Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
| Autore | Øksendal, Bernt K. |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1998 |
| Descrizione fisica | xix, 324 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J45 - Probabilistic potential theory [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 93E11 - Filtering in stochastic control theory [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-VAN00298306 |
Øksendal, Bernt K.
|
||
| Berlin ; Heidelberg, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
| Autore | Øksendal, Bernt K. |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 1995 |
| Descrizione fisica | xvi, 271 p. ; 24 cm |
| Soggetto topico |
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J45 - Probabilistic potential theory [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-VAN00294175 |
Øksendal, Bernt K.
|
||
| Berlin ; Heidelberg, : Springer, 1995 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
| Autore | Øksendal, Bernt K. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer-Verlag, 1992 |
| Descrizione fisica | xiii, 224 p. ; 24 cm |
| Soggetto topico |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] 60J45 - Probabilistic potential theory [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 93E11 - Filtering in stochastic control theory [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-VAN00289576 |
Øksendal, Bernt K.
|
||
| Berlin ; Heidelberg, : Springer-Verlag, 1992 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| 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 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| 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 topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60J45 - Probabilistic potential theory [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 93E11 - Filtering in stochastic control theory [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-VAN00263667 |
Øksendal, Bernt K.
|
||
| Berlin, : Springer, 1985 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Theory of Information and its Value / Ruslan L. Stratonovich ; Roman V. Belavkin ... [et al.] editors
| Theory of Information and its Value / Ruslan L. Stratonovich ; Roman V. Belavkin ... [et al.] editors |
| Autore | Stratonovich, Ruslan L. |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxii, 419 p. : ill. ; 24 cm |
| Soggetto topico |
94A05 - Communication theory [MSC 2020]
94A17 - Measures of information, entropy [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] |
| Soggetto non controllato |
AI algorithms
Adaptive Bayesian inference Boltzmann distribution Cognitive modelling Conditional Markov Processes Data analysis Data-driven economy Develop stochastic calculus Exponential family distributions Filtering theory Information Theory Machine learning Non-commutative probability Quantum Information Theory Statistical thermodynamics Stochastic processes Temperature parameter Theory of Random Noise Value of Information |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249947 |
Stratonovich, Ruslan L.
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||
| Cham, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Theory of Information and its Value / Ruslan L. Stratonovich ; Roman V. Belavkin ... [et al.] editors
| Theory of Information and its Value / Ruslan L. Stratonovich ; Roman V. Belavkin ... [et al.] editors |
| Autore | Stratonovich, Ruslan L. |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxii, 419 p. : ill. ; 24 cm |
| Soggetto topico |
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
94A05 - Communication theory [MSC 2020] 94A17 - Measures of information, entropy [MSC 2020] |
| Soggetto non controllato |
AI algorithms
Adaptive Bayesian inference Boltzmann distribution Cognitive modelling Conditional Markov Processes Data analysis Data-driven economy Develop stochastic calculus Exponential Families Filtering theory Information Theory Machine learning Non-commutative probability Quantum Information Statistical thermodynamics Stochastic processes Temperature parameter Theory of Random Noise Value of Information |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249947 |
Stratonovich, Ruslan L.
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||
| Cham, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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