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A Course of Stochastic Analysis / / Alexander Melnikov
| A Course of Stochastic Analysis / / Alexander Melnikov |
| Autore | Melnikov Alexander |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2023] |
| Descrizione fisica | 1 online resource (214 pages) |
| Disciplina | 519.2 |
| Collana | CMS/CAIMS Books in Mathematics Series |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031253263
9783031253256 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Probabilistic Foundations -- 2 Random variables and their quantitative characteristics -- 3 Expectations and convergence of sequences of random variables -- 4 Weak convergence of sequences of random variables -- 5 Absolute continuity of probability measures and conditional expectations -- 6 Discrete time stochastic analysis: basic results -- 7 Discrete time stochastic analysis: further results and applications -- 8 Elements of classical theory of stochastic processes -- 9 Stochastic differential equations, diffusion processes and their applications -- 10 General theory of stochastic processes under ”usual conditions" -- 11 General theory of stochastic processes in applications -- 12 Supplementary problems -- References -- Index. |
| Record Nr. | UNINA-9910686792703321 |
Melnikov Alexander
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| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2023] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Numerical Methods for Extreme Responses of Dynamical Systems : Finite Dimensional Models / / by Mircea D. Grigoriu
| Numerical Methods for Extreme Responses of Dynamical Systems : Finite Dimensional Models / / by Mircea D. Grigoriu |
| Autore | Grigoriu Mircea D |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (619 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Stochastic processes Engineering mathematics Engineering - Data processing Stochastic Analysis Stochastic Processes Stochastic Systems and Control Engineering Mathematics Mathematical and Computational Engineering Applications Anàlisi estocàstica Processos estocàstics Enginyeria Processament de dades |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031750236
9783031750229 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction.-, Primer of probability theory -- , Random vectors and processes -- , Convergence of random elements -- , Extremes of random processes by finite dimensional (FD) models -- , Extremes of solutions of stochastic differential equations by finite dimensional (FD) models. |
| Record Nr. | UNINA-9910983315803321 |
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Grigoriu Mircea D
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems / / by Antonius B. Dieker, Steven T. Hackman
| QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems / / by Antonius B. Dieker, Steven T. Hackman |
| Autore | Dieker Antonius B |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (357 pages) |
| Disciplina | 003.3 |
| Altri autori (Persone) | HackmanSteven T |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Mathematical models
Stochastic analysis Stochastic processes Mathematical Modeling and Industrial Mathematics Stochastic Analysis Stochastic Processes Models matemàtics Anàlisi estocàstica Processos estocàstics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031748707
3031748700 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | -- Preliminaries. -- First Look at QPLEX. -- Part 1 QPLEX Modeling and Calculus. -- Introduction to QPLEX Modeling and Calculus. -- Simple Transition Dynamics. -- Models with Simple Transition Dynamics. -- Advanced Transition Dynamics. -- Models with Advanced Transition Dynamics. -- Conditional and Joint Probabilities. -- Part 2 Graphical QPLEX Calculus. -- Introduction to Graphical QPLEX Calculus. -- Subsystem QPLEX Calculus. -- Conditional Independence. -- Information Structure. -- Graphical QPLEX Calculus with Distributional Programs. -- Efficient Calculation for Distributional Programs. -- Part 3 Foundations. -- Introduction to Foundations. -- Optimality of QPLEX Iterates. -- Exactness Results. |
| Record Nr. | UNINA-9910919645803321 |
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Dieker Antonius B
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Recent developments in stochastic methods and applications : ICSM-5, Moscow, Russia, November 23-27, 2020, selected contributions / / Albert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev, editors
