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Biblioteca

MARC Lista (tabellare)
3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
Pubbl/distr/stampa Berlin, : Springer, 1998
Descrizione fisica 253 p. ; 24 cm
Disciplina 515(Analisi matematica)
Soggetto topico Probabilità
00Bxx - Conference proceedings and collections of articles [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motion
Calculus
Differential equations
Malliavin Calculus
Martingales
Mathematical statistics
Probability Theory
Probability spaces
Semimartingales
Statistics
Stochastic Integrals
Stochastisches Integrals
ISBN 35-405-4687-1
978-35-405-4687-0
978-36-420-8122-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00105704
Berlin, : Springer, 1998
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
3.: Stochastic Calculus / Yu. V. Prokhorov, A. N. Shiryaev (Eds.)
Pubbl/distr/stampa Berlin, : Springer, 1998
Descrizione fisica 253 p. ; 24 cm
Disciplina 515(Analisi matematica)
Soggetto topico Probabilità
00Bxx - Conference proceedings and collections of articles [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020]
60G48 - Generalizations of martingales [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motion
Calculus
Differential equations
Malliavin Calculus
Martingales
Mathematical statistics
Probability Theory
Probability spaces
Semimartingales
Statistics
Stochastic Integrals
Stochastisches Integrals
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00298282
Berlin, : Springer, 1998
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Autore Øksendal, Bernt
Edizione [3. ed]
Pubbl/distr/stampa Cham, : Springer, 2019
Descrizione fisica xvi, 436 p. : ill. ; 24 cm
Altri autori (Persone) Sulem, Agnès
Soggetto topico 93E20 - Optimal stochastic control [MSC 2020]
49J40 - Variational inequalities [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]
91A23 - Differential games (aspects of game theory) [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0126732
Øksendal, Bernt  
Cham, : Springer, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Autore Øksendal, Bernt K.
Edizione [3. ed]
Pubbl/distr/stampa Cham, : Springer, 2019
Descrizione fisica xvi, 436 p. : ill. ; 24 cm
Altri autori (Persone) Sulem, Agnès
Soggetto topico 93E20 - Optimal stochastic control [MSC 2020]
49J40 - Variational inequalities [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]
91A23 - Differential games (aspects of game theory) [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020]
Soggetto non controllato Backward Stochastic Differential Equations
Convex risk measures
Financial Markets Modelled by Jump Diffusions
Forward-Backward SDEs
Impulse control
Jump Diffusions
Lévy processes
Mean-Field SDEs
Optimal Control of SPDEs
Optimal stopping
Partial Information Control
Quantitative Finance
Stochastic Controls
Stochastic Differential Games
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0126732
Øksendal, Bernt K.  
Cham, : Springer, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
Autore Øksendal, Bernt K.
Edizione [3. ed]
Pubbl/distr/stampa Cham, : Springer, 2019
Descrizione fisica xvi, 436 p. : ill. ; 24 cm
Altri autori (Persone) Sulem, Agnès
Soggetto topico 47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020]
49J40 - Variational inequalities [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]
91A23 - Differential games (aspects of game theory) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
Soggetto non controllato Backward Stochastic Differential Equations
Convex risk measures
Financial Markets Modelled by Jump Diffusions
Forward-Backward SDEs
Impulse control
Jump Diffusions
Lévy processes
Mean-Field SDEs
Optimal Control of SPDEs
Optimal stopping
Partial Information Control
Quantitative Finance
Stochastic Controls
Stochastic Differential Games
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00126732
Øksendal, Bernt K.  
Cham, : Springer, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche
Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche
Autore Lerche, Hans R.
Pubbl/distr/stampa New York, : Springer-Verlag, 1986
Descrizione fisica v, 143 p. ; 24 cm
Soggetto topico 60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
62L15 - Optimal stopping in statistics [MSC 2020]
62L10 - Sequential statistical analysis [MSC 2020]
Soggetto non controllato Approximation
Brownian Motion
Construction
Derivation
Distribution
Equations
Functions
Fusion
Law of the iterated logarithm
Likelihood
Logarithms
Models
Statistics
Themes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0268853
Lerche, Hans R.  
New York, : Springer-Verlag, 1986
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche
Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche
Autore Lerche, Hans R.
Pubbl/distr/stampa New York, : Springer-Verlag, 1986
Descrizione fisica v, 143 p. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60J65 - Brownian motion [MSC 2020]
62-XX - Statistics [MSC 2020]
62L10 - Sequential statistical analysis [MSC 2020]
62L15 - Optimal stopping in statistics [MSC 2020]
Soggetto non controllato Approximation
Brownian Motion
Constructions
Derivation
Distribution
Equations
Functions
Fusion
Law of the iterated logarithm
Likelihood
Logarithms
Models
Statistics
Themes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00268853
Lerche, Hans R.  
New York, : Springer-Verlag, 1986
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Controlled Stochastic Processes / I. I. Gihman, A. V. Skorohod ; Translated by Samuel Kotz
Controlled Stochastic Processes / I. I. Gihman, A. V. Skorohod ; Translated by Samuel Kotz
Autore Gikhman, Ĭosyp I.
Pubbl/distr/stampa New York, : Springer, 1979
Descrizione fisica vii, 237 p. : ill. ; 24 cm
Altri autori (Persone) Skorohod, Anatolii V.
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
93Exx - Stochastic systems and control [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
34Hxx - Control problems including ordinary differential equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
93-XX - Systems theory; control [MSC 2020]
93Bxx - Controllability, observability, and system structure [MSC 2020]
Soggetto non controllato Control
Diffusion Processes
Markov Chains
Markov Processes
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0268259
Gikhman, Ĭosyp I.  
New York, : Springer, 1979
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Controlled Stochastic Processes / I. I. Gihman, A. V. Skorohod ; Translated by Samuel Kotz
Controlled Stochastic Processes / I. I. Gihman, A. V. Skorohod ; Translated by Samuel Kotz
Autore Gikhman, Ĭosyp I.
Pubbl/distr/stampa New York, : Springer, 1979
Descrizione fisica vii, 237 p. : ill. ; 24 cm
Altri autori (Persone) Skorohod, Anatolii V.
Soggetto topico 34Hxx - Control problems including ordinary differential equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
93-XX - Systems theory; control [MSC 2020]
93Bxx - Controllability, observability, and system structure [MSC 2020]
93Exx - Stochastic systems and control [MSC 2020]
Soggetto non controllato Control
Diffusion Processes
Markov Chains
Markov Processes
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00268259
Gikhman, Ĭosyp I.  
New York, : Springer, 1979
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk
Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk
Autore Limnios, Nikolaos
Pubbl/distr/stampa Cham, : Birkhäuser, : Springer, 2023
Descrizione fisica xvi, 198 p. : ill. ; 24 cm
Altri autori (Persone) Swishchuk, Anatoliy
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60K15 - Markov renewal processes, semi-Markov processes [MSC 2020]
60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020]
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]
92D30 - Epidemiology [MSC 2020]
Soggetto non controllato Additive Functionals
Applications in Epidemiology and Finance
Asymptotic Functional Theory
Average and Diffusion Approximation
Controlled Processes
Discrete-Time Random Evolution
Discrete-Time Semi-Markov Chains
Dynamical systems
Limit Theorems for Random Evolutions
Markov Renewal Theorem
Merton Problem
Optimal stopping
Random Evolutions
Random Evolutions on Banach Spaces
Reduced Random Media
Semi-Markov Chains
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00279330
Limnios, Nikolaos  
Cham, : Birkhäuser, : Springer, 2023
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui