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Advanced diffusion processes and phenomena / / edited by Andreas Öchsner, Graeme Murch and Irina Belova
| Advanced diffusion processes and phenomena / / edited by Andreas Öchsner, Graeme Murch and Irina Belova |
| Pubbl/distr/stampa | Zurich, Switzerland : , : TTP, , 2014 |
| Descrizione fisica | 1 online resource (238 p.) |
| Disciplina | 530.415 |
| Collana | Defect and Diffusion Forum |
| Soggetto topico |
Diffusion
Diffusion processes |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-03826-514-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Diffusion Processes and Phenomena; Preface; Table of Contents; An Improved Heat Equation to Model Ductile-to-Brittle Failure Mode Transition at High Strain Rates Using Fully Coupled Thermal-Structural Finite Element Analysis; Estimating the Permeability of Ferrite-Polymer Composite via a Numerical Optimization Method; Numerical Modeling of Solidification Substitute - Thermal Capacity of Binary Alloy; Plasma Polymerization of Hexamethyldisiloxane and Tetraethoxysilane Thin Films for Humidity Sensing Application
Study of Modification of PP/EPDM Compounds by Ultraviolet and Gamma Radiation Using Recycled Polypropylene Collected after EPDM Waste Processing as Raw MaterialsThe Relation between Drift, Entropy Distribution and Kirkendall Plane Position during Diffusion; Neural Network-Based Prediction of Effective Heat Storage Coefficient of Building Materials; An Overview of the Interdiffusion Studies in Mo-Si and W-Si Systems; Competitive Precipitation and Recrystallization in U-7.5Nb-2.5Zr Alloy; Phase Transformations and Recrystallization in Cold-Rolled Al-Mn, Al-Sc-Zr and Al-Mn-Sc-Zr Alloy Use of Cellular Automata for Modelling of the Material Erosion and Grit Entrainment during Discharge in EDMNanostructuring of Ni by Various Modes of Severe Plastic Deformation; Diffusion in an Ensemble of Intersecting Grain Boundaries; Solution of Direct and Inverse Problems for Infiltration and Contaminant Adsorption in Partially Saturated Porous Media; Pulse Carburization of Steel - Model of the Process; Isotope Exchange between 18O2 Gas and Mechanoactivated Oxides of the Family Rare Earth - Manganese - Oxygen; Diffusion of Oxygen in Ti-15Mo-xZr Alloys Studied by Anelastic Spectroscopy Characterization of the Effects of Active Filler-Metal Alloys in Joining Ceramic-to-Ceramic and Ceramic-to-Metal MaterialsTest Matrix for Heat Exposure of Aluminum Alloys at Various Times and Temperatures; Specific Features of Interfaces in Cu-Nb Nanocomposites; Effects of High Reynolds Number Impinging Jet on the Heat Conduction in Work-Pieces Irradiated by a Moving Heat Source; About Thermo-Hydraulic Properties of Open Cell Foams: Pore Scale Numerical Analysis of Strut Shapes; The Role of Surface Area of ZnO Nanoparticles as an Agent for some Chemical Reactions On a Finite Element Approach to Predict the Thermal Conductivity of Carbon Fiber Reinforced Composite MaterialsA Thermo-Mechanical Model for a Counterflow Biomass Gasifier; Lattice Boltzmann Method Applied to Diffusion in Restructured Heterogeneous Media; Keywords Index; Authors Index |
| Record Nr. | UNINA-9910464515703321 |
| Zurich, Switzerland : , : TTP, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced diffusion processes and phenomena / / edited by Andreas Öchsner, Graeme Murch and Irina Belova
| Advanced diffusion processes and phenomena / / edited by Andreas Öchsner, Graeme Murch and Irina Belova |
| Pubbl/distr/stampa | Zurich, Switzerland : , : TTP, , 2014 |
| Descrizione fisica | 1 online resource (238 p.) |
| Disciplina | 530.415 |
| Collana | Defect and Diffusion Forum |
| Soggetto topico |
Diffusion