| Recent developments in stochastic methods and applications : ICSM-5, Moscow, Russia, November 23-27, 2020, selected contributions / / Albert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev, editors |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (XIII, 360 p. 40 illus., 23 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-030-83266-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | PART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation -- D. F. Kuznetsov and M. D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner–Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier–Legendre Series -- M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision -- T. Belkina, Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations -- M. L. Esqu´ıvel, N. Machado, N. P. Krasii, P. P. Mota, On the Information Content of some Stochastic Algorithms -- V. Khatskevich, On modification of the law of large numbers and linear regression of fuzzy random variables -- B. Yana, Stochastic approach to the vanishing viscosity method -- E. Burnaev, Generalization Bound for Imbalanced Classification -- A. Lykov, V. Malyshev, M. Melikian, and A. Zamyatin, Resonance in Large Finite Particle Systems -- A. I. Zhdanok, Cycles in Spaces of Finitely Additive Measures of General Markov Chains. E. Yarovaya, D. Balashova, I. KhristolyubovIV, Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources -- E. Pchelintsev, S. Pergamenshchikov, Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data -- S. Bobkov, A. Naumov, V. Ulyanov, Two–sided bounds for PDF’s maximum of a sum of weighted chi-square variables -- Y. A. Demidovich and D. A. Shabanov, On the chromatic number of a random 3-uniform hypergraph -- V. Melas and D. Salnikov, On asymptotic power of the new test for equality of two distributions -- G. Christoph and V. V. Ulyanov, Random Dimension Low Sample Size Asymptotics -- P. Yaskov, Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions -- A. Veretennikov, On positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 – 21.11.2020) -- PART - II: Applications of Stochastic Methods, Y. Makarova, V. Kutsenko, E. Yarovaya, On Two-Type Branching Random Walks and Their Applications for Genetic Modelling -- A. V. Kryanev, V. V. Ivanov, L. A. Sevastyanov, and D. K. Udumyan, Reconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis -- A. Nazarov, T. Phung-Duc, S. Paul, and O. Lizyura, Diffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input -- V. A. Galkin and A. V. Makarenko, Application of deep learning methods for the identification of partially observable subgraphs under the conditions of a priori uncertainty and stochastic disturbances (using the example of the problem of recognizing constellations) -- V. Rusev, A. Skorikov, Residual life time of the Gnedenko extreme - value distributions, asymptotic behavior and applications -- E. Alymova, O. Kudryavtsev, The application of a neural network and elements of regression analysis in the development of a methodology for effective foreign exchange trading -- E. Bashtova and E. Lenena, Statistical analysis of generalized Jackson network with unreliable servers via strong approximation -- Korol E.A., Afanasyev G.A., Applications of vacation queues with close-down time to Maintenance of Residential Buildings -- I. L. Lapatin and A. A. Nazarov, Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition -- K. Samouylov, V. Naumov, Stochastic lists of multiple resources -- Author Index. |
| Record Nr. | UNISA-996466387503316 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions / / edited by George Yin and Thaleia Zariphopoulou
| Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions / / edited by George Yin and Thaleia Zariphopoulou |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (483 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Mathematical optimization Anàlisi estocàstica Optimització matemàtica |
| Soggetto genere / forma |
Homenatges
Llibres electrònics |
| ISBN | 3-030-98519-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996472037703316 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions / / edited by George Yin and Thaleia Zariphopoulou
| Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions / / edited by George Yin and Thaleia Zariphopoulou |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (483 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Mathematical optimization Anàlisi estocàstica Optimització matemàtica |
| Soggetto genere / forma |
Homenatges
Llibres electrònics |
| ISBN | 3-030-98519-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910564690403321 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Approximation: A Dynamical Systems Viewpoint / / by Vivek S. Borkar
| Stochastic Approximation: A Dynamical Systems Viewpoint / / by Vivek S. Borkar |
| Autore | Borkar Vivek S. |
| Edizione | [2nd ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (280 pages) |
| Disciplina | 519.2 |
| Collana | Texts and Readings in Mathematics |
| Soggetto topico |
Statistics
Artificial intelligence Probabilities Operations research Game theory Automatic control Statistical Theory and Methods Artificial Intelligence Probability Theory Operations Research and Decision Theory Game Theory Control and Systems Theory Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9789819982776
9819982774 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Convergence Analysis -- 3. Finite Time Bounds and Traps -- 4. Stability Criteria -- 5. Stochastic Recursive Inclusions -- 6. Asynchronous Schemes -- 7. A Limit Theorem for Fluctuations -- 8. Multiple Timescales -- 9. Constant Stepsize Algorithms -- 10. General Noise Models -- 11. Stochastic Gradient Schemes -- 12. Liapunov and Related Systems -- 13. Appendix A: Topics in Analysis -- 14. Appendix B: Ordinary Differential Equations -- 15. Appendix C: Topics in Probability -- Bibliography -- Index. . |
| Record Nr. | UNINA-9910831015103321 |
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Borkar Vivek S.
