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Adaptive stochastic methods : in computational mathematics and mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
| Adaptive stochastic methods : in computational mathematics and mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky |
| Autore | Arsenjev Dmitry G. |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : De Gruyter, , 2018 |
| Descrizione fisica | 1 online resource (xi, 278 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Stochastic integrals Adaptive control systems |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-11-055367-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- Introduction: Statistical Computing Algorithms as a Subject of Adaptive Control -- Part I: Evaluation of Integrals -- 1. Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals -- 2. Sequential Monte Carlo Method and Adaptive Integration -- 3. Methods of Adaptive Integration Based on Piecewise Approximation -- 4. Methods of Adaptive Integration Based on Global Approximation -- 5. Numerical Experiments -- 6. Adaptive Importance Sampling Method Based on Piecewise Constant Approximation -- Part II: Solution of Integral Equations -- 7. Semi-Statistical Method of Solving Integral Equations Numerically -- 8. Problem of Vibration Conductivity -- 9. Problem on Ideal-Fluid Flow Around an Airfoil -- 10. First Basic Problem of Elasticity Theory -- 11. Second Basic Problem of Elasticity Theory -- 12. Projectional and Statistical Method of Solving Integral Equations Numerically -- Afterword -- Bibliography -- Index |
| Record Nr. | UNINA-9910466995203321 |
Arsenjev Dmitry G.
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| Berlin ; ; Boston : , : De Gruyter, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Adaptive stochastic methods : in computational mathematics and mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
| Adaptive stochastic methods : in computational mathematics and mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky |
| Autore | Arsenjev Dmitry G. |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : De Gruyter, , 2018 |
| Descrizione fisica | 1 online resource (xi, 278 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Stochastic integrals Adaptive control systems |
| ISBN | 3-11-055367-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- Introduction: Statistical Computing Algorithms as a Subject of Adaptive Control -- Part I: Evaluation of Integrals -- 1. Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals -- 2. Sequential Monte Carlo Method and Adaptive Integration -- 3. Methods of Adaptive Integration Based on Piecewise Approximation -- 4. Methods of Adaptive Integration Based on Global Approximation -- 5. Numerical Experiments -- 6. Adaptive Importance Sampling Method Based on Piecewise Constant Approximation -- Part II: Solution of Integral Equations -- 7. Semi-Statistical Method of Solving Integral Equations Numerically -- 8. Problem of Vibration Conductivity -- 9. Problem on Ideal-Fluid Flow Around an Airfoil -- 10. First Basic Problem of Elasticity Theory -- 11. Second Basic Problem of Elasticity Theory -- 12. Projectional and Statistical Method of Solving Integral Equations Numerically -- Afterword -- Bibliography -- Index |
| Record Nr. | UNINA-9910796608703321 |
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Arsenjev Dmitry G.
|
||
| Berlin ; ; Boston : , : De Gruyter, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Adaptive stochastic methods : in computational mathematics and mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
| Adaptive stochastic methods : in computational mathematics and mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky |
| Autore | Arsenjev Dmitry G. |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : De Gruyter, , 2018 |
| Descrizione fisica | 1 online resource (xi, 278 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Stochastic integrals Adaptive control systems |
| ISBN | 3-11-055367-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- Introduction: Statistical Computing Algorithms as a Subject of Adaptive Control -- Part I: Evaluation of Integrals -- 1. Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals -- 2. Sequential Monte Carlo Method and Adaptive Integration -- 3. Methods of Adaptive Integration Based on Piecewise Approximation -- 4. Methods of Adaptive Integration Based on Global Approximation -- 5. Numerical Experiments -- 6. Adaptive Importance Sampling Method Based on Piecewise Constant Approximation -- Part II: Solution of Integral Equations -- 7. Semi-Statistical Method of Solving Integral Equations Numerically -- 8. Problem of Vibration Conductivity -- 9. Problem on Ideal-Fluid Flow Around an Airfoil -- 10. First Basic Problem of Elasticity Theory -- 11. Second Basic Problem of Elasticity Theory -- 12. Projectional and Statistical Method of Solving Integral Equations Numerically -- Afterword -- Bibliography -- Index |
| Record Nr. | UNINA-9910813724303321 |
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Arsenjev Dmitry G.
