Absolute continuity under time shift of trajectories and related stochastic calculus / / Jorg-Uwe Lobus |
Autore | Löbus Jörg-Uwe |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2017 |
Descrizione fisica | 1 online resource (148 pages) : illustrations |
Disciplina | 515.222 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Continuity
Stochastic processes Jump processes |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-4137-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910479859303321 |
Löbus Jörg-Uwe | ||
Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Absolute continuity under time shift of trajectories and related stochastic calculus / / Jorg-Uwe Lobus |
Autore | Löbus Jörg-Uwe |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2017 |
Descrizione fisica | 1 online resource (148 pages) : illustrations |
Disciplina | 515.222 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Continuity
Stochastic processes Jump processes |
ISBN | 1-4704-4137-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910796234903321 |
Löbus Jörg-Uwe | ||
Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Absolute continuity under time shift of trajectories and related stochastic calculus / / Jorg-Uwe Lobus |
Autore | Löbus Jörg-Uwe |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2017 |
Descrizione fisica | 1 online resource (148 pages) : illustrations |
Disciplina | 515.222 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Continuity
Stochastic processes Jump processes |
ISBN | 1-4704-4137-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910810450303321 |
Löbus Jörg-Uwe | ||
Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Analysis and design for positive stochastic jump systems / / Wenhai Qi and Guangdeng Zong |
Autore | Zong Guangdeng |
Pubbl/distr/stampa | Singapore : , : Springer, , [2023] |
Descrizione fisica | 1 online resource (219 pages) |
Disciplina | 519.2 |
Collana | Studies in Systems, Decision and Control |
Soggetto topico |
Jump processes
Stochastic control theory |
ISBN | 981-19-5490-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910627245903321 |
Zong Guangdeng | ||
Singapore : , : Springer, , [2023] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Analysis and Design of Markov Jump Discrete Systems / / Yonggui Kao [and three others] |
Autore | Kao Yonggui |
Edizione | [First edition.] |
Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore Pte Ltd, , [2023] |
Descrizione fisica | 1 online resource (200 pages) |
Disciplina | 519.2 |
Collana | Studies in Systems, Decision and Control Series |
Soggetto topico | Jump processes |
ISBN | 981-9957-48-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Intro -- Preface -- Acknowledgements -- Contents -- Symbols -- 1 Introduction -- 1.1 Background -- 1.2 Markov Jump Systems -- 1.3 Several Types of Networked-Induced Phenomena … -- 1.4 Actuator/Sensor Fault -- 1.5 Organization of the Book -- References -- Part I Markov Jump Discrete Systems Under Two Kinds of Network-Induced Phenomena -- 2 Sliding Mode Hinfty Control for Markov Jump Discrete Systems Under Packet Losses -- 2.1 Introduction -- 2.2 Problem Statements and Preliminaries -- 2.3 Main Results -- 2.3.1 Design of Sliding Surface -- 2.3.2 Stochastic Stability with Hinfty Performance -- 2.4 Design of Robust Sliding Mode Controller -- 2.5 Simulation -- 2.6 Conclusion -- References -- 3 Finite-Time Boundedness -- 3.1 Introduction -- 3.2 Problem Statements and Preliminaries -- 3.3 Design of Sliding Surface -- 3.4 Controller Design -- 3.5 Simulation -- 3.6 Conclusion -- References -- 4 Passivity and Control Synthesis -- 4.1 Introduction -- 4.2 Problem Statements and Preliminaries -- 4.3 Design of Sliding Surface -- 4.4 Synthesis of Controller -- 4.5 Controller Design -- 4.6 Simulation -- 4.7 Conclusion -- References -- Part II Markov Jump System Under Deception Attacks -- 5 Hidden Markov Model-Based Control -- 5.1 Introduction -- 5.2 Problem Statements and Preliminaries -- 5.3 Design of Common Sliding Surface -- 5.4 New Reaching Condition and Its Analysis -- 5.5 Simulation -- 5.6 Conclusion -- References -- Part III Markov Jump Systems with Actuator Fault -- 6 Sliding Mode Fault-Tolerant Control -- 6.1 Introduction -- 6.2 Problem Statements and Preliminaries -- 6.3 Design of Sliding Surface and Reachability Analysis -- 6.4 Stochastic Finite-Time Boundness of Closed-Loop System -- 6.5 Computational Algorithm -- 6.6 Simulation -- 6.7 Conclusion -- References -- Part IV Markov Jump Systems with Bumpless Transfer Constraint.
