Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents / / Masanao Aoki [[electronic resource]]
| Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents / / Masanao Aoki [[electronic resource]] |
| Autore | Aoki Masanao |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (xv, 263 pages) : digital, PDF file(s) |
| Disciplina | 338.5/212 |
| Soggetto topico |
Demand (Economic theory) - Mathematical models
Supply and demand - Mathematical models Consumption (Economics) - Mathematical models Business cycles - Mathematical models Statics and dynamics (Social sciences) - Mathematical models Stochastic processes - Mathematical models |
| ISBN |
1-107-12030-6
1-280-15912-X 0-511-11865-1 0-511-01878-9 0-511-15665-0 0-511-32934-2 0-511-51064-0 0-511-04599-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Our Objectives and Approaches -- Partial List of Applications -- States: Vectors of Fractions of Types and Partition Vectors -- Vectors of Fractions -- Partition Vectors -- Jump Markov Processes -- The Master Equation -- Decomposable Random Combinatorial Structures -- Sizes and Limit Behavior of Large Fractions -- Setting Up Dynamic Models -- Two Kinds of State Vectors -- Empirical Distributions -- Exchangeable Random Sequences -- Partition Exchangeability -- Transition Rates -- Detailed-Balance Conditions and Stationary Distributions -- The Master Equation -- Continuous-Time Dynamics -- Power-Series Expansion -- Aggregate Dynamics and Fokker-Planck Equation -- Discrete-Time Dynamics -- Introductory Simple and Simplified Models -- A Two-Sector Model of Fluctuations -- Closed Binary Choice Models -- A Polya Distribution Model -- Open Binary Models -- Two Logistic Process Models -- Model 1: The Aggregate Dynamics and Associated Fluctuations -- Model 2: Nonlinear Exit Rate -- A Nonstationary Polya Model -- An Example: A Deterministic Analysis of Nonlinear Effects May Mislead! -- Aggregate Dynamics and Fluctuations of Simple Models -- Dynamics of Binary Choice Models -- Dynamics for the Aggregate Variable -- Potentials -- Critical Points and Hazard Function -- Multiplicity--An Aspect of Random Combinatorial Features -- Evaluating Alternatives -- Representation of Relative Merits of Alternatives -- Value Functions -- Extreme Distributions and Gibbs Distributions -- Type I: Extreme Distribution. |
| Altri titoli varianti | Modeling Aggregate Behavior & Fluctuations in Economics |
| Record Nr. | UNINA-9910449979403321 |
Aoki Masanao
|
||
| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents / / Masanao Aoki [[electronic resource]]
| Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents / / Masanao Aoki [[electronic resource]] |
| Autore | Aoki Masanao |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (xv, 263 pages) : digital, PDF file(s) |
| Disciplina | 338.5/212 |
| Soggetto topico |
Demand (Economic theory) - Mathematical models
Supply and demand - Mathematical models Consumption (Economics) - Mathematical models Business cycles - Mathematical models Statics and dynamics (Social sciences) - Mathematical models Stochastic processes - Mathematical models |
| ISBN |
1-107-12030-6
1-280-15912-X 0-511-11865-1 0-511-01878-9 0-511-15665-0 0-511-32934-2 0-511-51064-0 0-511-04599-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Our Objectives and Approaches -- Partial List of Applications -- States: Vectors of Fractions of Types and Partition Vectors -- Vectors of Fractions -- Partition Vectors -- Jump Markov Processes -- The Master Equation -- Decomposable Random Combinatorial Structures -- Sizes and Limit Behavior of Large Fractions -- Setting Up Dynamic Models -- Two Kinds of State Vectors -- Empirical Distributions -- Exchangeable Random Sequences -- Partition Exchangeability -- Transition Rates -- Detailed-Balance Conditions and Stationary Distributions -- The Master Equation -- Continuous-Time Dynamics -- Power-Series Expansion -- Aggregate Dynamics and Fokker-Planck Equation -- Discrete-Time Dynamics -- Introductory Simple and Simplified Models -- A Two-Sector Model of Fluctuations -- Closed Binary Choice Models -- A Polya Distribution Model -- Open Binary Models -- Two Logistic Process Models -- Model 1: The Aggregate Dynamics and Associated Fluctuations -- Model 2: Nonlinear Exit Rate -- A Nonstationary Polya Model -- An Example: A Deterministic Analysis of Nonlinear Effects May Mislead! -- Aggregate Dynamics and Fluctuations of Simple Models -- Dynamics of Binary Choice Models -- Dynamics for the Aggregate Variable -- Potentials -- Critical Points and Hazard Function -- Multiplicity--An Aspect of Random Combinatorial Features -- Evaluating Alternatives -- Representation of Relative Merits of Alternatives -- Value Functions -- Extreme Distributions and Gibbs Distributions -- Type I: Extreme Distribution. |
| Altri titoli varianti | Modeling Aggregate Behavior & Fluctuations in Economics |
| Record Nr. | UNINA-9910783061403321 |
|
Aoki Masanao
|
||
| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents / / Masanao Aoki
| Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents / / Masanao Aoki |
| Autore | Aoki Masanao |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (xv, 263 pages) : digital, PDF file(s) |
| Disciplina | 338.5/212 |
| Soggetto topico |
Demand (Economic theory) - Mathematical models
Supply and demand - Mathematical models Consumption (Economics) - Mathematical models Business cycles - Mathematical models Statics and dynamics (Social sciences) - Mathematical models Stochastic processes - Mathematical models |
| ISBN |
1-107-12030-6
1-280-15912-X 0-511-11865-1 0-511-01878-9 0-511-15665-0 0-511-32934-2 0-511-51064-0 0-511-04599-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Our Objectives and Approaches -- Partial List of Applications -- States: Vectors of Fractions of Types and Partition Vectors -- Vectors of Fractions -- Partition Vectors -- Jump Markov Processes -- The Master Equation -- Decomposable Random Combinatorial Structures -- Sizes and Limit Behavior of Large Fractions -- Setting Up Dynamic Models -- Two Kinds of State Vectors -- Empirical Distributions -- Exchangeable Random Sequences -- Partition Exchangeability -- Transition Rates -- Detailed-Balance Conditions and Stationary Distributions -- The Master Equation -- Continuous-Time Dynamics -- Power-Series Expansion -- Aggregate Dynamics and Fokker-Planck Equation -- Discrete-Time Dynamics -- Introductory Simple and Simplified Models -- A Two-Sector Model of Fluctuations -- Closed Binary Choice Models -- A Polya Distribution Model -- Open Binary Models -- Two Logistic Process Models -- Model 1: The Aggregate Dynamics and Associated Fluctuations -- Model 2: Nonlinear Exit Rate -- A Nonstationary Polya Model -- An Example: A Deterministic Analysis of Nonlinear Effects May Mislead! -- Aggregate Dynamics and Fluctuations of Simple Models -- Dynamics of Binary Choice Models -- Dynamics for the Aggregate Variable -- Potentials -- Critical Points and Hazard Function -- Multiplicity--An Aspect of Random Combinatorial Features -- Evaluating Alternatives -- Representation of Relative Merits of Alternatives -- Value Functions -- Extreme Distributions and Gibbs Distributions -- Type I: Extreme Distribution. |
| Altri titoli varianti | Modeling Aggregate Behavior & Fluctuations in Economics |
| Record Nr. | UNINA-9910806845803321 |
|
Aoki Masanao
|
||
| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Molecular kinetics in condensed phases : theory, simulation, and analysis / / Ron Elber, Dmitrii E. Makarov, Henri Orland
| Molecular kinetics in condensed phases : theory, simulation, and analysis / / Ron Elber, Dmitrii E. Makarov, Henri Orland |
| Autore | Elber Ron |
| Pubbl/distr/stampa | Hoboken, NJ : , : John Wiley & Sons Ltd., , 2020 |
| Descrizione fisica | 1 online resource (292 pages) : illustrations |
| Disciplina | 541.394 |
| Soggetto topico |
Chemical kinetics - Mathematical models
Stochastic processes - Mathematical models Molecular structure |
| ISBN |
1-119-17679-4
1-119-17678-6 1-119-17680-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555067203321 |
|
Elber Ron
|
||
| Hoboken, NJ : , : John Wiley & Sons Ltd., , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Molecular kinetics in condensed phases : theory, simulation, and analysis / / Ron Elber, Dmitrii E. Makarov, Henri Orland
| Molecular kinetics in condensed phases : theory, simulation, and analysis / / Ron Elber, Dmitrii E. Makarov, Henri Orland |
| Autore | Elber Ron |
| Pubbl/distr/stampa | Hoboken, NJ : , : John Wiley & Sons Ltd., , 2020 |
| Descrizione fisica | 1 online resource (292 pages) : illustrations |
| Disciplina | 541.394 |
| Soggetto topico |
Chemical kinetics - Mathematical models
Stochastic processes - Mathematical models Molecular structure |
| ISBN |
1-119-17679-4
1-119-17678-6 1-119-17680-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The Langevin equation and stochastic processes -- The Fokker-Planck equation -- The Schrödinger representation -- Discrete systems : the master equation and kinetic Monte Carlo -- Path integrals -- Barrier crossing -- Sampling transition paths -- The rate of conformational change : definition and computation -- Zwanzig-Caldeiga-Leggett model for low-dimensional dynamics -- Escape from a potential well in the case of dynamics obeying the generalized Langevin equation : general solution based on the Zwanzig-Caldeira-Leggett Hamiltonian -- Diffusive dynamics on a multidimensional energy landscape -- Quantum effects in chemical kinetics -- Computer simulations of molecular kinetics : foundation -- The master equation as a model for transitions between macrostates -- Direct calculation of rate coefficients with computer simulations -- A simple numerical example of rate calculations -- Rare events and reaction coordinates -- Celling -- An example of the use of cells : alanine dipeptide. |
| Record Nr. | UNINA-9910830048103321 |
