Nonlinearly Perturbed Semi-Markov Processes / Dmitrii Silvestrov, Sergei Silvestrov |
Autore | Silvestrov, Dmitrii |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | xiv, 143 p. ; 24 cm |
Altri autori (Persone) | Silvestrov, Sergei |
Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 65C40 - Numerical analysis or methods applied to Markov chains [MSC 2020] 60K15 - Markov renewal processes, semi-Markov processes [MSC 2020] 60J22 - Computational methods in Markov chains [MSC 2020] |
Soggetto non controllato |
Asymptotic expansions
Birth-death processes Markov Chains Nonlinear Perturbation Semi-Markov Process |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123788 |
Silvestrov, Dmitrii
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Cham, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinearly Perturbed Semi-Markov Processes / Dmitrii Silvestrov, Sergei Silvestrov |
Autore | Silvestrov, Dmitrii |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | xiv, 143 p. ; 24 cm |
Altri autori (Persone) | Silvestrov, Sergei |
Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J22 - Computational methods in Markov chains [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60K15 - Markov renewal processes, semi-Markov processes [MSC 2020] 65C40 - Numerical analysis or methods applied to Markov chains [MSC 2020] |
Soggetto non controllato |
Asymptotic expansions
Birth-death processes Markov Chains Nonlinear Perturbation Semi-Markov Process |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00123788 |
Silvestrov, Dmitrii
![]() |
||
Cham, : Springer, 2017 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Nonlinearly Perturbed Semi-Markov Processes / Dmitrii Silvestrov, Sergei Silvestrov |
Autore | Silvestrov, Dmitrii |
Edizione | [Cham : Springer, 2017] |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Silvestrov, Sergei |
Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 65C40 - Numerical analysis or methods applied to Markov chains [MSC 2020] 60K15 - Markov renewal processes, semi-Markov processes [MSC 2020] 60J22 - Computational methods in Markov chains [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0123788 |
Silvestrov, Dmitrii
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Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Numerics for Mathematical Physics / Grigori N. Milstein, Michael V. Tretyakov |
Autore | Milstein, Grigori N. |
Edizione | [2. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | xxv, 736 p. : ill. ; 24 cm |
Altri autori (Persone) | Tretyakov, Michael V. |
Soggetto topico |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 60J22 - Computational methods in Markov chains [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] |
Soggetto non controllato |
Cauchy problem
Computing ergodic limits Financial mathematics Geometric Integration Langevin equations Mathematical biology Multi-level Monte Carlo methods Nonglobal Lipshitz coefficients Nonlinear parabolic equations Stochastic Hamiltonian systems Stochastic Partial Differential Equations Stochastic differential equations Strong and Weak Approximation for Partial Differential Equations Variance reduction |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00282825 |
Milstein, Grigori N.
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Cham, : Springer, 2021 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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