7 Bumpless Transfer Control -- 7.1 Introduction -- 7.2 Problem Statements and Preliminaries -- 7.2.1 State Feedback Based SMBTC of Deterministic Systems -- 7.2.2 A Modified SMBTC Scheme of Deterministic Systems -- 7.2.3 Design of SMBTC for Uncertain Systems via Output Feedback -- 7.2.4 Design of Output-Based Sliding Mode Controller -- 7.2.5 Output Feedback-Based Sliding Mode BT Control Scheme -- 7.3 A Comprehensive Algorithm -- 7.4 Simulation -- 7.5 Conclusion -- References -- 8 Semi-Markov Jump Systems -- 8.1 Introduction -- 8.2 Problem Statements and Preliminaries -- 8.3 Main Results -- 8.3.1 Common SMS Design -- 8.3.2 Admissibility Analysis of Closed-Loop System with Mixed Hinfty and Passivity -- 8.3.3 Adaptive SMC Law Design -- 8.4 Simulations -- 8.5 Conclusion -- References -- 9 Adaptive Fault-Tolerant Control -- 9.1 Introduction -- 9.2 Problem Statements and Preliminaries -- 9.3 Main Results -- 9.3.1 Stability Analysis -- 9.3.2 Synthesis of Sliding-Mode Control Laws -- 9.4 Simulation -- 9.5 Conclusion -- References -- Part V Summary -- 10 Conclusion and Future Research Direction -- 10.1 Conclusion -- 10.2 Future Research Direction. |
Record Nr. | UNINA-9910765477003321 |
Kao Yonggui | ||
Singapore : , : Springer Nature Singapore Pte Ltd, , [2023] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Financial modelling with jump processes / Rama Cont, Peter Tankov |
Autore | Cont, Rama |
Pubbl/distr/stampa | Boca Raton, Fla. : Chapman & Hall/CRC, c2004 |
Descrizione fisica | xvi, 535 p. : ill. ; 24 cm |
Disciplina | 332.01519233 |
Altri autori (Persone) | Tankov, Peterauthor |
Collana | Chapman & Hall/CRC financial mathematics series |
Soggetto topico |
Finance - Mathematical models
Jump processes |
ISBN | 1584884134 |
Classificazione |
AMS 91B
LC HG106.C66 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000350719707536 |
Cont, Rama | ||
Boca Raton, Fla. : Chapman & Hall/CRC, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
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Resistance forms, quasisymmetric maps, and heat kernel estimates / / Jun Kigami |
Autore | Kigami Jun |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2011 |
Descrizione fisica | 1 online resource (132 p.) |
Disciplina | 515/.9 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Quasiconformal mappings
Greenn's functions Jump processes |
Soggetto genere / forma | Electronic books. |
ISBN | 0-8218-8523-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""Part 1. Resistance forms and heat kernels""; ""Chapter 2. Topology associated with a subspace of functions""; ""Chapter 3. Basics on resistance forms ""; ""Chapter 4. The Green function""; ""Chapter 5. Topologies associated with resistance forms""; ""Chapter 6. Regularity of resistance forms""; ""Chapter 7. Annulus comparable condition and local property""; ""Chapter 8. Trace of resistance form""; ""Chapter 9. Resistance forms as Dirichlet forms""; ""Chapter 10. Transition density""; ""Part 2. Quasisymmetric metrics and volume doubling measures""
""Chapter 11. Semi-quasisymmetric metrics""""Chapter 12. Quasisymmetric metrics""; ""Chapter 13. Relations of measures and metrics""; ""Chapter 14. Construction of quasisymmetric metrics""; ""Part 3. Volume doubling measures and heat kernel estimates""; ""Chapter 15. Main results on heat kernel estimates""; ""Chapter 16. Example: the -stable process on R""; ""Chapter 17. Basic tools in heat kernel estimates""; ""Chapter 18. Proof of Theorem 15.6""; ""Chapter 19. Proof of Theorems 15.10, 15.11 and 15.13""; ""Part 4. Random Sierpinski gaskets""; ""Chapter 20. Generalized Sierpinski gasket"" ""Chapter 21. Random Sierpinski gasket""""Chapter 22. Resistance forms on Random Sierpinski gaskets""; ""Chapter 23. Volume doubling property""; ""Chapter 24. Homogeneous case""; ""Chapter 25. Introducing randomness""; ""Bibliography""; ""Assumptions, Conditions and Properties in Parentheses""; ""List of Notations""; ""Index"" |
Record Nr. | UNINA-9910480509503321 |
Kigami Jun | ||
Providence, Rhode Island : , : American Mathematical Society, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Resistance forms, quasisymmetric maps, and heat kernel estimates / / Jun Kigami |
Autore | Kigami Jun |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2011 |
Descrizione fisica | 1 online resource (132 p.) |
Disciplina | 515/.9 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Quasiconformal mappings
Greenn's functions Jump processes |
ISBN | 0-8218-8523-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""Part 1. Resistance forms and heat kernels""; ""Chapter 2. Topology associated with a subspace of functions""; ""Chapter 3. Basics on resistance forms ""; ""Chapter 4. The Green function""; ""Chapter 5. Topologies associated with resistance forms""; ""Chapter 6. Regularity of resistance forms""; ""Chapter 7. Annulus comparable condition and local property""; ""Chapter 8. Trace of resistance form""; ""Chapter 9. Resistance forms as Dirichlet forms""; ""Chapter 10. Transition density""; ""Part 2. Quasisymmetric metrics and volume doubling measures""
