Elements of Stochastic Calculus and Analysis / Daniel W. Stroock
| Elements of Stochastic Calculus and Analysis / Daniel W. Stroock |
| Autore | Stroock, Daniel W. |
| Pubbl/distr/stampa | Cham, : Centre de Recherches Mathématiques, : Springer, 2018 |
| Descrizione fisica | xiv, 206 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian stochastic integration
Burkholder's inequality Doob-Meyer decomposition theorem Ito's approach Kalman-Bucy filter Kolmogorov equations Markov property Semi-martingales Tanaka's formula |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124655 |
Stroock, Daniel W.
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| Cham, : Centre de Recherches Mathématiques, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Elements of Stochastic Calculus and Analysis / Daniel W. Stroock
| Elements of Stochastic Calculus and Analysis / Daniel W. Stroock |
| Autore | Stroock, Daniel W. |
| Pubbl/distr/stampa | Cham, : Centre de Recherches Mathématiques, : Springer, 2018 |
| Descrizione fisica | xiv, 206 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian stochastic integration
Burkholder's inequality Doob-Meyer decomposition theorem Ito's approach Kalman-Bucy filter Kolmogorov equations Markov property Semi-martingales Tanaka's formula |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124655 |
Stroock, Daniel W.
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| Cham, : Centre de Recherches Mathématiques, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Information Geometry and Population Genetics : the Mathematical Structure of the Wright-Fisher Model / Julian Hofrichter, Jurgen Jost, Tat Dat Tran
| Information Geometry and Population Genetics : the Mathematical Structure of the Wright-Fisher Model / Julian Hofrichter, Jurgen Jost, Tat Dat Tran |
| Autore | Hofrichter, Julian |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xii, 319 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Jost, Jürgen
Tran, Tat Dat |
| Soggetto topico |
92-XX - Biology and other natural sciences [MSC 2020]
94A17 - Measures of information, entropy [MSC 2020] 92D25 - Population dynamics (general) [MSC 2020] 92D10 - Genetics and epigenetics [MSC 2020] |
| Soggetto non controllato |
Free energy functional
Information Geometry Kolmogorov equations Multiallele/multilocus model Population genetics Wright-Fisher model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123510 |
Hofrichter, Julian
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| Cham, : Springer, 2017 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Information Geometry and Population Genetics : the Mathematical Structure of the Wright-Fisher Model / Julian Hofrichter, Jurgen Jost, Tat Dat Tran
| Information Geometry and Population Genetics : the Mathematical Structure of the Wright-Fisher Model / Julian Hofrichter, Jurgen Jost, Tat Dat Tran |
| Autore | Hofrichter, Julian |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xii, 319 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Jost, Jürgen
Tran, Tat Dat |
| Soggetto topico |
92-XX - Biology and other natural sciences [MSC 2020]
92D10 - Genetics and epigenetics [MSC 2020] 92D25 - Population dynamics (general) [MSC 2020] 94A17 - Measures of information, entropy [MSC 2020] |
| Soggetto non controllato |
Free energy functional
Information Geometry Kolmogorov equations Multiallele/multilocus model Population genetics Wright-Fisher model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123510 |
Hofrichter, Julian
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| Cham, : Springer, 2017 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Markov Renewal and Piecewise Deterministic Processes / Christiane Cocozza-Thivent
| Markov Renewal and Piecewise Deterministic Processes / Christiane Cocozza-Thivent |
| Autore | Cocozza-Thivent, Christiane |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xiv, 252 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] 60K15 - Markov renewal processes, semi-Markov processes [MSC 2020] |
| Soggetto non controllato |
Invariant measures
Jumps Kolmogorov equations Marked point process Markov renewal process Numerical scheme Piecesewise deterministic Markov process Semi-Markov Process Stability Switching process |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274898 |
Cocozza-Thivent, Christiane
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| Cham, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Markov Renewal and Piecewise Deterministic Processes / Christiane Cocozza-Thivent
| Markov Renewal and Piecewise Deterministic Processes / Christiane Cocozza-Thivent |
