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Computational Finance with R / / by Rituparna Sen, Sourish Das
| Computational Finance with R / / by Rituparna Sen, Sourish Das |
| Autore | Sen Rituparna |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (352 pages) |
| Disciplina | 332.028553 |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Statistics
Social sciences - Mathematics Stochastic analysis Machine learning Statistics - Computer programs Statistics in Business, Management, Economics, Finance, Insurance Mathematics in Business, Economics and Finance Stochastic Analysis Machine Learning Statistical Software |
| ISBN | 981-19-2008-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. Numerical Methods -- 1. Preliminaries -- 2. Solving a System of Linear Equations -- 3. Solving Non-Linear Equations -- 4. Numerical Integration -- 5. Numerical Differentiation -- 6. Numerical Methods for PDE -- 7. Optimization -- Part II. Simulation Methods -- 8. Monte-Carlo Methods -- 9. Lattice Models -- 10. Simulating Brownian Motion -- 11. Variance Reduction -- 12. Bayesian Computation with Stan -- 13. Resampling -- Part III. Statistical Methods -- 14. Descriptive Methods -- 15. Inferential Statistics -- 16. Statistical Risk Analysis -- 17. Multivariate Analysis -- 18. Univariate Time Series -- 19. Multivariate Time Series -- 20. High Frequency Data -- 21. Supervised Learning -- 22. Unsupervised Learning -- Appendix -- A. Basics of Mathematical Finance -- B. Introduction to R -- C. Extreme Value Theory in Finance -- Bibliography. . |
| Record Nr. | UNINA-9910733712103321 |
Sen Rituparna
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Deep Statistical Comparison for Meta-heuristic Stochastic Optimization Algorithms / / by Tome Eftimov, Peter Korošec
| Deep Statistical Comparison for Meta-heuristic Stochastic Optimization Algorithms / / by Tome Eftimov, Peter Korošec |
| Autore | Eftimov Tome |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (141 pages) |
| Disciplina |
519.3
519.6 |
| Collana | Natural Computing Series |
| Soggetto topico |
Artificial intelligence
Stochastic analysis Statistics Artificial Intelligence Stochastic Analysis Optimització matemàtica Intel·ligència artificial |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-96917-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Metaheuristic Stochastic Optimization -- Benchmarking Theory -- Introduction to Statistical Analysis -- Approaches to Statistical Comparisons -- Deep Statistical Comparison in Single-Objective Optimization -- Deep Statistical Comparison in Multiobjective Optimization -- DSCTool: A Web-Service-Based E-Learning Tool -- Summary. |
| Record Nr. | UNINA-9910734092203321 |
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Eftimov Tome
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dirichlet Forms and Related Topics : In Honor of Masatoshi Fukushima’s Beiju, IWDFRT 2022, Osaka, Japan, August 22–26 / / edited by Zhen-Qing Chen, Masayoshi Takeda, Toshihiro Uemura
| Dirichlet Forms and Related Topics : In Honor of Masatoshi Fukushima’s Beiju, IWDFRT 2022, Osaka, Japan, August 22–26 / / edited by Zhen-Qing Chen, Masayoshi Takeda, Toshihiro Uemura |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (572 pages) |
| Disciplina | 519.2 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Probabilities
Markov processes Stochastic analysis Potential theory (Mathematics) Probability Theory Markov Process Stochastic Analysis Potential Theory |
| ISBN | 981-19-4672-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- List of Masatoshi Fukushima's Publications -- Contents -- Markov Uniqueness and Fokker-Planck-Kolmogorov Equations -- 1 Introduction and Framework -- 2 The Main Idea and a Parabolic Condition for Uniqueness -- 3 Some Uniqueness Results for FPKEs -- 3.1 Fokker-Planck-Kolmogorov Equations -- 3.2 Nondegenerate VMO Diffusion Coefficients -- 3.3 Nondegenerate Locally Lipschitz Diffusion Coefficients -- 3.4 Nondegenerate Diffusion Coefficients and the Lyapunov Function Condition -- 3.5 Degenerate Diffusion Coefficients -- 4 Applications to the Markov Uniqueness Problem -- 4.1 The Framework -- 4.2 Nondegenerate VMO Diffusion Coefficients -- 4.3 Nondegenerate Locally Lipschitz Diffusion Coefficients -- 4.4 Nondegenerate Diffusion Coefficients and Lyapunov Function Conditions -- 4.5 Degenerate Diffusion Coefficients -- References -- A Chip-Firing and a Riemann-Roch Theorem on an Ultrametric Space -- 1 Introduction -- 2 Laplacian and Riemann-Roch Theorem on Ultrametric Space with Finite Vertices -- 3 Unification of Ultrametric Space with Finite Verteces -- 4 Riemann-Roch Theorem on Ultrametric Space with Countably Many Vertices -- References -- Hermitizable, Isospectral Matrices or Differential Operators -- 1 Hermitizable, Isospectral Matrices -- 2 Hermitizable, Isospectral Differential Operators -- References -- On Strongly Continuous Markovian Semigroups -- References -- Two-Sided Heat Kernel Estimates for Symmetric Diffusion Processes with Jumps: Recent Results -- 1 Introduction -- 2 Stability of Heat Kernel Estimates for Symmetric Diffusions with Jumps -- 2.1 Two-Sided Heat Kernel Estimates -- 2.2 Example -- 3 Symmetric Reflected Diffusions with Jumps in Inner Uniform Domains -- 3.1 Reflected Diffusions on Inner Uniform Domains -- 3.2 Reflected Diffusions with Jumps.