Diffusion processes |
| ISBN | 3-03826-514-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Diffusion Processes and Phenomena; Preface; Table of Contents; An Improved Heat Equation to Model Ductile-to-Brittle Failure Mode Transition at High Strain Rates Using Fully Coupled Thermal-Structural Finite Element Analysis; Estimating the Permeability of Ferrite-Polymer Composite via a Numerical Optimization Method; Numerical Modeling of Solidification Substitute - Thermal Capacity of Binary Alloy; Plasma Polymerization of Hexamethyldisiloxane and Tetraethoxysilane Thin Films for Humidity Sensing Application
Study of Modification of PP/EPDM Compounds by Ultraviolet and Gamma Radiation Using Recycled Polypropylene Collected after EPDM Waste Processing as Raw MaterialsThe Relation between Drift, Entropy Distribution and Kirkendall Plane Position during Diffusion; Neural Network-Based Prediction of Effective Heat Storage Coefficient of Building Materials; An Overview of the Interdiffusion Studies in Mo-Si and W-Si Systems; Competitive Precipitation and Recrystallization in U-7.5Nb-2.5Zr Alloy; Phase Transformations and Recrystallization in Cold-Rolled Al-Mn, Al-Sc-Zr and Al-Mn-Sc-Zr Alloy Use of Cellular Automata for Modelling of the Material Erosion and Grit Entrainment during Discharge in EDMNanostructuring of Ni by Various Modes of Severe Plastic Deformation; Diffusion in an Ensemble of Intersecting Grain Boundaries; Solution of Direct and Inverse Problems for Infiltration and Contaminant Adsorption in Partially Saturated Porous Media; Pulse Carburization of Steel - Model of the Process; Isotope Exchange between 18O2 Gas and Mechanoactivated Oxides of the Family Rare Earth - Manganese - Oxygen; Diffusion of Oxygen in Ti-15Mo-xZr Alloys Studied by Anelastic Spectroscopy Characterization of the Effects of Active Filler-Metal Alloys in Joining Ceramic-to-Ceramic and Ceramic-to-Metal MaterialsTest Matrix for Heat Exposure of Aluminum Alloys at Various Times and Temperatures; Specific Features of Interfaces in Cu-Nb Nanocomposites; Effects of High Reynolds Number Impinging Jet on the Heat Conduction in Work-Pieces Irradiated by a Moving Heat Source; About Thermo-Hydraulic Properties of Open Cell Foams: Pore Scale Numerical Analysis of Strut Shapes; The Role of Surface Area of ZnO Nanoparticles as an Agent for some Chemical Reactions On a Finite Element Approach to Predict the Thermal Conductivity of Carbon Fiber Reinforced Composite MaterialsA Thermo-Mechanical Model for a Counterflow Biomass Gasifier; Lattice Boltzmann Method Applied to Diffusion in Restructured Heterogeneous Media; Keywords Index; Authors Index |
| Record Nr. | UNINA-9910786606803321 |
| Zurich, Switzerland : , : TTP, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced diffusion processes and phenomena / / edited by Andreas Öchsner, Graeme Murch and Irina Belova
| Advanced diffusion processes and phenomena / / edited by Andreas Öchsner, Graeme Murch and Irina Belova |
| Pubbl/distr/stampa | Zurich, Switzerland : , : TTP, , 2014 |
| Descrizione fisica | 1 online resource (238 p.) |
| Disciplina | 530.415 |
| Collana | Defect and Diffusion Forum |
| Soggetto topico |
Diffusion
Diffusion processes |
| ISBN | 3-03826-514-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Diffusion Processes and Phenomena; Preface; Table of Contents; An Improved Heat Equation to Model Ductile-to-Brittle Failure Mode Transition at High Strain Rates Using Fully Coupled Thermal-Structural Finite Element Analysis; Estimating the Permeability of Ferrite-Polymer Composite via a Numerical Optimization Method; Numerical Modeling of Solidification Substitute - Thermal Capacity of Binary Alloy; Plasma Polymerization of Hexamethyldisiloxane and Tetraethoxysilane Thin Films for Humidity Sensing Application
