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.
Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott
| Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott |
| Autore | Cohen, Samuel N. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Birkhäuser, 2015 |
| Descrizione fisica | XXIII, 666 p. ; 24 cm |
| Altri autori (Persone) | Elliott, Robert J. |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Discrete and Continuous Time
Filtering Martingales Partial differential equations Quantitative Finance Stochastic Controls Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113157 |
Cohen, Samuel N.
|
||
| New York, : Birkhäuser, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott
| Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott |
| Autore | Cohen, Samuel N. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Birkhäuser, 2015 |
| Descrizione fisica | XXIII, 666 p. ; 24 cm |
| Altri autori (Persone) | Elliott, Robert J. |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Discrete and Continuous Time
Filtering Martingales Partial Differential Equations Quantitative Finance Stochastic Controls Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113157 |
|
Cohen, Samuel N.
|
||
| New York, : Birkhäuser, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Disorder Problems / Albert N. Shiryaev
| Stochastic Disorder Problems / Albert N. Shiryaev |
| Autore | Shiryaev, Albert N. |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xix, 397 p. ; 24 cm |
| Soggetto topico |
62Lxx - Sequential statistical methods [MSC 2020]
91B06 - Decision theory [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 62Cxx - Statistical decision theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 91A60 - Probabilistic games; gambling [MSC 2020] |
| Soggetto non controllato |
Basic settings of quickest detection problems
Breakdown of a Stationary Regime Brownian Motions Discrete and Continuous Time Disorder on Filtered Probability Spaces Dynamical analysis of statistical data Formulations of quickest detection problems Mathematical Finance Multi-Stage Quickest Detection Optimal stopping rules Optimal stopping times Quantitative Finance Quickest detection problems Solutions of quickest detection problems Stochastic disorder problems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127168 |
|
Shiryaev, Albert N.
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Disorder Problems / Albert N. Shiryaev
| Stochastic Disorder Problems / Albert N. Shiryaev |
| Autore | Shiryaev, Albert N. |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xix, 397 p. ; 24 cm |
| Soggetto topico |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
62Cxx - Statistical decision theory [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 91A60 - Probabilistic games; gambling [MSC 2020] 91B06 - Decision theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Basic settings of quickest detection problems
Breakdown of a Stationary Regime Brownian Motions Discrete and Continuous Time Disorder on Filtered Probability Spaces Dynamical analysis of statistical data Formulations of quickest detection problems Mathematical Finance Multi-Stage Quickest Detection Optimal stopping rules Optimal stopping times Quantitative Finance Quickest detection problems Solutions of quickest detection problems Stochastic disorder problems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127168 |
|
Shiryaev, Albert N.
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||