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Continuous strong Markov processes in dimension one : a stochastic calculus approach / / Sigurd Assing, Wolfgang M. Schmidt
| Continuous strong Markov processes in dimension one : a stochastic calculus approach / / Sigurd Assing, Wolfgang M. Schmidt |
| Autore | Assing Sigurd <1965-> |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin : , : Springer, , [1998] |
| Descrizione fisica | 1 online resource (XII, 140 p.) |
| Disciplina | 519.233 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Markov processes
Stochastic integral equations |
| ISBN | 3-540-69786-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basic concepts and preparatory results -- Classification of the points of the state space -- Weakly additive functionals and time change of strong Markov processes -- Semimartingale decomposition of continuous strong Markov semimartingales -- Occupation time formula -- Construction of continuous strong Markov processes -- Continuous strong Markov semimartingales as solutions of stochastic differential equations. |
| Record Nr. | UNINA-9910146302003321 |
Assing Sigurd <1965->
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| Berlin : , : Springer, , [1998] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Continuous strong Markov processes in dimension one : a stochastic calculus approach / / Sigurd Assing, Wolfgang M. Schmidt
| Continuous strong Markov processes in dimension one : a stochastic calculus approach / / Sigurd Assing, Wolfgang M. Schmidt |
| Autore | Assing Sigurd <1965-> |
| Edizione | [1st ed. 1998.] |
| Pubbl/distr/stampa | Berlin : , : Springer, , [1998] |
| Descrizione fisica | 1 online resource (XII, 140 p.) |
| Disciplina | 519.233 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Markov processes
Stochastic integral equations |
| ISBN | 3-540-69786-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basic concepts and preparatory results -- Classification of the points of the state space -- Weakly additive functionals and time change of strong Markov processes -- Semimartingale decomposition of continuous strong Markov semimartingales -- Occupation time formula -- Construction of continuous strong Markov processes -- Continuous strong Markov semimartingales as solutions of stochastic differential equations. |
| Record Nr. | UNISA-996466872203316 |
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Assing Sigurd <1965->
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||
| Berlin : , : Springer, , [1998] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Continuous strong Markov processes in dimension one : a stochastic calculus approach / Sigurd Assing, Wolfgang M. Schmidt
| Continuous strong Markov processes in dimension one : a stochastic calculus approach / Sigurd Assing, Wolfgang M. Schmidt |
| Autore | Assing, Sigurd |
| Pubbl/distr/stampa | Berlin ; Heidelberg ; New York : Springer-Verlag, c1998 |
| Descrizione fisica | xii, 135 p. ; 24 cm |
| Disciplina | 519.233 |
| Altri autori (Persone) | Schmidt, Wolfgang M. |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1688 |
| Soggetto topico |
Markov processes
Stochastic integral equations |
| ISBN | 3540644652 |
| Classificazione |
AMS 60G44
AMS 60H20 AMS 60J25 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000787209707536 |
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Assing, Sigurd
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| Berlin ; Heidelberg ; New York : Springer-Verlag, c1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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An infinitesimal approach to stochastic analysis / / H. Jerome Keisler
| An infinitesimal approach to stochastic analysis / / H. Jerome Keisler |
| Autore | Keisler H. Jerome |
| Pubbl/distr/stampa | Providence, R.I., USA : , : American Mathematical Society, , [1984] |
| Descrizione fisica | 1 online resource (196 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic integral equations
Nonstandard mathematical analysis Brownian motion processes |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0707-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""Introduction""; ""Â1. Preliminaries""; ""Â2. Hyperfinite Stochastic Processes""; ""Â3. The Continuity Theorem""; ""Â4. Brownian Motions and Stochastic Processes""; ""Â5. Existence Theorems for Stochastic Integral Equations""; ""Â6. Properties of Solutions""; ""Â7. Lifting Theorems""; ""Â8. Uniform Lifting Theorems""; ""Â9. Internal Transformations""; ""Â10. Proof of an Existence Theorem""; ""Â11. Universality Theorems""; ""References""; ""Index of Definitions""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""H""; ""I""; ""L""; ""M""; ""N""; ""P""; ""R""; ""S""