Study of Modification of PP/EPDM Compounds by Ultraviolet and Gamma Radiation Using Recycled Polypropylene Collected after EPDM Waste Processing as Raw MaterialsThe Relation between Drift, Entropy Distribution and Kirkendall Plane Position during Diffusion; Neural Network-Based Prediction of Effective Heat Storage Coefficient of Building Materials; An Overview of the Interdiffusion Studies in Mo-Si and W-Si Systems; Competitive Precipitation and Recrystallization in U-7.5Nb-2.5Zr Alloy; Phase Transformations and Recrystallization in Cold-Rolled Al-Mn, Al-Sc-Zr and Al-Mn-Sc-Zr Alloy Use of Cellular Automata for Modelling of the Material Erosion and Grit Entrainment during Discharge in EDMNanostructuring of Ni by Various Modes of Severe Plastic Deformation; Diffusion in an Ensemble of Intersecting Grain Boundaries; Solution of Direct and Inverse Problems for Infiltration and Contaminant Adsorption in Partially Saturated Porous Media; Pulse Carburization of Steel - Model of the Process; Isotope Exchange between 18O2 Gas and Mechanoactivated Oxides of the Family Rare Earth - Manganese - Oxygen; Diffusion of Oxygen in Ti-15Mo-xZr Alloys Studied by Anelastic Spectroscopy Characterization of the Effects of Active Filler-Metal Alloys in Joining Ceramic-to-Ceramic and Ceramic-to-Metal MaterialsTest Matrix for Heat Exposure of Aluminum Alloys at Various Times and Temperatures; Specific Features of Interfaces in Cu-Nb Nanocomposites; Effects of High Reynolds Number Impinging Jet on the Heat Conduction in Work-Pieces Irradiated by a Moving Heat Source; About Thermo-Hydraulic Properties of Open Cell Foams: Pore Scale Numerical Analysis of Strut Shapes; The Role of Surface Area of ZnO Nanoparticles as an Agent for some Chemical Reactions On a Finite Element Approach to Predict the Thermal Conductivity of Carbon Fiber Reinforced Composite MaterialsA Thermo-Mechanical Model for a Counterflow Biomass Gasifier; Lattice Boltzmann Method Applied to Diffusion in Restructured Heterogeneous Media; Keywords Index; Authors Index |
| Record Nr. | UNINA-9910806184403321 |
| Zurich, Switzerland : , : TTP, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analysis and geometry of Markov diffusion operators / Dominique Bakry, Ivan Gentil, Michel Ledoux
| Analysis and geometry of Markov diffusion operators / Dominique Bakry, Ivan Gentil, Michel Ledoux |
| Autore | Bakry, Dominique |
| Pubbl/distr/stampa | Cham, SZ : Springer, c2014 |
| Descrizione fisica | xx, 552 p. : ill. ; 24 cm |
| Disciplina | 519.233 |
| Altri autori (Persone) |
Gentil, Ivanauthor
Ledoux, Michelauthor |
| Collana | Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics ; 348 |
| Soggetto topico |
Diffusion processes
Markov processes Functional inequalities |
| ISBN |
9783319002262
9783319343235 |
| Classificazione |
AMS 39B62
AMS 60J60 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003717849707536 |
Bakry, Dominique
|
||
| Cham, SZ : Springer, c2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang
| Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang |
| Autore | Wang Feng-Yu |
| Pubbl/distr/stampa | Singapore : , : World Scientific Publishing, , 2014 |
| Descrizione fisica | 1 online resource (392 p.) |
| Disciplina | 516.373 |
| Collana | Advanced Series on Statistical Science & Applied Probability |
| Soggetto topico |
Riemannian manifolds
Diffusion processes |
| Soggetto genere / forma | Electronic books. |