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic calculus via regularizations / / Francesco Russo, Pierre Vallois
| Stochastic calculus via regularizations / / Francesco Russo, Pierre Vallois |
| Autore | Russo Francesco |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (656 pages) |
| Disciplina | 519.2 |
| Collana | Bocconi & Springer series |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-09446-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996499870003316 |
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Russo Francesco
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Stochastic calculus via regularizations / / Francesco Russo, Pierre Vallois
| Stochastic calculus via regularizations / / Francesco Russo, Pierre Vallois |
| Autore | Russo Francesco |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (656 pages) |
| Disciplina | 519.2 |
| Collana | Bocconi & Springer series |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-09446-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910631080203321 |
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Russo Francesco
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic comparisons with applications : in order statistics and spacings / / Subhash C. Kochar
| Stochastic comparisons with applications : in order statistics and spacings / / Subhash C. Kochar |
| Autore | Kochar Subhash C. |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (280 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic analysis
Stochastic orders Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031121043
9783031121036 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- References -- Acknowledgements -- Contents -- 1 Introduction and Preliminaries -- 1.1 Introduction -- 1.2 Notations and Definitions -- 1.3 Order Statistics, Record Values, and Generalized Order Statistics -- 1.3.1 Record Values -- 1.3.2 Generalized Order Statistics -- 1.4 Multivariate Distributions and Copulas -- 1.5 Majorization and Related Orderings -- References -- 2 Magnitude Orders -- 2.1 Introduction -- 2.2 (Usual) Stochastic Order -- 2.3 Hazard Rate and Reverse Hazard Rate Orders -- 2.4 Likelihood Ratio Order -- 2.5 Mean Residual Life and Some Other Stochastic Orders -- 2.6 Relations Between Magnitude Stochastic Orders -- 2.7 Multivariate Orders -- 2.8 Stochastic Comparisons Within a Random Vector -- 2.9 P-P Plots -- 2.10 Closure and Preservation Properties -- 2.11 P-P Order -- 2.12 Inference for the (Usual) Stochastic Ordering -- 2.13 Inference for the Hazard Rate Ordering -- 2.14 Inference for the Crossing Point of Two SurvivalFunctions -- 2.15 Testing for the Joint Stochastic and the Joint Likelihood Ratio Orders -- References -- 3 Variability Orders -- 3.1 Introduction -- 3.2 The Dispersive Order -- 3.3 The Right Spread Function -- 3.4 The Right Spread Order (Excess Wealth Order) -- 3.5 Peakedness Order -- 3.6 Connections with Other Variability Orders -- 3.7 Nonparametric Inference for Variability (Spread) -- References -- 4 Skewness and Relative Aging Orders -- 4.1 Introduction -- 4.2 Skewness Orders -- 4.3 Connections Between Skewness Orders and Variability Orders -- 4.4 Statistical Inference for Skewness and Relative Aging -- References -- 5 Dependence Orders -- 5.1 Introduction -- 5.2 Notions of Monotone Dependence -- 5.3 Monotone Dependence Orders -- 5.4 Measures of Dependence -- 5.5 Dependence Between N and SN and a Positive Dependence Paradox -- 5.6 Nonparametric Tests for Independence -- References.
6 Stochastic Comparisons of Order Statistics -- 6.1 Introduction -- 6.2 Stochastic Comparisons of Order Statistics in the One-Sample Problem -- 6.2.1 Likelihood Ratio Ordering Among OrderStatistics -- 6.2.2 Hazard Rate Ordering Among Order Statistics -- 6.2.3 Variability Orders Among Order Statistics -- 6.2.4 Skewness Comparisons of Order Statistics -- 6.3 Stochastic Comparisons of Order Statistics in the Two-Sample Problem -- 6.4 Stochastic Comparisons of Order Statistics in the Proportional Hazard Rate Model -- 6.5 Comparing the Order Statistics of Heterogeneous Samples with Those of Comparable HomogeneousSamples -- 6.6 Stochastic Comparisons of Order Statistics in the Two-Sample Scale Problem -- References -- 7 Stochastic Comparisons of Sample Spacings -- 7.1 Introduction -- 7.2 Stochastic Orders Between Spacings from Restricted Families of Distributions -- 7.3 Distributions of Normalized Spacings in the Case of Heterogeneous Exponential Random Variables -- 7.4 Stochastic Comparisons of Sample Spacings of Two Distributions -- 7.5 Comparing Spacings of Two Heterogeneous Exponential Samples -- 7.6 Stochastic Comparisons of Sample Ranges of Heterogeneous and Homogeneous Exponential Samples -- 7.7 Stochastic Comparisons of Relative Spacings -- References -- 8 Dependence Among Order Statistics and Spacings -- 8.1 Introduction -- 8.2 Dependence Between Two Order Statistics -- 8.3 Dependence Orders Between Two Pairs of Order Statistics Based on Random Samples -- 8.4 Dependence of the ith Order Statistic on the First Order Statistic in the PHR Model -- 8.5 Order Statistics from Exchangeable BivariateDistributions -- 8.6 Dependence Among Spacings -- References -- 9 Stochastic Comparisons of Weighted Sums of RandomVariables -- 9.1 Introduction -- 9.2 Peakedness Ordering of Linear Functions of Symmetric Random Variables. 9.3 Stochastic Comparisons of Weighted Sums of Non-negative Random Variables -- 9.3.1 Comparing Weighted Sums of Non-negative Random Variables According to Magnitude and Dispersive Orders -- 9.3.2 Magnitude and Variability Comparisons for Weighted Sums of Gamma Random Variables -- 9.3.3 Skewness Orders Between Weighted Sums of Gamma Random Variables -- 9.3.4 Right Spread Order Between Weighted Sums of Gamma Random Variables -- 9.4 Stochastic Comparisons of Linear Combinations of Uniform Random Variables -- 9.5 Stochastic Comparisons of Convolutions of Discrete Distributions -- 9.5.1 Comparing Binomial and Poisson-Binomial Distributions -- 9.5.2 Comparing Two Poisson-Binomial Distributions -- 9.5.3 Comparing Two Geometric Distributions -- 9.6 Weighted Sums of Dependent Random Variables -- References -- 10 Stochastic Comparisons of Mixtures of Distributions -- 10.1 Introduction -- 10.2 Aging Properties of Mixture Distributions -- 10.3 Stochastic Comparisons of Mixtures -- References -- Index. |
| Record Nr. | UNISA-996495168303316 |
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Kochar Subhash C.
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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