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Chemical kinetics, stochastic processes, and irreversible thermodynamics / Moisés Santillán
| Chemical kinetics, stochastic processes, and irreversible thermodynamics / Moisés Santillán |
| Autore | Santillán, Moisés |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIII, 126 p. : ill. ; 24 cm |
| Soggetto topico |
82C31 - Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics [MSC 2020]
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 92C45 - Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 92C40 - Biochemistry, molecular biology [MSC 2020] 80A30 - Chemical kinetics in thermodynamics and heat transfer [MSC 2020] |
| Soggetto non controllato |
Enzymatic Reactions
Gene expression and regulation Gillespie Algorithm Molecule Synthesis and Degradation Poisson process Thermodynamic analysis |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103458 |
Santillán, Moisés
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Chemical kinetics, stochastic processes, and irreversible thermodynamics / Moisés Santillán
| Chemical kinetics, stochastic processes, and irreversible thermodynamics / Moisés Santillán |
| Autore | Santillán, Moisés |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIII, 126 p. : ill. ; 24 cm |
| Soggetto topico |
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020]
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 80A30 - Chemical kinetics in thermodynamics and heat transfer [MSC 2020] 82C31 - Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics [MSC 2020] 92C40 - Biochemistry, molecular biology [MSC 2020] 92C45 - Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) [MSC 2020] |
| Soggetto non controllato |
Enzymatic Reactions
Gene expression and regulation Gillespie Algorithm Molecule Synthesis and Degradation Poisson process Thermodynamic analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103458 |
|
Santillán, Moisés
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Chemical kinetics, stochastic processes, and irreversible thermodynamics / Moisés Santillán
| Chemical kinetics, stochastic processes, and irreversible thermodynamics / Moisés Santillán |
| Autore | Santillán, Moisés |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XIII, 126 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
82C31 - Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics [MSC 2020]
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 92C45 - Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 92C40 - Biochemistry, molecular biology [MSC 2020] 80A30 - Chemical kinetics in thermodynamics and heat transfer [MSC 2020] |
| ISBN | 8-3-319-06688-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103458 |
|
Santillán, Moisés
|
||
| XIII, 126 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi
| Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi |
| Autore | Muroi, Yoshifumi |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | viii, 106 p. : ill. ; 24 cm |
| Soggetto topico |
60G42 - Martingales with discrete parameter [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Bernoulli Random Walk
Binomial Tree Method Discrete Ito Formula Discrete Malliavin Calculus Greeks (Sensitivity of Options) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278355 |
|
Muroi, Yoshifumi
|
||
| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi
| Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi |
| Autore | Muroi, Yoshifumi |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | viii, 106 p. : ill. ; 24 cm |
| Soggetto topico |
60G42 - Martingales with discrete parameter [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Bernoulli Random Walk
Binomial Tree Method Discrete Ito Formula Discrete Malliavin Calculus Greeks (Sensitivity of Options) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278355 |
|
Muroi, Yoshifumi
|
||
| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
| Autore | Pagès, Gilles |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxi, 579 p. : ill. ; 24 cm |
| Soggetto topico |
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] |
| Soggetto non controllato |
American option
Euler schemes Greeks Least squares regression methods Malliavin Monte Carlo Milstein schemes Monte Carlo Methods Multilevel extrapolation methods Optimal vector quantization Pricing of derivative products Quantization schemes Quasi-Monte Carlo methods Risk measures Romberg extrapolation methods Sensitivity computation Stochastic Approximations Stochastic differential equation discretization schemes Tangent process and log-likelihood method Value-at-Risk (conditional) Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124914 |
|
Pagès, Gilles
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
| Autore | Pagès, Gilles |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxi, 579 p. : ill. ; 24 cm |
| Soggetto topico |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
American option
Euler schemes Greeks Least squares regression methods Malliavin Monte Carlo Milstein schemes Monte Carlo Methods Multilevel extrapolation methods Optimal vector quantization Pricing of derivative products Quantization schemes Quasi-Monte Carlo methods Risk measures Romberg extrapolation methods Sensitivity computation Stochastic Approximations Stochastic differential equation discretization schemes Tangent process and log-likelihood method Value-at-Risk (conditional) Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124914 |
|
Pagès, Gilles
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
| Autore | Pagès, Gilles |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xxi, 579 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124914 |
|
Pagès, Gilles
|
||
| xxi, 579 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Random Ordinary Differential Equations and Their Numerical Solution / Xiaoying Han, Peter E. Kloeden
| Random Ordinary Differential Equations and Their Numerical Solution / Xiaoying Han, Peter E. Kloeden |
| Autore | Han, Xiaoying |
| Pubbl/distr/stampa | Singapore, : Springer, 2017 |
| Descrizione fisica | XVII, 250 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kloeden, Peter E. |
| Soggetto topico |
65Lxx - Numerical methods for ordinary differential equations [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 92-XX - Biology and other natural sciences [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 65L05 - Numerical methods for initial value problems [MSC 2020] 65L06 - Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations [MSC 2020] 65L20 - Stability and convergence of numerical methods for ordinary differential equations [MSC 2020] 37H10 - Generation, random and stochastic difference and differential equations [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Biological sciences
Life Sciences Numerical Schemes for RODEs Ordinary differential equations Random Dynamical Systems Stochastic Ordinary Differential Equations Taylor expansions for ODEs and SODEs |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124128 |
|
Han, Xiaoying
|
||
| Singapore, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Random Ordinary Differential Equations and Their Numerical Solution / Xiaoying Han, Peter E. Kloeden
| Random Ordinary Differential Equations and Their Numerical Solution / Xiaoying Han, Peter E. Kloeden |
| Autore | Han, Xiaoying |
| Pubbl/distr/stampa | Singapore, : Springer, 2017 |
| Descrizione fisica | XVII, 250 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kloeden, Peter E. |
| Soggetto topico |
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020]
37H10 - Generation, random and stochastic difference and differential equations [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 65L05 - Numerical methods for initial value problems [MSC 2020] 65L06 - Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations [MSC 2020] 65L20 - Stability and convergence of numerical methods for ordinary differential equations [MSC 2020] 65Lxx - Numerical methods for ordinary differential equations [MSC 2020] 92-XX - Biology and other natural sciences [MSC 2020] |
| Soggetto non controllato |
Biological sciences
Life Sciences Numerical Schemes for RODEs Ordinary differential equations Random Dynamical Systems Stochastic Ordinary Differential Equations Taylor expansions for ODEs and SODEs |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124128 |
|
Han, Xiaoying
|
||
| Singapore, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]
(17)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (9)
- 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] (8)
- 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] (6)
- 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] (6)