| ISBN | 981-4452-65-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Preliminaries; 1.1 Riemannian manifold; 1.1.1 Differentiable manifold; 1.1.2 Riemannian manifold; 1.1.3 Some formulae and comparison results; 1.2 Riemannian manifold with boundary; 1.3 Coupling and applications; 1.3.1 Transport problem and Wasserstein distance; 1.3.2 Optimal coupling and optimal map; 1.3.3 Coupling for stochastic processes; 1.3.4 Coupling by change of measure; 1.4 Harnack inequalities and applications; 1.4.1 Harnack inequality; 1.4.2 Shift Harnack inequality; 1.5 Harnack inequality and derivative estimate
1.5.1 Harnack inequality and entropy-gradient estimate1.5.2 Harnack inequality and L2-gradient estimate; 1.5.3 Harnack inequalities and gradient-gradient estimates; 1.6 Functional inequalities and applications; 1.6.1 Poincar e type inequality and essential spectrum; 1.6.2 Exponential decay in the tail norm; 1.6.3 The F-Sobolev inequality; 1.6.4 Weak Poincare inequality; 1.6.5 Equivalence of irreducibility and weak Poincare inequality; 2. Diffusion Processes on Riemannian Manifolds without Boundary; 2.1 Brownian motion with drift; 2.2 Formulae for Pt and RicZ 2.3 Equivalent semigroup inequalities for curvature lower bound2.4 Applications of equivalent semigroup inequalities; 2.5 Transportation-cost inequality; 2.5.1 From super Poincare to weighted log-Sobolev inequalities; 2.5.2 From log-Sobolev to transportation-cost inequalities; 2.5.3 From super Poincare to transportation-cost inequalities; 2.5.4 Super Poincare inequality by perturbations; 2.6 Log-Sobolev inequality: Different roles of Ric and Hess; 2.6.1 Exponential estimate and concentration of; 2.6.2 Harnack inequality and the log-Sobolev inequality 2.6.3 Hypercontractivity and ultracontractivity2.7 Curvature-dimension condition and applications; 2.7.1 Gradient and Harnack inequalities; 2.7.2 HWI inequalities; 2.8 Intrinsic ultracontractivity on non-compact manifolds; 2.8.1 The intrinsic super Poincare inequality; 2.8.2 Curvature conditions for intrinsic ultracontractivity; 2.8.3 Some examples; 3. Reflecting Diffusion Processes on Manifolds with Boundary; 3.1 Kolmogorov equations and the Neumann problem; 3.2 Formulae for Pt, RicZ and I; 3.2.1 Formula for Pt; 3.2.2 Formulae for RicZ and I; 3.2.3 Gradient estimates 3.3 Equivalent semigroup inequalities for curvature conditionand lower bound of I3.3.1 Equivalent statements for lower bounds of RicZ and I; 3.3.2 Equivalent inequalities for curvature-dimension condition and lower bound of I; 3.4 Harnack inequalities for SDEs on Rd and extension to nonconvex manifolds; 3.4.1 Construction of the coupling; 3.4.2 Harnack inequality on Rd; 3.4.3 Extension to manifolds with convex boundary; 3.4.4 Neumann semigroup on non-convex manifolds; 3.5 Functional inequalities; 3.5.1 Estimates for inequality constants on compact manifolds 3.5.2 A counterexample for Bakry-Emery criterion |
| Record Nr. | UNINA-9910453237703321 |
|
Wang Feng-Yu
|
||
| Singapore : , : World Scientific Publishing, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang, Beijing Normal University, China & Swansea University, UK
| Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang, Beijing Normal University, China & Swansea University, UK |
| Autore | Wang Feng-Yu |
| Pubbl/distr/stampa | New Jersey : , : World Scientific, , [2014] |
| Descrizione fisica | 1 online resource (xii, 379 pages) : illustrations |
| Disciplina | 516.373 |
| Collana | Advanced Series on Statistical Science & Applied Probability |
| Soggetto topico |
Riemannian manifolds
Diffusion processes |
| ISBN | 981-4452-65-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Preliminaries; 1.1 Riemannian manifold; 1.1.1 Differentiable manifold; 1.1.2 Riemannian manifold; 1.1.3 Some formulae and comparison results; 1.2 Riemannian manifold with boundary; 1.3 Coupling and applications; 1.3.1 Transport problem and Wasserstein distance; 1.3.2 Optimal coupling and optimal map; 1.3.3 Coupling for stochastic processes; 1.3.4 Coupling by change of measure; 1.4 Harnack inequalities and applications; 1.4.1 Harnack inequality; 1.4.2 Shift Harnack inequality; 1.5 Harnack inequality and derivative estimate