3.3 Heat Kernel Estimates for the beta Subscript asterisk Baseline less than or equals beta Superscript asterisk Baseline less than or equals normal infinityβ*leβ* leinfty in StartSet 0 Subscript plus Baseline EndSet union left parenthesis 0 comma normal infinity right bracket{0+}(0, infty] Case -- 3.4 Discussion on Off-Diagonal Heat Kernel Upper Bound -- 3.5 Example -- References -- On Non-negative Solutions to Space-Time Partial Differential Equations of Higher Order -- 1 Introduction -- 2 An Abstract Problem -- 3 Some Translation Invariant Pseudo-differential Operators -- 4 Some Discussions on the Case upper N equals 2N=2 -- 5 Higher Order Partial Differential Equations Admitting Non-negative Solutions -- References -- Monotonicity Properties of Regenerative Sets and Lorden's Inequality -- 1 Introduction -- 2 Lorden's Inequality -- 3 Monotone Potential Density -- 4 Concluding Remarks -- References -- Doob Decomposition, Dirichlet Processes, and Entropies on Wiener Space -- 1 Introduction -- 2 Doob Decomposition in Continuous Time -- 3 Entropies and Couplings on Wiener Space -- References -- Analysis on Fractal Spaces and Heat Kernels -- 1 Introduction -- 2 Classical Heat Kernel -- 3 Examples of Fractals -- 4 Dirichlet Forms -- 5 Walk Dimension -- 6 Besov Spaces and Characterization of betaβ -- 7 Dichotomy of Self-similar Heat Kernels -- 8 Estimating Heat Kernels: Strongly Local Case -- 9 Estimating Heat Kernels: Jump Case -- 10 Ultra-metric Spaces -- References -- Silverstein Extension and Fukushima Extension -- 1 Introduction -- 2 Silverstein Extensions -- 3 Fukushima Extensions -- 4 Examples of Fukushima Extensions -- 5 Fukushima Subspaces -- 6 Example: Revisit -- References -- Singularity of Energy Measures on a Class of Inhomogeneous Sierpinski Gaskets -- 1 Introduction -- 2 Framework and Statement of Theorems -- 3 Preliminary Lemmas. 4 Proof of the Main Results -- 5 Concluding Remarks -- References -- On upper L Superscript pLp Liouville Theorems for Dirichlet Forms -- 1 Introduction -- 2 Fukushima's Ergodic Theorem -- 3 Regular Dirichlet Forms and Harmonic Functions -- 3.1 Basic Notions and Intrinsic Metrics -- 3.2 Harmonic Functions -- 4 A Caccioppoli Inequality -- 5 Proof of Yau's and Karp's Theorem and Recurrence -- 5.1 Proof of Yau's and Karp's Theorem -- 5.2 Proof of the Growth Test for Recurrence -- References -- On Singularity of Energy Measures for Symmetric Diffusions with Full Off-Diagonal Heat Kernel Estimates II: Some Borderline Examples -- 1 Introduction -- 2 The Examples: Thin Scale Irregular Sierpiński Gaskets -- 3 Space-Time Scale Function upper Psi Subscript bold italic ll and fHKEfHKE left parenthesis upper Psi Subscript bold italic l Baseline right parenthesisfHKE(l) -- 4 Singularity of the Energy Measures -- 5 Realizing Arbitrarily Slow Decay Rates of upper Psi left parenthesis r right parenthesis divided by r squared(r)/r2 -- References -- Scattering Lengths for Additive Functionals and Their Semi-classical Asymptotics -- 1 Introduction -- 2 Scattering Length for Additive Functionals -- 3 Kac's Scattering Length Formula -- 4 Semi-classical Asymptotics for Scattering Length -- References -- Equivalence of the Strong Feller Properties of Analytic Semigroups and Associated Resolvents -- 1 Introduction -- 2 Preliminaries -- 3 Equivalence of the Strong Feller Properties -- 4 Application to Markov Processes Associated with Lower Bounded Semi-Dirichlet Forms -- References -- Interactions Between Trees and Loops, and Their Representation in Fock Space -- 1 Framework and Definitions -- 2 Interaction Between Tree and Loops -- 3 Fock Spaces -- 4 Local Interaction in Supersymmetric Fock Space -- References -- Remarks on Quasi-regular Dirichlet Subspaces. 