| Autore | Cocozza-Thivent, Christiane |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xiv, 252 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60K15 - Markov renewal processes, semi-Markov processes [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Soggetto non controllato |
Invariant measures
Jumps Kolmogorov equations Marked point process Markov renewal process Numerical scheme Piecesewise deterministic Markov process Semi-Markov Process Stability Switching process |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00274898 |
Cocozza-Thivent, Christiane
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| Cham, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Piecewise Deterministic Processes in Biological Models / Ryszard Rudnicki, Marta Tyran-Kamińska
| Piecewise Deterministic Processes in Biological Models / Ryszard Rudnicki, Marta Tyran-Kamińska |
| Autore | Rudnicki, Ryszard |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | ix, 169 p. : ill. ; 24 cm |
| Altri autori (Persone) | Tyran-Kamińska, Marta |
| Soggetto topico |
92B05 - General biology and biomathematics [MSC 2020]
92-XX - Biology and other natural sciences [MSC 2020] 92D25 - Population dynamics (general) [MSC 2020] 92D10 - Genetics and epigenetics [MSC 2020] 47D03 - Groups and semigroups of linear operators [MSC 2020] 47N60 - Applications of operator theory in chemistry and life sciences [MSC 2020] |
| Soggetto non controllato |
Deterministic Processes with Jumps
Kolmogorov equations Piecewise Deterministic Markov Processes Stochastic Semigroups Stochastic differential equations Systems biology |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123795 |
Rudnicki, Ryszard
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| Cham, : Springer, 2017 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Piecewise Deterministic Processes in Biological Models / Ryszard Rudnicki, Marta Tyran-Kamińska
| Piecewise Deterministic Processes in Biological Models / Ryszard Rudnicki, Marta Tyran-Kamińska |
| Autore | Rudnicki, Ryszard |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | ix, 169 p. : ill. ; 24 cm |
| Altri autori (Persone) | Tyran-Kamińska, Marta |
| Soggetto topico |
47D03 - Groups and semigroups of linear operators [MSC 2020]
47N60 - Applications of operator theory in chemistry and life sciences [MSC 2020] 92-XX - Biology and other natural sciences [MSC 2020] 92B05 - General biology and biomathematics [MSC 2020] 92D10 - Genetics and epigenetics [MSC 2020] 92D25 - Population dynamics (general) [MSC 2020] |
| Soggetto non controllato |
Deterministic Processes with Jumps
Kolmogorov equations Piecewise Deterministic Markov Processes Stochastic Semigroups Stochastic differential equations Systems biology |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123795 |
Rudnicki, Ryszard
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| Cham, : Springer, 2017 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Equations and Differential Geometry / by Ya. I. Belopolskaya and Yu. L. Dalecky
| Stochastic Equations and Differential Geometry / by Ya. I. Belopolskaya and Yu. L. Dalecky |
| Autore | Belopolskaya, Yana I. |
| Pubbl/distr/stampa | Dordrecht, : Kluwer, 1990 |
| Descrizione fisica | xv, 260 p. ; 24 cm |
| Altri autori (Persone) | Daletskij, Yurii L. |
| Soggetto topico |
53Bxx - Local differential geometry [MSC 2020]
58J65 - Diffusion processes and stochastic analysis on manifolds [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Boundary Value Problems
Differential geometry Diffusion Processes Kolmogorov equations Lie groups Manifolds Markov Processes Partial Differential Equations Random functions Random variables Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00287638 |
Belopolskaya, Yana I.
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| Dordrecht, : Kluwer, 1990 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic integration by parts and functional Itô calculus / Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet ... [et al.]
| Stochastic integration by parts and functional Itô calculus / Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet ... [et al.] |
| Autore | Bally, Vlad |
| Pubbl/distr/stampa | [Basel], : Birkhäuser, : Springer, 2016 |
| Descrizione fisica | IX, 207 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Caramellino, Lucia
Cont, Rama |
| Soggetto topico | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Interpolation spaces
Kolmogorov equations Malliavin Calculus Ordinary differential equations Partial differential equations Path-dependent PDE Probability laws |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115389 |
Bally, Vlad
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| [Basel], : Birkhäuser, : Springer, 2016 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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