1.5.1 Harnack inequality and entropy-gradient estimate1.5.2 Harnack inequality and L2-gradient estimate; 1.5.3 Harnack inequalities and gradient-gradient estimates; 1.6 Functional inequalities and applications; 1.6.1 Poincar e type inequality and essential spectrum; 1.6.2 Exponential decay in the tail norm; 1.6.3 The F-Sobolev inequality; 1.6.4 Weak Poincare inequality; 1.6.5 Equivalence of irreducibility and weak Poincare inequality; 2. Diffusion Processes on Riemannian Manifolds without Boundary; 2.1 Brownian motion with drift; 2.2 Formulae for Pt and RicZ 2.3 Equivalent semigroup inequalities for curvature lower bound2.4 Applications of equivalent semigroup inequalities; 2.5 Transportation-cost inequality; 2.5.1 From super Poincare to weighted log-Sobolev inequalities; 2.5.2 From log-Sobolev to transportation-cost inequalities; 2.5.3 From super Poincare to transportation-cost inequalities; 2.5.4 Super Poincare inequality by perturbations; 2.6 Log-Sobolev inequality: Different roles of Ric and Hess; 2.6.1 Exponential estimate and concentration of; 2.6.2 Harnack inequality and the log-Sobolev inequality 2.6.3 Hypercontractivity and ultracontractivity2.7 Curvature-dimension condition and applications; 2.7.1 Gradient and Harnack inequalities; 2.7.2 HWI inequalities; 2.8 Intrinsic ultracontractivity on non-compact manifolds; 2.8.1 The intrinsic super Poincare inequality; 2.8.2 Curvature conditions for intrinsic ultracontractivity; 2.8.3 Some examples; 3. Reflecting Diffusion Processes on Manifolds with Boundary; 3.1 Kolmogorov equations and the Neumann problem; 3.2 Formulae for Pt, RicZ and I; 3.2.1 Formula for Pt; 3.2.2 Formulae for RicZ and I; 3.2.3 Gradient estimates 3.3 Equivalent semigroup inequalities for curvature conditionand lower bound of I3.3.1 Equivalent statements for lower bounds of RicZ and I; 3.3.2 Equivalent inequalities for curvature-dimension condition and lower bound of I; 3.4 Harnack inequalities for SDEs on Rd and extension to nonconvex manifolds; 3.4.1 Construction of the coupling; 3.4.2 Harnack inequality on Rd; 3.4.3 Extension to manifolds with convex boundary; 3.4.4 Neumann semigroup on non-convex manifolds; 3.5 Functional inequalities; 3.5.1 Estimates for inequality constants on compact manifolds 3.5.2 A counterexample for Bakry-Emery criterion |
| Record Nr. | UNINA-9910790868003321 |
|
Wang Feng-Yu
|
||
| New Jersey : , : World Scientific, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang, Beijing Normal University, China & Swansea University, UK
| Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang, Beijing Normal University, China & Swansea University, UK |
| Autore | Wang Feng-Yu |
| Pubbl/distr/stampa | New Jersey : , : World Scientific, , [2014] |
| Descrizione fisica | 1 online resource (xii, 379 pages) : illustrations |
| Disciplina | 516.373 |
| Collana | Advanced Series on Statistical Science & Applied Probability |
| Soggetto topico |
Riemannian manifolds
Diffusion processes |
| ISBN | 981-4452-65-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; 1. Preliminaries; 1.1 Riemannian manifold; 1.1.1 Differentiable manifold; 1.1.2 Riemannian manifold; 1.1.3 Some formulae and comparison results; 1.2 Riemannian manifold with boundary; 1.3 Coupling and applications; 1.3.1 Transport problem and Wasserstein distance; 1.3.2 Optimal coupling and optimal map; 1.3.3 Coupling for stochastic processes; 1.3.4 Coupling by change of measure; 1.4 Harnack inequalities and applications; 1.4.1 Harnack inequality; 1.4.2 Shift Harnack inequality; 1.5 Harnack inequality and derivative estimate
