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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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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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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 | ||
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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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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 |
| Edizione | [[Cham] : Birkhäuser : Springer, 2016] |
| Pubbl/distr/stampa | VIII, 219 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0114784 |
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Khoshnevisan, Davar
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| VIII, 219 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Random Integral Equations with Applications to Stochastic Systems / Chris P. Tsokos, W. J. Padgett
| Random Integral Equations with Applications to Stochastic Systems / Chris P. Tsokos, W. J. Padgett |
| Autore | Tsokos, Chris P. |
| Pubbl/distr/stampa | Berlin, : Springer, 1971 |
| Descrizione fisica | vii, 174 p. ; 24 cm |
| Altri autori (Persone) | Padgett, William J. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
45Dxx - Volterra integral equations [MSC 2020] 45Bxx - Fredholm integral equations [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Soggetto non controllato |
Equations
Integral Equation Integrals Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0255366 |
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Tsokos, Chris P.
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| Berlin, : Springer, 1971 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 225 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Financial modeling
Insurance Optimal Control Quantitative Finance Risk management Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115381 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | X, 225 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115381 |
| X, 225 p., : ill. ; 24 cm | ||
| 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
| 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 |
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Govindan, Trivellore E.
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| [Cham], : 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]
(11)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (5)
- 60G51 - Processes with independent increments; Lévy processes [MSC 2020] (4)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (4)
- 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] (4)