""Chapter 11. Semi-quasisymmetric metrics""""Chapter 12. Quasisymmetric metrics""; ""Chapter 13. Relations of measures and metrics""; ""Chapter 14. Construction of quasisymmetric metrics""; ""Part 3. Volume doubling measures and heat kernel estimates""; ""Chapter 15. Main results on heat kernel estimates""; ""Chapter 16. Example: the -stable process on R""; ""Chapter 17. Basic tools in heat kernel estimates""; ""Chapter 18. Proof of Theorem 15.6""; ""Chapter 19. Proof of Theorems 15.10, 15.11 and 15.13""; ""Part 4. Random Sierpinski gaskets""; ""Chapter 20. Generalized Sierpinski gasket"" ""Chapter 21. Random Sierpinski gasket""""Chapter 22. Resistance forms on Random Sierpinski gaskets""; ""Chapter 23. Volume doubling property""; ""Chapter 24. Homogeneous case""; ""Chapter 25. Introducing randomness""; ""Bibliography""; ""Assumptions, Conditions and Properties in Parentheses""; ""List of Notations""; ""Index"" |
Record Nr. | UNINA-9910788617303321 |
Kigami Jun | ||
Providence, Rhode Island : , : American Mathematical Society, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Resistance forms, quasisymmetric maps, and heat kernel estimates / / Jun Kigami |
Autore | Kigami Jun |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2011 |
Descrizione fisica | 1 online resource (132 p.) |
Disciplina | 515/.9 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Quasiconformal mappings
Greenn's functions Jump processes |
ISBN | 0-8218-8523-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""Part 1. Resistance forms and heat kernels""; ""Chapter 2. Topology associated with a subspace of functions""; ""Chapter 3. Basics on resistance forms ""; ""Chapter 4. The Green function""; ""Chapter 5. Topologies associated with resistance forms""; ""Chapter 6. Regularity of resistance forms""; ""Chapter 7. Annulus comparable condition and local property""; ""Chapter 8. Trace of resistance form""; ""Chapter 9. Resistance forms as Dirichlet forms""; ""Chapter 10. Transition density""; ""Part 2. Quasisymmetric metrics and volume doubling measures""
""Chapter 11. Semi-quasisymmetric metrics""""Chapter 12. Quasisymmetric metrics""; ""Chapter 13. Relations of measures and metrics""; ""Chapter 14. Construction of quasisymmetric metrics""; ""Part 3. Volume doubling measures and heat kernel estimates""; ""Chapter 15. Main results on heat kernel estimates""; ""Chapter 16. Example: the -stable process on R""; ""Chapter 17. Basic tools in heat kernel estimates""; ""Chapter 18. Proof of Theorem 15.6""; ""Chapter 19. Proof of Theorems 15.10, 15.11 and 15.13""; ""Part 4. Random Sierpinski gaskets""; ""Chapter 20. Generalized Sierpinski gasket"" ""Chapter 21. Random Sierpinski gasket""""Chapter 22. Resistance forms on Random Sierpinski gaskets""; ""Chapter 23. Volume doubling property""; ""Chapter 24. Homogeneous case""; ""Chapter 25. Introducing randomness""; ""Bibliography""; ""Assumptions, Conditions and Properties in Parentheses""; ""List of Notations""; ""Index"" |
Record Nr. | UNINA-9910818809903321 |
Kigami Jun | ||
Providence, Rhode Island : , : American Mathematical Society, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain / / Xiaoli Luan, Shuping He, and Fei Liu |
Autore | Luan Xiaoli |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2023] |
Descrizione fisica | 1 online resource (212 pages) |
Disciplina | 629.8312 |
Collana | Lecture Notes in Control and Information Sciences Series |
Soggetto topico |
Control theory
Jump processes Markov processes Time-domain analysis |
ISBN | 3-031-22182-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1. Introduction -- 2. Finite-Time Stability and Stabilization for Discrete-Time Jumping Systems -- 3. Finite-Time Stability and Stabilization for Jumping Systems Governed by Deterministic Switches -- 4. Finite-Time Stability and Stabilization for Jumping Systems with Non-Homogenous Transition Probabilities -- 5. Finite-Time H-Infinity Control for Multi-Mode Jumping Systems -- 6. Sliding Mode Control for Jumping Systems in Finite Time Domain -- 7. Finite-Time Multiple Frequency Control for Jumping Systems Based on De-Randomization -- 8. Self-Triggered Finite-Time Control for Multi-Mode Jumping Systems -- 9. High-Order Moment Stabilization for Jumping Systems in Finite Time Domain -- 10. Conclusion. |
Record Nr. | UNINA-9910659494103321 |
Luan Xiaoli | ||
Cham, Switzerland : , : Springer, , [2023] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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