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3. / I. I. Gihman, A. V. Skorohod ; Transl. from the Russian by S. Kotz
| 3. / I. I. Gihman, A. V. Skorohod ; Transl. from the Russian by S. Kotz |
| Autore | Gikhman, Ĭosyp I. |
| Pubbl/distr/stampa | New York, : Springer, 1979 |
| Descrizione fisica | viii, 388 p. ; 24 cm |
| Altri autori (Persone) | Skorohod, Anatolii V. |
| Soggetto non controllato |
Diffusion Processes
Equations Markov Processes Markovian processes Martingales Statistics Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268298 |
Gikhman, Ĭosyp I.
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| New York, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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3. / I. I. Gihman, A. V. Skorohod ; Transl. from the Russian by S. Kotz
| 3. / I. I. Gihman, A. V. Skorohod ; Transl. from the Russian by S. Kotz |
| Autore | Gikhman, Ĭosyp I. |
| Pubbl/distr/stampa | New York, : Springer, 1979 |
| Descrizione fisica | viii, 388 p. ; 24 cm |
| Altri autori (Persone) | Skorohod, Anatolii V. |
| Soggetto topico |
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Diffusion Processes
Equations Markov Processes Markovian processes Martingales Statistics Stochastic Integrals Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268298 |
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Gikhman, Ĭosyp I.
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| New York, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura
| Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura |
| Autore | Kulinich, Grigorij |
| Pubbl/distr/stampa | Cham, : Springer, : Bocconi University, 2020 |
| Descrizione fisica | xv, 240 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Kushnirenko, Svitlana
Mishura, Yuliya S. |
| Soggetto topico |
93Exx - Stochastic systems and control [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Soggetto non controllato |
Asymptotic behavior of solution
Diffusion Processes Nonregular dependence on parameter Ordinary differential equations Partial differential equations Stochastic differential equations Unstable solution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248725 |
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Kulinich, Grigorij
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| Cham, : Springer, : Bocconi University, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura
| Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura |
| Autore | Kulinich, Grigorij |
| Pubbl/distr/stampa | Cham, : Springer, : Bocconi University, 2020 |
| Descrizione fisica | xv, 240 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Kushnirenko, Svitlana
Mishura, Yuliya S. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] |
| Soggetto non controllato |
Asymptotic behavior of solution
Diffusion Processes Nonregular dependence on parameter Ordinary Differential Equations Partial Differential Equations Stochastic differential equations Unstable solution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00248725 |
|
Kulinich, Grigorij
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| Cham, : Springer, : Bocconi University, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic Optimal Inference for Non-ergodic Models / Ishwar V. Basawa, David John Scott
| Asymptotic Optimal Inference for Non-ergodic Models / Ishwar V. Basawa, David John Scott |
| Autore | Basawa, Ishwar V. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xiii, 173 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scott, David John |
| Soggetto non controllato |
Branching processes
Diffusion Processes Estimator Likelihood Random variables Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268565 |
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Basawa, Ishwar V.
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| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic Optimal Inference for Non-ergodic Models / Ishwar V. Basawa, David John Scott
| Asymptotic Optimal Inference for Non-ergodic Models / Ishwar V. Basawa, David John Scott |
| Autore | Basawa, Ishwar V. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xiii, 173 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scott, David John |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] |
| Soggetto non controllato |
Branching processes
Diffusion Processes Estimator Likelihood Random variables Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268565 |
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Basawa, Ishwar V.
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| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Brownian Motion and Diffusion / David Freedman
| Brownian Motion and Diffusion / David Freedman |
| Autore | Freedman, David |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xii, 231 p. : ill. ; 24 cm |
| Soggetto non controllato |
Brownian Motion
Diffusion Diffusion Processes Law of the iterated logarithms Local time Markov Chains Markov Processes Martingales Motion Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268568 |
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Freedman, David
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| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Brownian Motion and Diffusion / David Freedman
| Brownian Motion and Diffusion / David Freedman |
| Autore | Freedman, David |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xii, 231 p. : ill. ; 24 cm |
| Soggetto topico |
58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020]
60J60 - Diffusion processes [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60Jxx - Markov processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Diffusion Processes Law of the iterated logarithms Local time Markov Chains Markov Processes Martingales Motion Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268568 |
|
Freedman, David
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| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Controlled Diffusion Processes / Nicolai V. Krylov ; Transl. by A. B. Aries
| Controlled Diffusion Processes / Nicolai V. Krylov ; Transl. by A. B. Aries |
| Autore | Krylov, Nikolaj Vladimirovich |
| Pubbl/distr/stampa | Berlin, : Springer, 1980 |
| Descrizione fisica | xii, 310 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60J60 - Diffusion processes [MSC 2020] 35K55 - Nonlinear parabolic equations [MSC 2020] 35J60 - Nonlinear elliptic equations [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Diffusion
Diffusion Processes Fully nonlinear equations Linear optimization Optimal Control Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0261525 |
|
Krylov, Nikolaj Vladimirovich
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| Berlin, : Springer, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Controlled Diffusion Processes / Nicolai V. Krylov ; Transl. by A. B. Aries
| Controlled Diffusion Processes / Nicolai V. Krylov ; Transl. by A. B. Aries |
| Autore | Krylov, Nikolaj V. |
| Pubbl/distr/stampa | Berlin, : Springer, 1980 |
| Descrizione fisica | xii, 310 p. ; 24 cm |
| Soggetto topico |
35J60 - Nonlinear elliptic equations [MSC 2020]
35K55 - Nonlinear parabolic equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Diffusion
Diffusion Processes Fully nonlinear equations Linear optimization Optimal Control Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00261525 |
|
Krylov, Nikolaj V.
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| Berlin, : Springer, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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