Analytic theory of Itô-stochastic differential equations with non-smooth coefficients / / Haesung Lee, Wilhelm Stannat, Gerald Trutnau |
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 |
Lee Haesung | ||
Singapore : , : Springer, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Analytic theory of Itô-stochastic differential equations with non-smooth coefficients / / Haesung Lee, Wilhelm Stannat, Gerald Trutnau |
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 |
Lee Haesung | ||
Singapore : , : Springer, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Fractional stochastic differential equations : applications to Covid-19 modeling / / Abdon Atangana and Seda İgret Araz |
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 |
Atangana Abdon | ||
Singapore : , : Springer, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Fractional stochastic differential equations : applications to Covid-19 modeling / / Abdon Atangana and Seda İgret Araz |
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 |
Atangana Abdon | ||
Singapore : , : Springer, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Geometry and invariance in stochastic dynamics : Verona, Italy, March 25-29, 2019 / / Stefania Ugolini [and four others] |
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. | UNINA-9910544859003321 |
Cham, Switzerland : , : Springer International Publishing, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Geometry and invariance in stochastic dynamics : Verona, Italy, March 25-29, 2019 / / Stefania Ugolini [and four others] |
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 |
Cham, Switzerland : , : Springer International Publishing, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Mathematical control theory for stochastic partial differential equations / / Qi Lü, Xu Zhang |
Autore | Lu Qi |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (598 pages) |
Disciplina | 003.76 |
Collana | Probability Theory and Stochastic Modelling |
Soggetto topico |
Stochastic control theory
Equacions diferencials estocàstiques |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-82331-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996466411603316 |
Lu Qi | ||
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Mathematical control theory for stochastic partial differential equations / / Qi Lü, Xu Zhang |
Autore | Lu Qi |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (598 pages) |
Disciplina | 003.76 |
Collana | Probability Theory and Stochastic Modelling |
Soggetto topico |
Stochastic control theory
Equacions diferencials estocàstiques |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-82331-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910503000403321 |
Lu Qi | ||
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Parameter estimation in stochastic volatility models / / Jaya P. N. Bishwal |
Autore | Bishwal Jaya P. N. |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
Descrizione fisica | 1 online resource (634 pages) |
Disciplina | 519.544 |
Soggetto topico |
Parameter estimation
Stochastic differential equations Estimació d'un paràmetre Equacions diferencials estocàstiques |
Soggetto genere / forma | Llibres electrònics |
ISBN |
9783031038617
9783031038600 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996485660303316 |
Bishwal Jaya P. N. | ||
Cham, Switzerland : , : Springer, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Parameter estimation in stochastic volatility models / / Jaya P. N. Bishwal |
Autore | Bishwal Jaya P. N. |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
Descrizione fisica | 1 online resource (634 pages) |
Disciplina | 519.544 |
Soggetto topico |
Parameter estimation
Stochastic differential equations Estimació d'un paràmetre Equacions diferencials estocàstiques |
Soggetto genere / forma | Llibres electrònics |
ISBN |
9783031038617
9783031038600 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910586581103321 |
Bishwal Jaya P. N. | ||
Cham, Switzerland : , : Springer, , [2022] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|