1.5.1 Harnack inequality and entropy-gradient estimate1.5.2 Harnack inequality and L2-gradient estimate; 1.5.3 Harnack inequalities and gradient-gradient estimates; 1.6 Functional inequalities and applications; 1.6.1 Poincar e type inequality and essential spectrum; 1.6.2 Exponential decay in the tail norm; 1.6.3 The F-Sobolev inequality; 1.6.4 Weak Poincare inequality; 1.6.5 Equivalence of irreducibility and weak Poincare inequality; 2. Diffusion Processes on Riemannian Manifolds without Boundary; 2.1 Brownian motion with drift; 2.2 Formulae for Pt and RicZ 2.3 Equivalent semigroup inequalities for curvature lower bound2.4 Applications of equivalent semigroup inequalities; 2.5 Transportation-cost inequality; 2.5.1 From super Poincare to weighted log-Sobolev inequalities; 2.5.2 From log-Sobolev to transportation-cost inequalities; 2.5.3 From super Poincare to transportation-cost inequalities; 2.5.4 Super Poincare inequality by perturbations; 2.6 Log-Sobolev inequality: Different roles of Ric and Hess; 2.6.1 Exponential estimate and concentration of; 2.6.2 Harnack inequality and the log-Sobolev inequality 2.6.3 Hypercontractivity and ultracontractivity2.7 Curvature-dimension condition and applications; 2.7.1 Gradient and Harnack inequalities; 2.7.2 HWI inequalities; 2.8 Intrinsic ultracontractivity on non-compact manifolds; 2.8.1 The intrinsic super Poincare inequality; 2.8.2 Curvature conditions for intrinsic ultracontractivity; 2.8.3 Some examples; 3. Reflecting Diffusion Processes on Manifolds with Boundary; 3.1 Kolmogorov equations and the Neumann problem; 3.2 Formulae for Pt, RicZ and I; 3.2.1 Formula for Pt; 3.2.2 Formulae for RicZ and I; 3.2.3 Gradient estimates 3.3 Equivalent semigroup inequalities for curvature conditionand lower bound of I3.3.1 Equivalent statements for lower bounds of RicZ and I; 3.3.2 Equivalent inequalities for curvature-dimension condition and lower bound of I; 3.4 Harnack inequalities for SDEs on Rd and extension to nonconvex manifolds; 3.4.1 Construction of the coupling; 3.4.2 Harnack inequality on Rd; 3.4.3 Extension to manifolds with convex boundary; 3.4.4 Neumann semigroup on non-convex manifolds; 3.5 Functional inequalities; 3.5.1 Estimates for inequality constants on compact manifolds 3.5.2 A counterexample for Bakry-Emery criterion |
| Record Nr. | UNINA-9910806814403321 |
|
Wang Feng-Yu
|
||
| New Jersey : , : World Scientific, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analysis for diffusion processes on Riemannian manifolds / Feng-Yu Wang
| Analysis for diffusion processes on Riemannian manifolds / Feng-Yu Wang |
| Autore | Wang, Feng-Yu |
| Pubbl/distr/stampa | Singapore ; Hackensack, N.J. : World Scientific Pub. Co., c2014 |
| Descrizione fisica | xii, 379 p. ; 24 cm |
| Disciplina | 516.373 |
| Collana | Advanced series on statistical science & applied probability, 1793-091X ; 18 |
| Soggetto topico |
Riemannian manifolds
Diffusion processes |
| ISBN | 9789814452649 |
| Classificazione |
AMS 60J60
AMS 58J65 AMS 60H LC QA649.W36 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002799039707536 |
|
Wang, Feng-Yu
|
||
| Singapore ; Hackensack, N.J. : World Scientific Pub. Co., c2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Applied diffusion processes from engineering to finance [[electronic resource] /] / Jacques Janssen, Oronzio Manca, Raimando Manca
| Applied diffusion processes from engineering to finance [[electronic resource] /] / Jacques Janssen, Oronzio Manca, Raimando Manca |
| Autore | Janssen Jacques |
| Pubbl/distr/stampa | London, : Wiley, 2013 |
