Share Catalogue

Storico ricerche

Pubblicazioni (Istanze)

Vai a Persone/Opere

Home / (Tutto) >> Equacions diferencials estocàstiques

Info

Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

Info

Utilizzare questo link per rimuovere la selezione effettuata.

Export / Download (1)

Esporta in PDF
Esporta in Excel
Esporta in HTML
Esporta in MARC (binario)
Esporta in MARC XML
Esporta in MARC (testo)
Invia tramite E-Mail

Biblioteca

Univ. di Salerno (6)
Univ. Federico II (4)

Tutto
+

MARC Lista (tabellare)

Seleziona tutti

Analytic theory of Itô-stochastic differential equations with non-smooth coefficients / / Haesung Lee, Wilhelm Stannat, Gerald Trutnau

Lee Haesung

Singapore : , : Springer, , [2022]

Materiale a stampa

Lo trovi qui: Univ. Federico II

Opac:

Controlla la disponibilità qui

Analytic theory of Itô-stochastic differential equations with non-smooth coefficients / / Haesung Lee, Wilhelm Stannat, Gerald Trutnau

Lee Haesung

Singapore : , : Springer, , [2022]

Materiale a stampa

Lo trovi qui: Univ. di Salerno

Opac:

Controlla la disponibilità qui

Fractional stochastic differential equations : applications to Covid-19 modeling / / Abdon Atangana and Seda İgret Araz

Atangana Abdon

Singapore : , : Springer, , [2022]

Materiale a stampa

Lo trovi qui: Univ. di Salerno

Opac:

Controlla la disponibilità qui

Fractional stochastic differential equations : applications to Covid-19 modeling / / Abdon Atangana and Seda İgret Araz

Atangana Abdon

Singapore : , : Springer, , [2022]

Materiale a stampa

Lo trovi qui: Univ. Federico II

Opac:

Controlla la disponibilità qui

Geometry and invariance in stochastic dynamics : Verona, Italy, March 25-29, 2019 / / Stefania Ugolini [and four others]

Cham, Switzerland : , : Springer International Publishing, , [2022]

Materiale a stampa

Lo trovi qui: Univ. di Salerno

Opac:

Controlla la disponibilità qui

Mathematical control theory for stochastic partial differential equations / / Qi Lü, Xu Zhang

Lu Qi

Cham, Switzerland : , : Springer, , [2021]

Materiale a stampa

Lo trovi qui: Univ. di Salerno

Opac:

Controlla la disponibilità qui

Mathematical control theory for stochastic partial differential equations / / Qi Lü, Xu Zhang

Lu Qi

Cham, Switzerland : , : Springer, , [2021]

Materiale a stampa

Lo trovi qui: Univ. Federico II

Opac:

Controlla la disponibilità qui

Parameter estimation in stochastic volatility models / / Jaya P. N. Bishwal

Bishwal Jaya P. N.

Cham, Switzerland : , : Springer, , [2022]

Materiale a stampa

Lo trovi qui: Univ. di Salerno

Opac:

Controlla la disponibilità qui

Parameter estimation in stochastic volatility models / / Jaya P. N. Bishwal

Bishwal Jaya P. N.

Cham, Switzerland : , : Springer, , [2022]

Materiale a stampa

Lo trovi qui: Univ. Federico II

Opac:

Controlla la disponibilità qui

Symplectic integration of stochastic Hamiltonian systems / / Jialin Hong and Liying Sun

Hong Jialin

Singapore : , : Springer, , [2022]

Materiale a stampa

Lo trovi qui: Univ. di Salerno

Opac:

Controlla la disponibilità qui

Autore (Ente)

Autore (Convegno)

Opere

Pubbl/distr/stampa

Springer (9)
Springer International Publishing (1)

Lingua di pubblicazione

Inglese (10)

Data

Data di pubblicazione

2022 (8)
2021 (2)

Soggetto (Persona)

Soggetto (Ente)

Soggetto (Convegno)

Soggetto geografico

Soggetto topico

Equacions diferencials estocàstiques (10)
Stochastic differential equations (8)
COVID-19 (2)
Estadística matemàtica (2)
Estimació d'un paràmetre (2)

Altro...