|
Elber Ron
|
||
| Hoboken, NJ : , : John Wiley & Sons Ltd., , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Probability and Stochastic Processes with Applications to Communications, Systems and Networks / / edited by Gurami Tsitsiashvili, Alexander Bochkov
| Probability and Stochastic Processes with Applications to Communications, Systems and Networks / / edited by Gurami Tsitsiashvili, Alexander Bochkov |
| Pubbl/distr/stampa | Basel, Switzerland : , : MDPI - Multidisciplinary Digital Publishing Institute, , 2023 |
| Descrizione fisica | 1 online resource (182 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes - Mathematical models
Probabilities |
| ISBN | 3-0365-6486-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910683393303321 |
| Basel, Switzerland : , : MDPI - Multidisciplinary Digital Publishing Institute, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic numerical methods : an introduction for students and scientists / / Raul Toral and Pere Colet
| Stochastic numerical methods : an introduction for students and scientists / / Raul Toral and Pere Colet |
| Autore | Toral Raul |
| Pubbl/distr/stampa | Weinheim, Germany : , : Wiley-VCH, , 2014 |
| Descrizione fisica | 1 online resource (419 pages) |
| Disciplina | 519.2 |
| Collana | Physics textbook |
| Soggetto topico | Stochastic processes - Mathematical models |
| ISBN |
3-527-68314-3
3-527-68313-5 3-527-68312-7 |
| Classificazione |
417.1
519.2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910796091003321 |
|
Toral Raul
|
||
| Weinheim, Germany : , : Wiley-VCH, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic numerical methods : an introduction for students and scientists / / Raul Toral and Pere Colet
| Stochastic numerical methods : an introduction for students and scientists / / Raul Toral and Pere Colet |
| Autore | Toral Raul |
| Pubbl/distr/stampa | Weinheim, Germany : , : Wiley-VCH, , 2014 |
| Descrizione fisica | 1 online resource (419 pages) |
| Disciplina | 519.2 |
| Collana | Physics textbook |
| Soggetto topico | Stochastic processes - Mathematical models |
| ISBN |
3-527-68314-3
3-527-68313-5 3-527-68312-7 |
| Classificazione |
417.1
519.2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910808571803321 |
|
Toral Raul
|
||
| Weinheim, Germany : , : Wiley-VCH, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic optimal control in infinite dimension : dynamic programming and HJB equations / Giorgio Fabbri, Fausto Gozzi, Andrezej Święch ; with a contribution by Marco Fuhrman and Gianmario Tessitore
| Stochastic optimal control in infinite dimension : dynamic programming and HJB equations / Giorgio Fabbri, Fausto Gozzi, Andrezej Święch ; with a contribution by Marco Fuhrman and Gianmario Tessitore |
| Autore | Fabbri, Giorgio |
| Descrizione fisica | xxiii, 916 pages ; 24 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Gozzi, Faustoauthor
Świc̨h, Andrezej |
| Collana | Probability theory and stochastic modelling ; 82 |
| Soggetto topico |
Hamiltonian systems
Hamilton-Jacobi equations Hilbert space Mathematical optimization Probabilities Stochastic models Stochastic processes - Mathematical models |
| ISBN | 9783319530666 |
| Classificazione |
AMS 49L
AMS 49-02 AMS 93E20 AMS 49L20 AMS 35R15 AMS 35Q93 AMS 49L25 AMS 65H15 AMS 37L55 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003428089707536 |
|
Fabbri, Giorgio
|
||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Stochastic optimal control, international finance, and debt crises / / Jerome L. Stein
| Stochastic optimal control, international finance, and debt crises / / Jerome L. Stein |
| Autore | Stein Jerome L |
| Pubbl/distr/stampa | Oxford, : Oxford University Press, 2006 |
| Descrizione fisica | 1 online resource (305 p.) |
| Disciplina |
332.042
332.0420151922 332/.0420151922 |
| Soggetto topico |
Foreign exchange rates - Mathematical models
Equilibrium (Economics) - Mathematical models Debts, Public - Mathematical models Endogenous growth (Economics) - Mathematical models Stochastic processes - Mathematical models |
| ISBN |
0-19-153571-0
1-281-15383-4 1-4356-2328-2 9786611153830 |
| Classificazione | 83.44 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Optimal debt and equilibrium exchange rates in a stochastic environment : an overview -- Stochastic optimal control model of short-term debt -- Stochastic intertemporal optimization : long-term debt continuous time -- The NATREX model and the equilibrium real exchange rate -- The equilibrium real value of the euro : an evaluation of research -- The transition economies : a NATREX evaluation of research -- Country default risk in emerging markets -- Asian crises : theory, evidence, warning signals -- United States current account deficits : a stochastic optimal control analysis. |
| Record Nr. | UNINA-9910219619403321 |
|
Stein Jerome L
|
||
| Oxford, : Oxford University Press, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