| Descrizione fisica | 1 online resource (411 p.) |
| Disciplina | 519.233 |
| Altri autori (Persone) |
MancaOronzio
MancaRaimondo |
| Collana | ISTE |
| Soggetto topico |
Business mathematics
Differential equations, Partial Diffusion processes Engineering mathematics |
| ISBN |
1-118-57833-3
1-118-57834-1 1-299-47558-2 1-118-57668-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Title Page; Contents; Introduction; Chapter 1. Diffusion Phenomena and Models; 1.1. General presentation of diffusion process; 1.2. General balance equations; 1.3. Heat conduction equation; 1.4. Initial and boundary conditions; Chapter 2. Probabilistic Models of Diffusion Processes; 2.1. Stochastic differentiation; 2.1.1. Definition; 2.1.2. Examples; 2.2. Itô's formula; 2.2.1. Stochastic differential of a product; 2.2.2. Itô's formula with time dependence; 2.2.3. Interpretation of Itô's formula; 2.2.4. Other extensions of Itô's formula; 2.3. Stochastic differential equations (SDE)
2.3.1. Existence and unicity general theorem (Gikhman and Skorokhod [GIK 68])2.3.2. Solution of SDE under the canonical form; 2.4. Itô and diffusion processes; 2.4.1. Itô processes; 2.4.2. Diffusion processes; 2.4.3. Kolmogorov equations; 2.5. Some particular cases of diffusion processes; 2.5.1. Reduced form; 2.5.2. The OUV (Ornstein-Uhlenbeck-Vasicek) SDE; 2.5.3. Solution of the SDE of Black-Scholes-Samuelson; 2.6. Multidimensional diffusion processes; 2.6.1. Multidimensional SDE; 2.6.2. Multidimensional Itô and diffusion processes; 2.6.3. Properties of multidimensional diffusion processes 2.6.4. Kolmogorov equations2.7. The Stroock-Varadhan martingale characterization of diffusions (Karlin and Taylor [KAR 81]); 2.8. The Feynman-Kac formula (Platen and Heath); 2.8.1. Terminal condition; 2.8.2. Discounted payoff function; 2.8.3. Discounted payoff function and payoff rate; Chapter 3. Solving Partial Differential Equations of Second Order; 3.1. Basic definitions on PDE of second order; 3.1.1. Notation; 3.1.2. Characteristics; 3.1.3. Canonical form of PDE; 3.2. Solving the heat equation; 3.2.1. Separation of variables 3.2.2. Separation of variables in the rectangular Cartesian coordinates3.2.3. Orthogonality of functions; 3.2.4. Fourier series; 3.2.5. Sturm-Liouville problem; 3.2.6. One-dimensional homogeneous problem in a finite medium; 3.3. Solution by the method of Laplace transform; 3.3.1. Definition of the Laplace transform; 3.3.2. Properties of the Laplace transform; 3.4. Green's functions; 3.4.1. Green's function as auxiliary problem to solve diffusive problems; 3.4.2. Analysis for determination of Green's function; Chapter 4. Problems in Finance; 4.1. Basic stochastic models for stock prices 4.1.1. The Black, Scholes and Samuelson model4.1.2. BSS model with deterministic variation of μ and s; 4.2. The bond investments; 4.2.1. Introduction; 4.2.2. Yield curve; 4.2.3. Yield to maturity for a financial investment and for a bond; 4.3. Dynamic deterministic continuous time model for instantaneous interest rate; 4.3.1. Instantaneous interest rate; 4.3.2. Particular cases; 4.3.3. Yield curve associated with instantaneous interest rate; 4.3.4. Examples of theoretical models; 4.4. Stochastic continuous time dynamic model for instantaneous interest rate; 4.4.1. The OUV stochastic model 4.4.2. The CIR model (1985) |
| Record Nr. | UNINA-9910139005203321 |
|
Janssen Jacques
|
||
| London, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Applied diffusion processes from engineering to finance / / Jacques Janssen, Oronzio Manca, Raimando Manca
| Applied diffusion processes from engineering to finance / / Jacques Janssen, Oronzio Manca, Raimando Manca |
