stochastic processes : lectures given at the C.I.M.E. Summer school held in Martina Franca, Italy, July 1-8, 2001 / V. Capasso ... [et al.] ; editor: Ely Merzbach |
| Pubbl/distr/stampa | Berlin, : Springer, 2003 |
| Descrizione fisica | VI, 251 p. : ill. ; 24 cm |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 60G60 - Random fields [MSC 2020] |
| Soggetto non controllato |
Brownian sheet
Martingales Nearest-particle system Set-indexed martingales Spatial Statistics Statistics Stochastic Geometry Stochastic processes |
| ISBN | 978-35-400-0295-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0054369 |
| Berlin, : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
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60G20 - Generalized stochastic processes [MSC 2020]
(9)
- 60G15 - Gaussian processes [MSC 2020] (4)
- 22A10 - Analysis on general topological groups [MSC 2020] (2)
- 32Axx - Holomorphic functions of several complex variables [MSC 2020] (2)
- 34Hxx - Control problems including ordinary differential equations [MSC 2020] (2)