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| Berlin ; ; Boston : , : De Gruyter, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Capacités et processus stochastiques / Claude Dellacherie
| Capacités et processus stochastiques / Claude Dellacherie |
| Autore | Dellacherie, Claude |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1972 |
| Descrizione fisica | iv, 155 p. ; 24 cm. |
| Disciplina | 519.23 |
| Soggetto topico |
Foundations of stochastic processes
Martingales with continuous parameter Stochastic integrals Stopping times |
| ISBN | 3540056769 |
| Classificazione |
AMS 28A05
AMS 28A12 AMS 60G05 AMS 60G40 AMS 60G44 AMS 60H05 AMS 60J40 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNISALENTO-991000731359707536 |
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Dellacherie, Claude
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| Berlin : Springer-Verlag, 1972 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Continuous time Markov processes : an introduction / Thomas M. Liggett
| Continuous time Markov processes : an introduction / Thomas M. Liggett |
| Autore | Liggett, Thomas Milton |
| Pubbl/distr/stampa | Providence, R. I. : American Mathematical Society, c2010 |
| Descrizione fisica | xii, 271 p. ; 27 cm |
| Disciplina | 519.233 |
| Collana | Graduate studies in mathematics, 1065-7339 ; 113 |
| Soggetto topico |
Markov processes
Stochastic integrals |
| ISBN | 9780821849491 |
| Classificazione |
AMS 60J25
AMS 60J27 AMS 60J65 LC QA274.7.L54 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001825799707536 |
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Liggett, Thomas Milton
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| Providence, R. I. : American Mathematical Society, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Grossissements de filtrations : exemples et applications / Seminaire de calcul stochastique 1982/83, Universite Paris VI ; eds. Th. Jeulin, M. Yor
| Grossissements de filtrations : exemples et applications / Seminaire de calcul stochastique 1982/83, Universite Paris VI ; eds. Th. Jeulin, M. Yor |
| Autore | Jeulin, Thierry |
| Pubbl/distr/stampa | Berlin ; New York : Springer-Verlag, c1985 |
| Descrizione fisica | v, 315 p. : ill. ; 24 cm. |
| Disciplina | 519.287 |
| Altri autori (Persone) | Yor, Marc |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1118 |
| Soggetto topico |
Filtering
Markov processes Stochastic integrals Stochastic processes |
| ISBN | 3540152105 |
| Classificazione |
AMS 60G
AMS 60H AMS 60J QA3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000962009707536 |
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Jeulin, Thierry
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| Berlin ; New York : Springer-Verlag, c1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu
| Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu |
| Autore | Hu Yaozhong <1961-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2005] |
| Descrizione fisica | 1 online resource (144 p.) |
| Disciplina |
510 s
519.2/2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic integrals
Gaussian processes Fractional calculus Integral transforms |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0426-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Abstract""; ""Chapter 1. Introduction""; ""Chapter 2. Representations""; ""Chapter 3. Induced Transformation I""; ""Chapter 4. Approximation""; ""4.1. Rate of Convergence When 0 < H < 1/2""; ""4.2. Rate of Convergence When 1/2 < H < 1""; ""4.3. Higher Order of Convergence When 3/4 < H < 1""; ""4.4. Best Approximation""; ""Chapter 5. Induced Transformation II""; ""5.1. Operators Associated With Z[sub(H)](t,s)""; ""5.2. Inverse Operator of T[sub(H,T)]""; ""5.3. B[sub(H,T)]T[sub(H,T)] when 1/2 < H < 1""; ""5.4. T[sub(H,T)]B[sub(H,T)] for 1/2 < H < 1""
""5.5. B[sub(H,T)]T[sub(H,T)] for 0 < H < 1/2""""5.6. T[sub(H,T)]B[sub(H,T)] for 0 < H < 1/2""; ""5.7. Transpose of T[sub(H,T)]""; ""5.8. The Expression for T[sub(H,T)]T*[sub(H,T)]""; ""5.9. The transpose of B[sub(H,T)]""; ""5.10. The Expression of B*[sub(H,T)]B[sub(H,T)]""; ""5.11. Extension of T*[sub(H,T)] and B*[sub(H,T)]""; ""5.12. Representation of Brownian motion by fractional Brownian motion""; ""Chapter 6. Stochastic Calculus of Variation""; ""6.1. Stochastic Integral for Deterministic Integrands""; ""6.2. A Probability Structure Preserving Mapping"" ""Chapter 13. Continuation""""Chapter 14. Stochastic Control""; ""Chapter 15. Appendix""; ""Bibliography"" |
| Record Nr. | UNINA-9910480408803321 |
|
Hu Yaozhong <1961->
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||