Soggetto genere / forma

Llibres electrònics (10)
Congressos (1)

Autore	Lee Haesung
Pubbl/distr/stampa	Singapore : , : Springer, , [2022]
Descrizione fisica	1 online resource (139 pages)
Disciplina	519.2
Collana	SpringerBriefs in probability and mathematical statistics
Soggetto topico	Stochastic differential equations Equacions diferencials estocàstiques
Soggetto genere / forma	Llibres electrònics
ISBN	981-19-3831-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Intro -- Acknowledgments -- Contents -- Notations and Conventions -- 1 Introduction -- 1.1 Methods and Results -- 1.2 Organization of the Book -- 2 The Abstract Cauchy Problem in Lr-Spaces with Weights -- 2.1 The Abstract Setting, Existence and Uniqueness -- 2.1.1 Framework and Basic Notations -- 2.1.2 Existence of Maximal Extensions on Rd -- 2.1.2.1 Existence of Maximal Extensions on Relatively Compact Subsets VRd -- 2.1.2.2 Existence of Maximal Extensions on the Full Domain Rd -- 2.1.3 Uniqueness of Maximal Extensions on Rd -- 2.1.3.1 Uniqueness of (L, D(L0)0,b) -- 2.1.3.2 Uniqueness of (L, C0∞(Rd )) -- 2.2 Existence and Regularity of Densities to Infinitesimally Invariant Measures -- 2.2.1 Class of Admissible Coefficients and the Main Theorem -- 2.2.2 Proofs -- 2.2.3 Discussion -- 2.3 Regular Solutions to the Abstract Cauchy Problem -- 2.4 Irreducibility of Solutions to the Abstract Cauchy Problem -- 2.5 Comments and References to Related Literature -- 3 Stochastic Differential Equations -- 3.1 Existence -- 3.1.1 Regular Solutions to the Abstract Cauchy Problem as Transition Functions -- 3.1.2 Construction of a Hunt Process -- 3.1.3 Krylov-type Estimate -- 3.1.4 Identification of the Stochastic Differential Equation -- 3.2 Global Properties -- 3.2.1 Non-explosion Results and Moment Inequalities -- 3.2.2 Transience and Recurrence -- 3.2.3 Long Time Behavior: Ergodicity, Existence and Uniqueness of Invariant Measures, Examples/Counterexamples -- 3.3 Uniqueness -- 3.3.1 Pathwise Uniqueness and Strong Solutions -- 3.3.2 Uniqueness in Law (Via L1-Uniqueness) -- 3.4 Comments and References to Related Literature -- 4 Conclusion and Outlook -- References -- Index.
Record Nr.	UNINA-9910590068703321

