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Modèles et méthodes stochastiques : une introduction avec applications / Pierre Del Moral, Christelle Vergé
| Modèles et méthodes stochastiques : une introduction avec applications / Pierre Del Moral, Christelle Vergé |
| Autore | Del Moral, Pierre |
| Pubbl/distr/stampa | Berlin, : Springer, 2014 |
| Descrizione fisica | XXIV, 487 p. : ill. ; 24 cm |
| Altri autori (Persone) | Vergé, Christelle |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 37A50 - Dynamical systems and their relations with probability theory and stochastic processes [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] |
| Soggetto non controllato |
Algorithmes
Applications et exercices corrigés Chaines de Markov discrètes et continues Méthodes stochastiques Probabilités |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0104170 |
Del Moral, Pierre
|
||
| Berlin, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Modèles et méthodes stochastiques : une introduction avec applications / Pierre Del Moral, Christelle Vergé
| Modèles et méthodes stochastiques : une introduction avec applications / Pierre Del Moral, Christelle Vergé |
| Autore | Del Moral, Pierre |
| Pubbl/distr/stampa | Berlin, : Springer, 2014 |
| Descrizione fisica | XXIV, 487 p. : ill. ; 24 cm |
| Altri autori (Persone) | Vergé, Christelle |
| Soggetto topico |
37A50 - Dynamical systems and their relations with probability theory and stochastic processes [MSC 2020]
46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60Jxx - Markov processes [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] |
| Soggetto non controllato |
Algorithmes
Applications et exercices corrigés Chaines de Markov discrètes et continues Méthodes stochastiques Probabilités |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00104170 |
|
Del Moral, Pierre
|
||
| Berlin, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Modèles et méthodes stochastiques : une introduction avec applications / Pierre Del Moral, Christelle Vergé
| Modèles et méthodes stochastiques : une introduction avec applications / Pierre Del Moral, Christelle Vergé |
| Autore | Del Moral, Pierre |
| Edizione | [Berlin : Springer, 2014] |
| Pubbl/distr/stampa | XXIV, 487 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Vergé, Christelle |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 37A50 - Dynamical systems and their relations with probability theory and stochastic processes [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] |
| ISBN | 8-3-642-54615-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-SUN0104170 |
|
Del Moral, Pierre
|
||
| XXIV, 487 p., : ill. ; 24 cm | ||
| 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 | ||
| ||
Stochastic Approximation and Optimization of Random Systems / Lennart Ljung, Georg Pflug, Harro Walk
| Stochastic Approximation and Optimization of Random Systems / Lennart Ljung, Georg Pflug, Harro Walk |
| Autore | Ljung, Lennart |
| Pubbl/distr/stampa | Basel, : Springer, 1992 |
| Descrizione fisica | 113 p. ; 24 cm |
| Altri autori (Persone) |
Pflug, Georg Ch.
Walk, Harro |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 62-XX - Statistics [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] |
| Soggetto non controllato |
Algorithms
Mathematical statistics Optimization Statistics Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00289155 |
|
Ljung, Lennart
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| Basel, : Springer, 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Approximation and Recursive Algorithms and Applications / Harold J. Kushner, G. George Yin
| Stochastic Approximation and Recursive Algorithms and Applications / Harold J. Kushner, G. George Yin |
| Autore | Kushner, Harold J. |
| Pubbl/distr/stampa | New York, : Springer, 1997 |
| Descrizione fisica | xxii, 474 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yin, George |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Kxx - Special processes [MSC 2020] 62-XX - Statistics [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] |
| Soggetto non controllato |
Diffusion Processes
Jump diffusion Markov Chains Martingales Probability Random Walks Stochastic differential equations Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00297901 |
|
Kushner, Harold J.
|
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| New York, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Approximation Methods for Constrained and Unconstrained Systems / Harold J. Kushner, Dean S. Clark
| Stochastic Approximation Methods for Constrained and Unconstrained Systems / Harold J. Kushner, Dean S. Clark |
| Autore | Kushner, Harold J. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1978 |
| Descrizione fisica | x, 263 p. : ill. ; 24 cm |
| Altri autori (Persone) | Clark, Dean S. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 41A65 - Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] |
| Soggetto non controllato |
Parameter
Power Probability Rank Stochastic Approximations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268244 |
|
Kushner, Harold J.
|
||
| New York, : Springer-Verlag, 1978 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Approximation Methods for Constrained and Unconstrained Systems / Harold J. Kushner, Dean S. Clark
| Stochastic Approximation Methods for Constrained and Unconstrained Systems / Harold J. Kushner, Dean S. Clark |
| Autore | Kushner, Harold J. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1978 |
| Descrizione fisica | x, 263 p. : ill. ; 24 cm |
| Altri autori (Persone) | Clark, Dean S. |
| Soggetto topico |
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020]
41A65 - Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Parameter
Power Probability Rank Stochastic Approximations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268244 |
|
Kushner, Harold J.
|
||
| New York, : Springer-Verlag, 1978 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
62L20 - Stochastic approximation [MSC 2020]
(11)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (5)
- 37A50 - Dynamical systems and their relations with probability theory and stochastic processes [MSC 2020] (3)
- 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] (3)
- 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] (3)