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Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors
| Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XII, 164 p. : ill. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 92B15 - General Biostatistics [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Soggetto non controllato |
Blockshrink wavelets
Dynalets Extreme conditional quantiles Functional data Local linear estimator Queueing Theory Robust regression Spherically symmetric distribution |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113740 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors
| Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XII, 164 p. : ill. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60H40 - White noise theory [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 92B15 - General Biostatistics [MSC 2020] |
| Soggetto non controllato |
Blockshrink wavelets
Dynalets Extreme conditional quantiles Functional data Local linear estimator Queueing Theory Robust regression Spherically symmetric distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113740 |
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors
| Functional statistics and applications : selected papers from MICPS-2013 / Elias Ould Saïd, Idir Ouassou, Mustapha Rachdi editors |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XII, 164 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 92B15 - General Biostatistics [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113740 |
| XII, 164 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic and infinite dimensional analysis / Christopher C. Bernido ... [et al.] editors
| Stochastic and infinite dimensional analysis / Christopher C. Bernido ... [et al.] editors |
| Pubbl/distr/stampa | [Basel], : Birkhäuser, : Springer, 2016 |
| Descrizione fisica | X, 300 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Soggetto non controllato |
Fractional processes
Infinite dimensional analysis Processes with memory Stochastic Analysis White noise analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115387 |
| [Basel], : Birkhäuser, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic and infinite dimensional analysis / Christopher C. Bernido ... [et al.] editors
| Stochastic and infinite dimensional analysis / Christopher C. Bernido ... [et al.] editors |
| Pubbl/distr/stampa | [Basel], : Birkhäuser, : Springer, 2016 |
| Descrizione fisica | X, 300 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60H40 - White noise theory [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Fractional processes
Infinite dimensional analysis Processes with memory Stochastic Analysis White noise analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00115387 |
| [Basel], : Birkhäuser, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic and infinite dimensional analysis / Christopher C. Bernido ...[et al.] editors
| Stochastic and infinite dimensional analysis / Christopher C. Bernido ...[et al.] editors |
| Edizione | [[Basel] : Birkhäuser : Springer, 2016] |
| Pubbl/distr/stampa | X, 300 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115387 |
| X, 300 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275348 |
Björk, Tomas
|
||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
| Soggetto topico |
60H40 - White noise theory [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275348 |
|
Björk, Tomas
|
||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60H40 - White noise theory [MSC 2020]
(8)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (3)
- 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] (3)
- 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] (3)
- 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] (3)