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Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena
| Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena |
| Autore | Levajković, Tijana |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | X, 132 p. : ill. ; 24 cm |
| Altri autori (Persone) | Mena, Hermann |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 34Hxx - Control problems including ordinary differential equations [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 65J10 - Numerical solutions to equations with linear operators [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] |
| Soggetto non controllato |
Chaos expansion
Generalized stochastic processes Malliavin operators Operator differential algebraic equations Partial differential equations Stochastic differential equations Stochastic optimal control problems Stochastic processes White noise analysis |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123470 |
Levajković, Tijana
|
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena
| Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena |
| Autore | Levajković, Tijana |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | X, 132 p. : ill. ; 24 cm |
| Altri autori (Persone) | Mena, Hermann |
| Soggetto topico |
34Hxx - Control problems including ordinary differential equations [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 65J10 - Numerical solutions to equations with linear operators [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Chaos expansion
Generalized stochastic processes Malliavin operators Operator differential algebraic equations Partial differential equations Stochastic differential equations Stochastic optimal control problems Stochastic processes White noise analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123470 |
|
Levajković, Tijana
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Generalized Stochastic Processes : Modelling and Applications of Noise Processes / Stefan Schäffler
| Generalized Stochastic Processes : Modelling and Applications of Noise Processes / Stefan Schäffler |
| Autore | Schäffler, Stefan |
| Pubbl/distr/stampa | Cham, : Birkhäuser, 2018 |
| Descrizione fisica | xv, 183 p. : ill. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 94A08 - Image processing (compression, reconstruction, etc.) in information and communication theory [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] |
| Soggetto non controllato |
Circuit simulation
Digital communications Generalized random fields Generalized stochastic processes Image processing Noise processes Stochastic differential equations Stochastic integration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124705 |
|
Schäffler, Stefan
|
||
| Cham, : Birkhäuser, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Generalized Stochastic Processes : Modelling and Applications of Noise Processes / Stefan Schäffler
| Generalized Stochastic Processes : Modelling and Applications of Noise Processes / Stefan Schäffler |
| Autore | Schäffler, Stefan |
| Pubbl/distr/stampa | Cham, : Birkhäuser, 2018 |
| Descrizione fisica | xv, 183 p. : ill. ; 24 cm |
| Soggetto topico |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 94A08 - Image processing (compression, reconstruction, etc.) in information and communication theory [MSC 2020] |
| Soggetto non controllato |
Circuit simulation
Digital communications Generalized random fields Generalized stochastic processes Image processing Noise processes Stochastic differential equations Stochastic integration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124705 |
|
Schäffler, Stefan
|
||
| Cham, : Birkhäuser, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||