""T""""U""; ""W""; ""Index of Symbols""; ""Index of Authors"" |
| Record Nr. | UNINA-9910480567303321 |
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Keisler H. Jerome
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||
| Providence, R.I., USA : , : American Mathematical Society, , [1984] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An infinitesimal approach to stochastic analysis / / H. Jerome Keisler
| An infinitesimal approach to stochastic analysis / / H. Jerome Keisler |
| Autore | Keisler H. Jerome |
| Pubbl/distr/stampa | Providence, R.I., USA : , : American Mathematical Society, , [1984] |
| Descrizione fisica | 1 online resource (196 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic integral equations
Nonstandard mathematical analysis Brownian motion processes |
| ISBN | 1-4704-0707-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""Introduction""; ""Â1. Preliminaries""; ""Â2. Hyperfinite Stochastic Processes""; ""Â3. The Continuity Theorem""; ""Â4. Brownian Motions and Stochastic Processes""; ""Â5. Existence Theorems for Stochastic Integral Equations""; ""Â6. Properties of Solutions""; ""Â7. Lifting Theorems""; ""Â8. Uniform Lifting Theorems""; ""Â9. Internal Transformations""; ""Â10. Proof of an Existence Theorem""; ""Â11. Universality Theorems""; ""References""; ""Index of Definitions""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""H""; ""I""; ""L""; ""M""; ""N""; ""P""; ""R""; ""S""
""T""""U""; ""W""; ""Index of Symbols""; ""Index of Authors"" |
| Record Nr. | UNINA-9910788887103321 |
|
Keisler H. Jerome
|
||
| Providence, R.I., USA : , : American Mathematical Society, , [1984] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An infinitesimal approach to stochastic analysis / / H. Jerome Keisler
| An infinitesimal approach to stochastic analysis / / H. Jerome Keisler |
| Autore | Keisler H. Jerome |
| Pubbl/distr/stampa | Providence, R.I., USA : , : American Mathematical Society, , [1984] |
| Descrizione fisica | 1 online resource (196 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic integral equations
Nonstandard mathematical analysis Brownian motion processes |
| ISBN | 1-4704-0707-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""Introduction""; ""Â1. Preliminaries""; ""Â2. Hyperfinite Stochastic Processes""; ""Â3. The Continuity Theorem""; ""Â4. Brownian Motions and Stochastic Processes""; ""Â5. Existence Theorems for Stochastic Integral Equations""; ""Â6. Properties of Solutions""; ""Â7. Lifting Theorems""; ""Â8. Uniform Lifting Theorems""; ""Â9. Internal Transformations""; ""Â10. Proof of an Existence Theorem""; ""Â11. Universality Theorems""; ""References""; ""Index of Definitions""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""H""; ""I""; ""L""; ""M""; ""N""; ""P""; ""R""; ""S""
""T""""U""; ""W""; ""Index of Symbols""; ""Index of Authors"" |
| Record Nr. | UNINA-9910828763403321 |
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Keisler H. Jerome
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| Providence, R.I., USA : , : American Mathematical Society, , [1984] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Random integral equations with applications to stochastic systems / / C. P. Tsokos and W. J. Padgett
| Random integral equations with applications to stochastic systems / / C. P. Tsokos and W. J. Padgett |
| Autore | Tsokos Chris P. |
| Edizione | [1st ed. 1971.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer-Verlag, , [1971] |
| Descrizione fisica | 1 online resource (VIII, 176 p.) |
| Disciplina | 515.45 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Stochastic integral equations
Stochastic systems System analysis |
| ISBN | 3-540-36992-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | General introduction -- Preliminaries -- A random integral equation of the volterra type -- Approximate solutions of the random volterra integral equation -- A stochastic integral equation of the fredholm type with application to systems theory -- Random discrete fredholm and volterra equations -- The stochastic differential systems -- The stochastic differential systems -- The stochastic differential systems with lag time. |
| Record Nr. | UNISA-996466513903316 |
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Tsokos Chris P.