| Autore | Janssen Jacques |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | London, : Wiley, 2013 |
| Descrizione fisica | 1 online resource (411 p.) |
| Disciplina | 519.233 |
| Altri autori (Persone) |
MancaOronzio
MancaRaimondo |
| Collana | ISTE |
| Soggetto topico |
Business mathematics
Differential equations, Partial Diffusion processes Engineering mathematics |
| ISBN |
9781118578339
1118578333 9781118578346 1118578341 9781299475588 1299475582 9781118576687 1118576683 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Title Page; Contents; Introduction; Chapter 1. Diffusion Phenomena and Models; 1.1. General presentation of diffusion process; 1.2. General balance equations; 1.3. Heat conduction equation; 1.4. Initial and boundary conditions; Chapter 2. Probabilistic Models of Diffusion Processes; 2.1. Stochastic differentiation; 2.1.1. Definition; 2.1.2. Examples; 2.2. Itô's formula; 2.2.1. Stochastic differential of a product; 2.2.2. Itô's formula with time dependence; 2.2.3. Interpretation of Itô's formula; 2.2.4. Other extensions of Itô's formula; 2.3. Stochastic differential equations (SDE)
2.3.1. Existence and unicity general theorem (Gikhman and Skorokhod [GIK 68])2.3.2. Solution of SDE under the canonical form; 2.4. Itô and diffusion processes; 2.4.1. Itô processes; 2.4.2. Diffusion processes; 2.4.3. Kolmogorov equations; 2.5. Some particular cases of diffusion processes; 2.5.1. Reduced form; 2.5.2. The OUV (Ornstein-Uhlenbeck-Vasicek) SDE; 2.5.3. Solution of the SDE of Black-Scholes-Samuelson; 2.6. Multidimensional diffusion processes; 2.6.1. Multidimensional SDE; 2.6.2. Multidimensional Itô and diffusion processes; 2.6.3. Properties of multidimensional diffusion processes 2.6.4. Kolmogorov equations2.7. The Stroock-Varadhan martingale characterization of diffusions (Karlin and Taylor [KAR 81]); 2.8. The Feynman-Kac formula (Platen and Heath); 2.8.1. Terminal condition; 2.8.2. Discounted payoff function; 2.8.3. Discounted payoff function and payoff rate; Chapter 3. Solving Partial Differential Equations of Second Order; 3.1. Basic definitions on PDE of second order; 3.1.1. Notation; 3.1.2. Characteristics; 3.1.3. Canonical form of PDE; 3.2. Solving the heat equation; 3.2.1. Separation of variables 3.2.2. Separation of variables in the rectangular Cartesian coordinates3.2.3. Orthogonality of functions; 3.2.4. Fourier series; 3.2.5. Sturm-Liouville problem; 3.2.6. One-dimensional homogeneous problem in a finite medium; 3.3. Solution by the method of Laplace transform; 3.3.1. Definition of the Laplace transform; 3.3.2. Properties of the Laplace transform; 3.4. Green's functions; 3.4.1. Green's function as auxiliary problem to solve diffusive problems; 3.4.2. Analysis for determination of Green's function; Chapter 4. Problems in Finance; 4.1. Basic stochastic models for stock prices 4.1.1. The Black, Scholes and Samuelson model4.1.2. BSS model with deterministic variation of μ and s; 4.2. The bond investments; 4.2.1. Introduction; 4.2.2. Yield curve; 4.2.3. Yield to maturity for a financial investment and for a bond; 4.3. Dynamic deterministic continuous time model for instantaneous interest rate; 4.3.1. Instantaneous interest rate; 4.3.2. Particular cases; 4.3.3. Yield curve associated with instantaneous interest rate; 4.3.4. Examples of theoretical models; 4.4. Stochastic continuous time dynamic model for instantaneous interest rate; 4.4.1. The OUV stochastic model 4.4.2. The CIR model (1985) |
| Record Nr. | UNINA-9910812555803321 |
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Janssen Jacques
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| London, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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