| Providence, Rhode Island : , : American Mathematical Society, , [2005] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu
| Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu |
| Autore | Hu Yaozhong <1961-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2005] |
| Descrizione fisica | 1 online resource (144 p.) |
| Disciplina |
510 s
519.2/2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic integrals
Gaussian processes Fractional calculus Integral transforms |
| ISBN | 1-4704-0426-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Abstract""; ""Chapter 1. Introduction""; ""Chapter 2. Representations""; ""Chapter 3. Induced Transformation I""; ""Chapter 4. Approximation""; ""4.1. Rate of Convergence When 0 < H < 1/2""; ""4.2. Rate of Convergence When 1/2 < H < 1""; ""4.3. Higher Order of Convergence When 3/4 < H < 1""; ""4.4. Best Approximation""; ""Chapter 5. Induced Transformation II""; ""5.1. Operators Associated With Z[sub(H)](t,s)""; ""5.2. Inverse Operator of T[sub(H,T)]""; ""5.3. B[sub(H,T)]T[sub(H,T)] when 1/2 < H < 1""; ""5.4. T[sub(H,T)]B[sub(H,T)] for 1/2 < H < 1""
""5.5. B[sub(H,T)]T[sub(H,T)] for 0 < H < 1/2""""5.6. T[sub(H,T)]B[sub(H,T)] for 0 < H < 1/2""; ""5.7. Transpose of T[sub(H,T)]""; ""5.8. The Expression for T[sub(H,T)]T*[sub(H,T)]""; ""5.9. The transpose of B[sub(H,T)]""; ""5.10. The Expression of B*[sub(H,T)]B[sub(H,T)]""; ""5.11. Extension of T*[sub(H,T)] and B*[sub(H,T)]""; ""5.12. Representation of Brownian motion by fractional Brownian motion""; ""Chapter 6. Stochastic Calculus of Variation""; ""6.1. Stochastic Integral for Deterministic Integrands""; ""6.2. A Probability Structure Preserving Mapping"" ""Chapter 13. Continuation""""Chapter 14. Stochastic Control""; ""Chapter 15. Appendix""; ""Bibliography"" |
| Record Nr. | UNINA-9910788749203321 |
|
Hu Yaozhong <1961->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [2005] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu
| Integral transformations and anticipative calculus for fractional Brownian motions / / Yaozhong Hu |
| Autore | Hu Yaozhong <1961-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2005] |
| Descrizione fisica | 1 online resource (144 p.) |
| Disciplina |
510 s
519.2/2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic integrals
Gaussian processes Fractional calculus Integral transforms |
| ISBN | 1-4704-0426-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Abstract""; ""Chapter 1. Introduction""; ""Chapter 2. Representations""; ""Chapter 3. Induced Transformation I""; ""Chapter 4. Approximation""; ""4.1. Rate of Convergence When 0 < H < 1/2""; ""4.2. Rate of Convergence When 1/2 < H < 1""; ""4.3. Higher Order of Convergence When 3/4 < H < 1""; ""4.4. Best Approximation""; ""Chapter 5. Induced Transformation II""; ""5.1. Operators Associated With Z[sub(H)](t,s)""; ""5.2. Inverse Operator of T[sub(H,T)]""; ""5.3. B[sub(H,T)]T[sub(H,T)] when 1/2 < H < 1""; ""5.4. T[sub(H,T)]B[sub(H,T)] for 1/2 < H < 1""
""5.5. B[sub(H,T)]T[sub(H,T)] for 0 < H < 1/2""""5.6. T[sub(H,T)]B[sub(H,T)] for 0 < H < 1/2""; ""5.7. Transpose of T[sub(H,T)]""; ""5.8. The Expression for T[sub(H,T)]T*[sub(H,T)]""; ""5.9. The transpose of B[sub(H,T)]""; ""5.10. The Expression of B*[sub(H,T)]B[sub(H,T)]""; ""5.11. Extension of T*[sub(H,T)] and B*[sub(H,T)]""; ""5.12. Representation of Brownian motion by fractional Brownian motion""; ""Chapter 6. Stochastic Calculus of Variation""; ""6.1. Stochastic Integral for Deterministic Integrands""; ""6.2. A Probability Structure Preserving Mapping"" ""Chapter 13. Continuation""""Chapter 14. Stochastic Control""; ""Chapter 15. Appendix""; ""Bibliography"" |
| Record Nr. | UNINA-9910829181203321 |
|
Hu Yaozhong <1961->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , [2005] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to stochastic integration / K. L. Chung, R. J. Williams
| Introduction to stochastic integration / K. L. Chung, R. J. Williams |
| Autore | Chung, Kai Lai |
| Pubbl/distr/stampa | Boston ; Basel ; Berlin : Birkhauser, c1990 |
| Descrizione fisica | xv, 276 p. ; 24 cm. |
| Disciplina | 519.2 |
| Altri autori (Persone) | Williams, Ruth J.author |
| Collana | Probability and its applications |
| Soggetto topico |
Martingales (Mathematics)
Stochastic integrals |
| ISBN | 0817633863 |
| Classificazione |
AMS 60H05
LC QA274.22.C48 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003685709707536 |
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Chung, Kai Lai
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| Boston ; Basel ; Berlin : Birkhauser, c1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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