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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124566 |
Wang, Guangchen
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Edizione | [Cham : Springer, 2018] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124566 |
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Wang, Guangchen
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bayesian Inference and Maximum Entropy Methods in Science and Engineering : MaxEnt 37, Jarinu, Brazil, July 09–14, 2017 / Adriano Polpo ... [et al.] editors
| Bayesian Inference and Maximum Entropy Methods in Science and Engineering : MaxEnt 37, Jarinu, Brazil, July 09–14, 2017 / Adriano Polpo ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xvi, 304 p. : ill. ; 24 cm |
| Soggetto topico |
82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 62-XX - Statistics [MSC 2020] 82B31 - Stochastic methods applied to problems in equilibrium statistical mechanics [MSC 2020] 62Axx - Foundational topics in statistics [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 81Pxx - Foundations, quantum information and its processing, quantum axioms, and philosophy [MSC 2020] 62Fxx - Parametric inference [MSC 2020] 85A35 - Statistical astronomy [MSC 2020] |
| Soggetto non controllato |
Astrophysics
Biostatistics Chemistry Climate Studies Communications Theory Comology Earth Science Entropy Fluid mechanics Genetics Geophysics Imprecise Probability Machine learning Material Science Maximum Entropy Medical Imaging Non-parametric Mmethods Robotics Statistical models Survival analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124581 |
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bayesian Inference and Maximum Entropy Methods in Science and Engineering : MaxEnt 37, Jarinu, Brazil, July 09–14, 2017 / Adriano Polpo ... [et al.] editors
| Bayesian Inference and Maximum Entropy Methods in Science and Engineering : MaxEnt 37, Jarinu, Brazil, July 09–14, 2017 / Adriano Polpo ... [et al.] editors |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xvi, 304 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 62-XX - Statistics [MSC 2020] 82B31 - Stochastic methods applied to problems in equilibrium statistical mechanics [MSC 2020] 62Axx - Foundational topics in statistics [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 81Pxx - Foundations, quantum information and its processing, quantum axioms, and philosophy [MSC 2020] 62Fxx - Parametric inference [MSC 2020] 85A35 - Statistical astronomy [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124581 |
| xvi, 304 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference / Zheng Gao, Stilian Stoev
| Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference / Zheng Gao, Stilian Stoev |
| Autore | Gao, Zheng |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xiii, 140 p. : ill. ; 24 cm |
| Altri autori (Persone) | Stoev, Stilian |
| Soggetto topico |
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
62-XX - Statistics [MSC 2020] 94A12 - Signal theory (characterization, reconstruction, filtering, etc.) [MSC 2020] 62H15 - Hypothesis testing in multivariate analysis [MSC 2020] |
| Soggetto non controllato |
Concentration of maxima
Dependent errors Gaussian arrays High-dimensional statistics Statistical genetics Support recovery problems Testing problems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274652 |
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Gao, Zheng
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
| Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
| Autore | Gualtierotti, Antonio F. |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XXXIV, 1176 p. : ill. ; 24 cm |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
| Soggetto non controllato |
Cramér-Hida representations
Dependent signals with arbitrary laws Girsanov‘s theory Goursat processes Information and communication, circuits Prediction processes Reproducing Kernel Hilbert spaces Signal detection Uniqueness class of continuous local martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113725 |
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Gualtierotti, Antonio F.
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
| Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
| Autore | Gualtierotti, Antonio F. |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XXXIV, 1176 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113725 |
|
Gualtierotti, Antonio F.
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| XXXIV, 1176 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
| Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
| Autore | Çetin, Umut |
| Pubbl/distr/stampa | New York, : Springer, 2018 |
| Descrizione fisica | xiv, 234 p. : ill. ; 24 cm |
| Altri autori (Persone) | Danilova, Albina |
| Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Soggetto non controllato |
Asymmetric Information
Dynamic Markov Bridges Markov Processes Quantitative Finance Stochastic Filtering Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125096 |
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Çetin, Umut
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| New York, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
| Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
| Autore | Çetin, Umut |
| Edizione | [New York : Springer, 2018] |
| Pubbl/distr/stampa | xiv, 234 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Danilova, Albina |
| Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 91B44 - Economics of information [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0125096 |
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Çetin, Umut
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| xiv, 234 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fourier analysis and stochastic processes / Pierre Brémaud
| Fourier analysis and stochastic processes / Pierre Brémaud |
| Autore | Brémaud, Pierre |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIII, 385 p. : ill. ; 24 cm |
| Soggetto topico |
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 42B10 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 60G12 - General second-order stochastic processes [MSC 2020] |
| Soggetto non controllato |
Point processes
Power Spectral Measure Second-Order Stochastic Processes Stochastic processes Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103945 |
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Brémaud, Pierre
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
(28)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (8)
- 60G15 - Gaussian processes [MSC 2020] (7)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (6)
- 60J60 - Diffusion processes [MSC 2020] (6)