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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura
| Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura |
| Autore | Kulinich, Grigorij |
| Pubbl/distr/stampa | Cham, : Springer, : Bocconi University, 2020 |
| Descrizione fisica | xv, 240 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Kushnirenko, Svitlana
Mishura, Yuliya S. |
| Soggetto topico |
93Exx - Stochastic systems and control [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Soggetto non controllato |
Asymptotic behavior of solution
Diffusion Processes Nonregular dependence on parameter Ordinary differential equations Partial differential equations Stochastic differential equations Unstable solution |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248725 |
Kulinich, Grigorij
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| Cham, : Springer, : Bocconi University, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura
| Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura |
| Autore | Kulinich, Grigorij |
| Pubbl/distr/stampa | Cham, : Springer, : Bocconi University, 2020 |
| Descrizione fisica | xv, 240 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Kushnirenko, Svitlana
Mishura, Yuliya S. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] |
| Soggetto non controllato |
Asymptotic behavior of solution
Diffusion Processes Nonregular dependence on parameter Ordinary Differential Equations Partial Differential Equations Stochastic differential equations Unstable solution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00248725 |
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Kulinich, Grigorij
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| Cham, : Springer, : Bocconi University, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Calcul Stochastique et Problèmes de Martingales / Jean Jacod
| Calcul Stochastique et Problèmes de Martingales / Jean Jacod |
| Autore | Jacod, Jean |
| Pubbl/distr/stampa | Berlin, : Springer, 1979 |
| Descrizione fisica | x, 539 p. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 60G57 - Random measures [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Soggetto non controllato | Martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN0261099 |
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Jacod, Jean
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| Berlin, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Calcul Stochastique et Problèmes de Martingales / Jean Jacod
| Calcul Stochastique et Problèmes de Martingales / Jean Jacod |
| Autore | Jacod, Jean |
| Pubbl/distr/stampa | Berlin, : Springer, 1979 |
| Descrizione fisica | x, 539 p. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60G57 - Random measures [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato | Martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN00261099 |
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Jacod, Jean
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| Berlin, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Continuous Strong Markov Processes in Dimension One : A Stochastic Calculus Approach / Sigurd Assing, Wolfgang M. Schmidt
| Continuous Strong Markov Processes in Dimension One : A Stochastic Calculus Approach / Sigurd Assing, Wolfgang M. Schmidt |
| Autore | Assing, Sigurd |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1998 |
| Descrizione fisica | xii, 137 p. ; 24 cm |
| Altri autori (Persone) | Schmidt, Wolfgang M. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Calculus
Markov Processes Martingales Semimartingales Stochastic Calculus |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298221 |
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Assing, Sigurd
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| Berlin ; Heidelberg, : Springer, 1998 | ||
| 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 |
| 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 |
| Pubbl/distr/stampa | New York, : Springer, 2018 |
| Descrizione fisica | xiv, 234 p. : ill. ; 24 cm |
| Altri autori (Persone) | Danilova, Albina |
| Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 91B44 - Economics of information [MSC 2020] 91G80 - Financial applications of other theories [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-VAN00125096 |
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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 | ||
| ||
Existence Theory for Nonlinear Integral and Integrodifferential Equations / by Donal O’Regan and Maria Meehan
| Existence Theory for Nonlinear Integral and Integrodifferential Equations / by Donal O’Regan and Maria Meehan |
| Autore | O’Regan, Donal |
| Pubbl/distr/stampa | Dordrecht, : Springer, : Kluwer, 1998 |
| Descrizione fisica | ix, 218 p. ; 24 cm |
| Altri autori (Persone) | Meehan, Maria |
| Soggetto topico |
45-XX - Integral equations [MSC 2020]
45Bxx - Fredholm integral equations [MSC 2020] 45Dxx - Volterra integral equations [MSC 2020] 45G10 - Other nonlinear integral equations [MSC 2020] 45Jxx - Integro-ordinary differential equations [MSC 2020] 45Nxx - Abstract integral equations, integral equations in abstract spaces [MSC 2020] 47H10 - Fixed-point theorems [MSC 2020] 47J05 - Equations involving nonlinear operators (general) [MSC 220] 60H20 - Stochastic integral equations [MSC 2020] 60H25 - Random operators and equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Differential equations
Integral equations Ordinary Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298399 |
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O’Regan, Donal
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| Dordrecht, : Springer, : Kluwer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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From Lévy-type processes to parabolic SPDEs / Davar Khoshnevisan, René Schilling ; editors for this volume: Lluís Quer-Sardanyons, Frederic Utzet
| From Lévy-type processes to parabolic SPDEs / Davar Khoshnevisan, René Schilling ; editors for this volume: Lluís Quer-Sardanyons, Frederic Utzet |
| Autore | Khoshnevisan, Davar |
| Pubbl/distr/stampa | [Cham], : Birkhäuser, : Springer, 2016 |
| Descrizione fisica | VIII, 219 p. : ill. ; 24 cm |
| Altri autori (Persone) | Schilling, René L. |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35K57 - Reaction-diffusion equations [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Soggetto non controllato |
Comparison principle
Feller processes Invariance principle Lévy processes Partial differential equations Pseudo-differential operator Stochastic Partial Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114784 |
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Khoshnevisan, Davar
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| [Cham], : Birkhäuser, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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60H20 - Stochastic integral equations [MSC 2020]
(20)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (8)
- 60G44 - Martingales with continuous parameter [MSC 2020] (6)
- 60G51 - Processes with independent increments; Lévy processes [MSC 2020] (6)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (6)