1 Introduction -- 2 Quasi-regular Dirichlet Subspaces -- 3 Quasi-regular Dirichlet Subspaces of Concrete Dirichlet Forms -- 3.1 One-Dimensional Brownian Motion -- 3.2 Multi-dimensional Brownian Motion -- 4 Further Remarks -- References -- Power-Law Dynamic Arising from Machine Learning -- 1 Introduction -- 2 Background and Preliminaries on Power-Law Dynamic -- 2.1 Background in Machine Learning -- 2.2 Preliminaries on Power-Law Dynamic -- 3 Property of the Stationary Distribution -- 4 Existence and Uniqueness of the Stationary Distribution -- 5 First Exit Time: Asymptotic Order -- 6 First Exit Time: From Continuous to Discrete -- References -- Hölder Estimates for Resolvents of Time-Changed Brownian Motions -- 1 Introduction -- 2 Main Results -- 3 Preliminary Lemmas -- 4 Proof of Theorem 1 -- References -- On the Continuity of Half-Plane Capacity with Respect to Carathéodory Convergence -- 1 Introduction -- 2 Study on the Upper Half-Plane -- 2.1 Basic Definitions and Proof of Theorem1 -- 2.2 Strict Monotonicity -- 3 Study on Parallel Slit Half-Planes -- 3.1 BMD Half-Plane Capacity -- 3.2 Markov Chains Induced by BMD -- 3.3 Uniform Regularity of Slit Domains -- 4 Relation to Geometric Function Theory -- 4.1 Half-Plane Capacity and Angular Residue at Infinity -- 4.2 Carathéodory Convergence and Locally Uniform Convergence -- References -- Dyson's Model in Infinite Dimensions Is Irreducible -- 1 Introduction -- 2 The MathID170 m-Labeled Process and the Lyons-Zheng Decomposition -- 3 Proof of Theorems 2 and 3 -- 4 Proof of Theorem 1 -- References -- (Weak) Hardy and Poincaré Inequalities and Criticality Theory -- 1 Introduction -- 2 Preliminaries -- 2.1 Closed Quadratic Forms on upper L squared left parenthesis upper X comma mu right parenthesisL2(X,µ) and upper L Superscript 0 Baseline left parenthesis upper X comma mu right parenthesisL0(X,µ). 2.2 Extensions of Positivity Preserving Operators -- 3 The Beurling-Deny Criteria, Excessive Functions and Extended Forms -- 3.1 Basics and Excessive Functions -- 3.2 The Extensions q Subscript eqe and q Superscript plusq+ -- 3.3 Invariant Sets and Irreducibilty -- 4 (Very) Weak and Abstract Poincaré and Hardy inequalities -- 5 From Weak Hardy Inequalities to Hardy Inequalities-Subcriticality -- 6 Weak Poincaré Inequalities and Completeness of Extended form Domains -- References -- Maximal Displacement of Branching Symmetric Stable Processes -- 1 Introduction -- 2 Symmetric Stable Processes -- 2.1 Resolvent Asymptotics -- 2.2 Spectral Properties of Schrödinger Type Operators with the Fractional Laplacian -- 2.3 Asymptotic Behaviors of Feynman-Kac Functionals -- 3 Maximal Displacement of Branching Symmetric Stable Processes -- 3.1 Branching Symmetric Stable Processes -- 3.2 Weak Convergence and Tail Asymptotics -- 3.3 Examples -- 4 Proof of Theorem 17 -- References -- Random Riemannian Geometry in 4 Dimensions -- 1 Random Riemannian Geometries and Conformal Invariance -- 2 Paneitz Energy on 4-Dimensional Manifolds -- 3 Co-biharmonic Gaussian Field and Quantum Liouville Measure -- 3.1 Conformally Invariant Gaussian Field -- 3.2 Quantum Liouville Measure -- 4 Approximation by Random Fields and Liouville Measures on the Discrete 4-Torus -- 4.1 The Isotropic Haar System -- 4.2 The Semi-discrete Gaussian Field -- 4.3 The Semi-discrete Liouville Measure -- 4.4 Discrete Random Objects -- References -- Infinite Particle Systems with Hard-Core and Long-Range Interaction -- 1 Introduction -- 2 Preliminaries -- 2.1 Systems of Unlabeled Hard Balls -- 2.2 Systems of Labeled Balls -- 2.3 Skorohod Equation -- 3 Results -- 3.1 Existence of a Weak Solution -- 3.2 Statement of the Results -- 4 Proof of the Main Theorem -- 4.1 Finite Cluster Property. 4.2 On the Lipschitz Continuity of b Subscript bold italic upper X Superscript double struck upper IbXmathbbI. |
| Record Nr. | UNINA-9910591040303321 |
| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Extreme Values In Random Sequences / / by Pavle Mladenović
| Extreme Values In Random Sequences / / by Pavle Mladenović |
| Autore | Mladenović Pavle |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (287 pages) |
| Disciplina | 519 |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Probabilities
Stochastic processes Stochastic analysis Applied Probability Stochastic Processes Stochastic Analysis |
| ISBN | 3-031-57412-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Regularly Varying Functions -- Basic Results of Extreme Value Theory -- Time Series and Missing Observations -- Combinatorial Problems and Extreme Values -- Bibliography -- Index. |
| Record Nr. | UNINA-9910861093703321 |
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Mladenović Pavle