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| Berlin, Germany : , : Springer-Verlag, , [1971] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Random integral equations with applications to stochastic systems / Chris P. Tsokos, W. J. Padgett
| Random integral equations with applications to stochastic systems / Chris P. Tsokos, W. J. Padgett |
| Autore | Tsokos, Chris P. |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1971 |
| Descrizione fisica | vii, 174 p. ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Padgett, W. J. |
| Collana | Lecture notes in mathematics, 0075-8434 ; 233 |
| Soggetto topico |
Stochastic integral equations
Stochastic stability |
| ISBN | 3540056602 |
| Classificazione |
AMS 60H20
AMS 93E15 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001283099707536 |
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Tsokos, Chris P.
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| Berlin : Springer-Verlag, 1971 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations / / Salah-Eldin A. Mohammed, Tusheng Zhang, Huaizhong Zhao
| The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations / / Salah-Eldin A. Mohammed, Tusheng Zhang, Huaizhong Zhao |
| Autore | Mohammed Salah-Eldin <1946-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2008] |
| Descrizione fisica | 1 online resource (120 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic partial differential equations
Stochastic integral equations Manifolds (Mathematics) Evolution equations |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0523-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Introduction""; ""Part 1. The stochastic semiflow""; ""Â1.1 Basic concepts""; ""Â1.2 Flows and cocycles of semilinear see's""; ""(a) Linear see's""; ""(b) Semilinear see's""; ""Â1.3 Semilinear spde's: Lipschitz nonlinearity""; ""Â1.4 Semilinear spde's: Non- Lipschitz nonlinearity""; ""(a) Stochastic reaction diffusion equations""; ""(b) Burgers equation with additive noise""; ""Part 2. Existence of stable and unstable manifolds""; ""Â2.1 Hyperbolicity of a stationary trajectory""; ""Â2.2 The nonlinear ergodic theorem""
""Â2.3 Proof of the local stable manifold theorem""""Â2.4 The local stable manifold theorem for see's and spde's""; ""(a) See's: Additive noise""; ""(b) Semilinear see's: Linear noise""; ""(c) Semilinear parabolic spde's: Lipschitz nonlinearity""; ""(d) Stochastic reaction diffusion equations: Dissipative nonlinearity""; ""(e) Stochastic Burgers equation: Additive noise""; ""Acknowledgments""; ""Bibliography"" |
| Record Nr. | UNINA-9910480868803321 |
|
Mohammed Salah-Eldin <1946->
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| Providence, Rhode Island : , : American Mathematical Society, , [2008] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations / / Salah-Eldin A. Mohammed, Tusheng Zhang, Huaizhong Zhao
| The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations / / Salah-Eldin A. Mohammed, Tusheng Zhang, Huaizhong Zhao |
| Autore | Mohammed Salah-Eldin <1946-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2008] |
| Descrizione fisica | 1 online resource (120 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic partial differential equations
Stochastic integral equations Manifolds (Mathematics) Evolution equations |
| ISBN | 1-4704-0523-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Introduction""; ""Part 1. The stochastic semiflow""; ""Â1.1 Basic concepts""; ""Â1.2 Flows and cocycles of semilinear see's""; ""(a) Linear see's""; ""(b) Semilinear see's""; ""Â1.3 Semilinear spde's: Lipschitz nonlinearity""; ""Â1.4 Semilinear spde's: Non- Lipschitz nonlinearity""; ""(a) Stochastic reaction diffusion equations""; ""(b) Burgers equation with additive noise""; ""Part 2. Existence of stable and unstable manifolds""; ""Â2.1 Hyperbolicity of a stationary trajectory""; ""Â2.2 The nonlinear ergodic theorem""
""Â2.3 Proof of the local stable manifold theorem""""Â2.4 The local stable manifold theorem for see's and spde's""; ""(a) See's: Additive noise""; ""(b) Semilinear see's: Linear noise""; ""(c) Semilinear parabolic spde's: Lipschitz nonlinearity""; ""(d) Stochastic reaction diffusion equations: Dissipative nonlinearity""; ""(e) Stochastic Burgers equation: Additive noise""; ""Acknowledgments""; ""Bibliography"" |
| Record Nr. | UNINA-9910788853603321 |
|
Mohammed Salah-Eldin <1946->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [2008] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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