Autore	Lee Haesung
Pubbl/distr/stampa	Singapore : , : Springer, , [2022]
Descrizione fisica	1 online resource (139 pages)
Disciplina	519.2
Collana	SpringerBriefs in probability and mathematical statistics
Soggetto topico	Stochastic differential equations Equacions diferencials estocàstiques
Soggetto genere / forma	Llibres electrònics
ISBN	981-19-3831-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Intro -- Acknowledgments -- Contents -- Notations and Conventions -- 1 Introduction -- 1.1 Methods and Results -- 1.2 Organization of the Book -- 2 The Abstract Cauchy Problem in Lr-Spaces with Weights -- 2.1 The Abstract Setting, Existence and Uniqueness -- 2.1.1 Framework and Basic Notations -- 2.1.2 Existence of Maximal Extensions on Rd -- 2.1.2.1 Existence of Maximal Extensions on Relatively Compact Subsets VRd -- 2.1.2.2 Existence of Maximal Extensions on the Full Domain Rd -- 2.1.3 Uniqueness of Maximal Extensions on Rd -- 2.1.3.1 Uniqueness of (L, D(L0)0,b) -- 2.1.3.2 Uniqueness of (L, C0∞(Rd )) -- 2.2 Existence and Regularity of Densities to Infinitesimally Invariant Measures -- 2.2.1 Class of Admissible Coefficients and the Main Theorem -- 2.2.2 Proofs -- 2.2.3 Discussion -- 2.3 Regular Solutions to the Abstract Cauchy Problem -- 2.4 Irreducibility of Solutions to the Abstract Cauchy Problem -- 2.5 Comments and References to Related Literature -- 3 Stochastic Differential Equations -- 3.1 Existence -- 3.1.1 Regular Solutions to the Abstract Cauchy Problem as Transition Functions -- 3.1.2 Construction of a Hunt Process -- 3.1.3 Krylov-type Estimate -- 3.1.4 Identification of the Stochastic Differential Equation -- 3.2 Global Properties -- 3.2.1 Non-explosion Results and Moment Inequalities -- 3.2.2 Transience and Recurrence -- 3.2.3 Long Time Behavior: Ergodicity, Existence and Uniqueness of Invariant Measures, Examples/Counterexamples -- 3.3 Uniqueness -- 3.3.1 Pathwise Uniqueness and Strong Solutions -- 3.3.2 Uniqueness in Law (Via L1-Uniqueness) -- 3.4 Comments and References to Related Literature -- 4 Conclusion and Outlook -- References -- Index.
Record Nr.	UNISA-996485661203316

Autore	Atangana Abdon
Pubbl/distr/stampa	Singapore : , : Springer, , [2022]
Descrizione fisica	1 online resource (552 pages)
Disciplina	519.22
Collana	Industrial and Applied Mathematics
Soggetto topico	Stochastic differential equations Fractional differential equations Equacions diferencials estocàstiques COVID-19 Estadística matemàtica
Soggetto genere / forma	Llibres electrònics
ISBN	981-19-0729-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNISA-996472037803316

Autore	Atangana Abdon
Pubbl/distr/stampa	Singapore : , : Springer, , [2022]
Descrizione fisica	1 online resource (552 pages)
Disciplina	519.22
Collana	Industrial and Applied Mathematics
Soggetto topico	Stochastic differential equations Fractional differential equations Equacions diferencials estocàstiques COVID-19 Estadística matemàtica
Soggetto genere / forma	Llibres electrònics
ISBN	981-19-0729-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910564695303321

Pubbl/distr/stampa	Cham, Switzerland : , : Springer International Publishing, , [2022]
Descrizione fisica	1 online resource (273 pages)
Disciplina	519.2
Collana	Springer Proceedings in Mathematics and Statistics
Soggetto topico	Stochastic differential equations Equacions diferencials estocàstiques Stochastic differential equations - Numerical solutions
Soggetto genere / forma	Congressos Llibres electrònics
ISBN	3-030-87432-X
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNISA-996466553103316

Autore	Hong Jialin
Edizione	[1st ed. 2022.]
Pubbl/distr/stampa	Singapore : , : Springer, , [2022]
Descrizione fisica	1 online resource (307 pages)
Disciplina	514.74
Collana	Lecture notes in mathematics
Soggetto topico	Hamiltonian systems Stochastic differential equations Symplectic groups Sistemes hamiltonians Equacions diferencials estocàstiques Grups simplèctics
Soggetto genere / forma	Llibres electrònics
ISBN	981-19-7670-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Chapter 1 Deterministic Hamiltonian System -- Chapter 2 Stochastic Hamiltonian System -- Chapter 3 Stochastic Structure Preserving Numerical Integrators -- Chapter 4 Stochastic Modified Equation and Its Applications -- Chapter 5 Stochastic Hamiltonian Partial Differential Equation.
Record Nr.	UNISA-996511862503316