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Absolute continuity under time shift of trajectories and related stochastic calculus / / Jorg-Uwe Lobus
| 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
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| 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
| 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 |
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Löbus Jörg-Uwe
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||
| 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
| 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 |
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Löbus Jörg-Uwe
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||
| Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial modelling with jump processes / Rama Cont, Peter Tankov
| 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 |
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Cont, Rama
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| 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
| 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 |
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Kigami Jun
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||
| Providence, Rhode Island : , : American Mathematical Society, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Resistance forms, quasisymmetric maps, and heat kernel estimates / / Jun Kigami
| 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 |
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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
| 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 |
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Kigami Jun
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||
| Providence, Rhode Island : , : American Mathematical Society, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain / / Xiaoli Luan, Shuping He, and Fei Liu
| 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 |
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Luan Xiaoli
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| Cham, Switzerland : , : Springer, , [2023] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : de Gruyter, , [2016] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes Stochastic processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
3-11-037807-8
3-11-039232-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Preface to the second edition -- Contents -- 0. Introduction -- 1. Lévy processes and Itô calculus -- 2. Perturbations and properties of the probability law -- 3. Analysis of Wiener-Poisson functionals -- 4. Applications -- Appendix -- Bibliography -- List of symbols -- Index |
| Record Nr. | UNINA-9910466065603321 |
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Ishikawa Yasushi <1959 October 1->
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| Berlin ; ; Boston : , : de Gruyter, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : de Gruyter, , [2016] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes Stochastic processes |
| ISBN |
3-11-037807-8
3-11-039232-1 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Preface to the second edition -- Contents -- 0. Introduction -- 1. Lévy processes and Itô calculus -- 2. Perturbations and properties of the probability law -- 3. Analysis of Wiener-Poisson functionals -- 4. Applications -- Appendix -- Bibliography -- List of symbols -- Index |
| Record Nr. | UNINA-9910798166303321 |
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Ishikawa Yasushi <1959 October 1->
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||
| Berlin ; ; Boston : , : de Gruyter, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||