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Kolmogorov Operators and Their Applications / / edited by Stéphane Menozzi, Andrea Pascucci, Sergio Polidoro
| Kolmogorov Operators and Their Applications / / edited by Stéphane Menozzi, Andrea Pascucci, Sergio Polidoro |
| Autore | Menozzi Stéphane |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (354 pages) |
| Disciplina | 515.35 |
| Altri autori (Persone) |
PascucciAndrea
PolidoroSergio |
| Collana | Springer INdAM Series |
| Soggetto topico |
Differential equations
Stochastic analysis Differential Equations Stochastic Analysis |
| ISBN |
9789819702251
9819702259 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Local Regularity for the Landau Equation (with Coulomb Interaction Potential) -- Chapter 2. L 2 Hypocoercivity methods for kinetic Fokker-Planck equations with factorised Gibbs states -- Chapter 3. New Perspectives on recent trends for Kolmogorov operators -- Chapter 4. Schauder estimates for Kolmogorov-Fokker-Planck operators with coefficients measurable in time and Holder continuous in space.-Chapter 5. A new proof of the geometric Soboleva embedding for generalised Kolmogorov operators -- Chapter 6. Intrinsic Taylor formula for non-homogeneous Kolmogorov-type Lie groups -- Chapter 7. Form-boundedness and sdes with singular drift -- Chapter 8. About the regularity of degenerate non-local Kolmogorov operators under diffusive perturbations -- Chapter 9. Integration by parts formula for exit times of one dimensional diffusions -- Chapter 10. On averaged control and iteration improvement for a class of multidimensional ergodicdiffusions. |
| Record Nr. | UNINA-9910865258903321 |
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Menozzi Stéphane
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modern Trends in Controlled Stochastic Processes : Theory and Applications, V.III / / edited by Alexey Piunovskiy, Yi Zhang
| Modern Trends in Controlled Stochastic Processes : Theory and Applications, V.III / / edited by Alexey Piunovskiy, Yi Zhang |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (XII, 356 p. 67 illus., 42 illus. in color.) |
| Disciplina | 629.8312 |
| Collana | Emergence, Complexity and Computation |
| Soggetto topico |
Dynamics
Nonlinear theories Engineering - Data processing Computational intelligence Nonlinear Optics Stochastic analysis Applied Dynamical Systems Data Engineering Computational Intelligence Stochastic Analysis |
| ISBN | 3-030-76928-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities -- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes -- Controlled Random Walk: Conjecture and Counter-Example -- Optimal Stopping Problems for a Family of Continuous-Time Markov Processes -- Control of Continuous-Time Markov Jump Linear Systems with Partial Information. |
| Record Nr. | UNINA-9910483193203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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New Frontiers in Bayesian Statistics : BAYSM 2021, Online, September 1–3 / / edited by Raffaele Argiento, Federico Camerlenghi, Sally Paganin
| New Frontiers in Bayesian Statistics : BAYSM 2021, Online, September 1–3 / / edited by Raffaele Argiento, Federico Camerlenghi, Sally Paganin |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (122 pages) |
| Disciplina | 519.542 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Mathematical statistics
Stochastic processes Stochastic models Stochastic analysis Markov processes Mathematical Statistics Stochastic Networks Stochastic Modelling Stochastic Analysis Markov Process Stochastic Processes |
| ISBN | 3-031-16427-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Andrej Srakar, Approximate Bayesian algorithm for tensor robust principal component analysis -- 2 Yuanqi Chu, Xueping Hu, Keming Yu, Bayesian Quantile Regression for Big Data Analysis -- 3 Peter Strong, Alys McAlphine, Jim Smith, Towards A Bayesian Analysis of Migration Pathways using Chain Event Graphs of Agent Based Models -- 4 Giorgos Tzoumerkas, Dimitris Fouskakis, Power-Expected-Posterior Methodology with Baseline Shrinkage Priors -- 5 Mica Teo, Sara Wade, Bayesian nonparametric scalar-on-image regression via Potts-Gibbs random partition models -- 6 Alessandro Colombi, Block Structured Graph Priors in Gaussian