Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
Autore | Øksendal, Bernt K. |
Edizione | [2. ed] |
Pubbl/distr/stampa | Berlin, : Springer, 1989 |
Descrizione fisica | xv, 188 p. : ill. ; 24 cm |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] |
Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0266002 |
Øksendal, Bernt K. | ||
Berlin, : Springer, 1989 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
Autore | Øksendal, Bernt K. |
Edizione | [2. ed] |
Pubbl/distr/stampa | Berlin, : Springer, 1989 |
Descrizione fisica | xv, 188 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00266002 |
Øksendal, Bernt K. | ||
Berlin, : Springer, 1989 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
Autore | Øksendal, Bernt K. |
Pubbl/distr/stampa | Berlin, : Springer, 1985 |
Descrizione fisica | xiii, 208 p. : ill. ; 24 cm |
Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0263667 |
Øksendal, Bernt K. | ||
Berlin, : Springer, 1985 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
Autore | Øksendal, Bernt K. |
Pubbl/distr/stampa | Berlin, : Springer, 1985 |
Descrizione fisica | xiii, 208 p. : ill. ; 24 cm |
Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00263667 |
Øksendal, Bernt K. | ||
Berlin, : Springer, 1985 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Differential Systems, Stochastic Control Theory and Applications : Proceedings of a Workshop, held at IMA, June 9-19, 1986 / edited by Wendell Fleming, Pierre-Louis Lions |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1988 |
Descrizione fisica | xiii, 609 p. : ill. ; 24 cm |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93Exx - Stochastic systems and control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
Soggetto non controllato |
Algorithms
Diffusion Processes Filtering problems Markov Chains Markov Processes Markov decision processes Modeling Parameter Statistics Stochastic Systems Stochastic differential equations Stochastic processes optimal controls stochastic networks |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0269117 |
New York, : Springer-Verlag, 1988 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Differential Systems, Stochastic Control Theory and Applications : Proceedings of a Workshop, held at IMA, June 9-19, 1986 / edited by Wendell Fleming, Pierre-Louis Lions |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1988 |
Descrizione fisica | xiii, 609 p. : ill. ; 24 cm |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] |
Soggetto non controllato |
Algorithms
Diffusion Processes Filtering problems Markov Chains Markov Processes Markov decision processes Modeling Parameter Statistics Stochastic Systems Stochastic differential equations Stochastic processes optimal controls stochastic networks |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00269117 |
New York, : Springer-Verlag, 1988 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Filtering Theory / Gopinath Kallianpur |
Autore | Kallianpur, Gopinath |
Pubbl/distr/stampa | New York, : Springer, 1980 |
Descrizione fisica | xvi, 318 p. : ill. ; 24 cm |
Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
Soggetto non controllato |
Filtering
Filtering problems Martingales Prediction Statistics Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268357 |
Kallianpur, Gopinath | ||
New York, : Springer, 1980 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic Filtering Theory / Gopinath Kallianpur |
Autore | Kallianpur, Gopinath |
Pubbl/distr/stampa | New York, : Springer, 1980 |
Descrizione fisica | xvi, 318 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
Soggetto non controllato |
Filtering
Filtering problems Martingales Prediction Statistics Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00268357 |
Kallianpur, Gopinath | ||
New York, : Springer, 1980 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|