Graphical Models -- 7 Jessica Pavani, Paula Moraga, A Bayesian joint spatio-temporal model for multiple mosquito-borne diseases -- 8 Ivan Gutierrez, Luis Gutierrez, Danilo Alvare, A Bayesian nonparametric test for cross-group differences relative to a control -- 9 Francesco Gaffi, Antonio Lijoi, Igor Pruenster, Specification of the base measure of nonparametric priors via random means -- 10 Matteo Pedone, Raffaele Argiento, Francesco Claudio Stingo, Bayesian Nonparametric Predictive Modeling for Personalized Treatment Selection -- 11 Gabriel Calvo, carmen armero, Virgilio Gómez-Rubio, Guido Mazzinari, Bayesian growth curve model for studying the intra-abdominal volume during pneumoperitoneum for laparoscopic surgery. |
| Record Nr. | UNINA-9910632477903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts / / by Viorel Barbu, Michael Röckner
| Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts / / by Viorel Barbu, Michael Röckner |
| Autore | Barbu Viorel |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (219 pages) |
| Disciplina | 530.15 |
| Altri autori (Persone) | RöcknerMichael |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Mathematical physics
Differential equations Stochastic analysis Mathematical Physics Differential Equations Stochastic Analysis Física matemàtica Equacions diferencials no lineals Anàlisi estocàstica Equació de Fokker-Planck |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031617348
9783031617331 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | - Introduction -- Existence of nonlinear Fokker–Planck flows -- Time dependent Fokker–Planck equations -- Convergence to equilibrium of nonlinear Fokker–Planck flows -- Markov processes associated with nonlinear Fokker–Planck equations -- Appendix. |
| Record Nr. | UNINA-9910865237703321 |
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Barbu Viorel
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Notes on Tug-of-War Games and the p-Laplace Equation / / by Mikko Parviainen
| Notes on Tug-of-War Games and the p-Laplace Equation / / by Mikko Parviainen |
| Autore | Parviainen Mikko |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (83 pages) |
| Disciplina | 519.22 |
| Collana | SpringerBriefs on PDEs and Data Science |
| Soggetto topico |
Stochastic analysis
Game theory Differential equations Discrete mathematics Stochastic Analysis Game Theory Differential Equations Discrete Mathematics |
| ISBN | 9789819978793 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Chapter 2. Viscosity Solutions -- Chapter 3. Stochastic Tug-of-War Game -- Chapter 4. Cancellation Method for Regularity of the Tug-of-War with Noise -- Chapter 5. Mean Value Characterizations -- Chapter 6. Further Regularity Methods -- Chapter 7. Open Problems and Comments. |
| Record Nr. | UNINA-9910841865903321 |
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Parviainen Mikko
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Numerical Methods for Extreme Responses of Dynamical Systems : Finite Dimensional Models / / by Mircea D. Grigoriu
| Numerical Methods for Extreme Responses of Dynamical Systems : Finite Dimensional Models / / by Mircea D. Grigoriu |
| Autore | Grigoriu Mircea D |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (619 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Stochastic processes Engineering mathematics Engineering - Data processing Stochastic Analysis Stochastic Processes Stochastic Systems and Control Engineering Mathematics Mathematical and Computational Engineering Applications Anàlisi estocàstica Processos estocàstics Enginyeria Processament de dades |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031750236
9783031750229 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction.-, Primer of probability theory -- , Random vectors and processes -- , Convergence of random elements -- , Extremes of random processes by finite dimensional (FD) models -- , Extremes of solutions of stochastic differential equations by finite dimensional (FD) models. |
| Record Nr. | UNINA-9910983315803321 |
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Grigoriu Mircea D
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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