Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang |
Autore | Zhang, Jianfeng |
Pubbl/distr/stampa | New York, : Springer, 2017 |
Descrizione fisica | xv, 386 p. ; 24 cm |
Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
Soggetto non controllato |
Backward Stochastic Differential Equations
Economic Theory, Quantitative Economics, Mathematical Methods Game Theory, Economics Social and Behavioral Science Mathematical Finance Nonlinear expectations Numerical Analysis Parabolic partial differential equations Partial differential equations Path Dependent Partial Differential Equations Probability Theory and Stochastic Processes Quantitative Finance Second Order Backward Stochastic Differential Equations Stochastic Controls Stochastic differential equations Viscosity solutions Weak Formulation |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123804 |
Zhang, Jianfeng
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New York, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / Jianfeng Zhang |
Autore | Zhang, Jianfeng |
Pubbl/distr/stampa | New York, : Springer, 2017 |
Descrizione fisica | xv, 386 p. ; 24 cm |
Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
Soggetto non controllato |
Backward Stochastic Differential Equations
Economic Theory, Quantitative Economics, Mathematical Methods Game Theory, Economics Social and Behavioral Science Mathematical Finance Nonlinear expectations Numerical Analysis Parabolic partial differential equations Partial differential equations Path Dependent Partial Differential Equations Probability Theory and Stochastic Processes Quantitative Finance Second Order Backward Stochastic Differential Equations Stochastic Controls Stochastic differential equations Viscosity solutions Weak Formulation |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00123804 |
Zhang, Jianfeng
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New York, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Elliptic Extensions in Statistical and Stochastic Systems / Makoto Katori |
Autore | Katori, Makoto |
Pubbl/distr/stampa | Singapore, : Springer, 2023 |
Descrizione fisica | xiv, 125 p. : ill. ; 24 cm |
Soggetto topico |
33E05 - Elliptic functions and integrals [MSC 2020]
44-XX - Integral transforms, operational calculus [MSC 2020] 44A05 - General integral transforms [MSC 2020] 44A10 - Laplace transform [MSC 2020] 44A20 - Integral transforms of special functions [MSC 2020] 44A30 - Multiple integral transforms [MSC 2020] 44A45 - Classical operational calculus [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] 82C22 - Interacting particle systems in time-dependent statistical mechanics [MSC 2020] |
Soggetto non controllato |
Brownian motion and lattice path models
Gaussian fields and point processes Probability Theory and Stochastic Processes Statistical physics and random matrix theory q-extensions and elliptic extensions |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00279189 |
Katori, Makoto
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Singapore, : Springer, 2023 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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An Invitation to Statistics in Wasserstein Space [[electronic resource] /] / by Victor M. Panaretos, Yoav Zemel |
Autore | Panaretos Victor M |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Cham, : Springer Nature, 2020 |
Descrizione fisica | 1 online resource (XIII, 147 p. 30 illus., 24 illus. in color.) |
Disciplina | 519.2 |
Collana | SpringerBriefs in Probability and Mathematical Statistics |
Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
Soggetto non controllato |
Probability Theory and Stochastic Processes
Optimal Transportation Monge-Kantorovich Problem Barycenter Multimarginal Transport Functional Data Analysis Point Processes Random Measures Manifold Statistics Open Access Geometrical statistics Wasserstein metric Fréchet mean Procrustes analysis Phase variation Gradient descent Probability & statistics Stochastics |
ISBN | 3-030-38438-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Optimal transportation -- The Wasserstein space -- Fréchet means in the Wasserstein space -- Phase variation and Fréchet means -- Construction of Fréchet means and multicouplings. |
Record Nr. | UNISA-996418267003316 |
Panaretos Victor M
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Cham, : Springer Nature, 2020 | ||
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Lo trovi qui: Univ. di Salerno | ||
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An Invitation to Statistics in Wasserstein Space / / by Victor M. Panaretos, Yoav Zemel |
Autore | Panaretos Victor M |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Cham, : Springer Nature, 2020 |
Descrizione fisica | 1 online resource (XIII, 147 p. 30 illus., 24 illus. in color.) |
Disciplina |
519.2
519.5 |
Collana | SpringerBriefs in Probability and Mathematical Statistics |
Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
Soggetto non controllato |
Probability Theory and Stochastic Processes
Optimal Transportation Monge-Kantorovich Problem Barycenter Multimarginal Transport Functional Data Analysis Point Processes Random Measures Manifold Statistics Open Access Geometrical statistics Wasserstein metric Fréchet mean Procrustes analysis Phase variation Gradient descent Probability & statistics Stochastics |
ISBN | 3-030-38438-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Optimal transportation -- The Wasserstein space -- Fréchet means in the Wasserstein space -- Phase variation and Fréchet means -- Construction of Fréchet means and multicouplings. |
Record Nr. | UNINA-9910404119803321 |
Panaretos Victor M
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Cham, : Springer Nature, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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Matrix-exponential distributions in applied probability / Mogens Bladt, Bo Friis Nielsen |
Autore | Bladt, Mogens |
Pubbl/distr/stampa | New York, : Springer, 2017 |
Descrizione fisica | xvii, 736 p. : ill. ; 24 cm |
Altri autori (Persone) | Nielsen, Bo Friis |
Soggetto topico |
46-XX - Functional analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
Soggetto non controllato |
Applied probability
Ladder processes Management Science Markov Processes Matrix exponential distributions Numerical methods Operations Research Phase-type distributions Probability Theory and Stochastic Processes Random Walks Regenerative methods Renewal theory Stochastic modeling Uncertainty Quantification |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123376 |
Bladt, Mogens
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New York, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Matrix-exponential distributions in applied probability / Mogens Bladt, Bo Friis Nielsen |
Autore | Bladt, Mogens |
Pubbl/distr/stampa | New York, : Springer, 2017 |
Descrizione fisica | xvii, 736 p. : ill. ; 24 cm |
Altri autori (Persone) | Nielsen, Bo Friis |
Soggetto topico |
46-XX - Functional analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
Soggetto non controllato |
Applied probability
Ladder processes Management Science Markov Processes Matrix exponential distributions Numerical methods Operations Research Phase-type distributions Probability Theory and Stochastic Processes Random Walks Regenerative methods Renewal theory Stochastic modeling Uncertainty Quantification |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00123376 |
Bladt, Mogens
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New York, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Probability in Electrical Engineering and Computer Science [[electronic resource] ] : An Application-Driven Course |
Autore | Walrand Jean |
Pubbl/distr/stampa | Cham, : Springer International Publishing AG, 2021 |
Descrizione fisica | 1 online resource (390 p.) |
Soggetto topico |
Maths for computer scientists
Communications engineering / telecommunications Maths for engineers Probability & statistics |
Soggetto non controllato |
Probability and Statistics in Computer Science
Communications Engineering, Networks Mathematical and Computational Engineering Probability Theory and Stochastic Processes Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Mathematical and Computational Engineering Applications Probability Theory Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied probability Hypothesis testing Detection theory Expectation maximization Stochastic dynamic programming Machine learning Stochastic gradient descent Deep neural networks Matrix completion Linear and polynomial regression Open Access Maths for computer scientists Mathematical & statistical software Communications engineering / telecommunications Maths for engineers Probability & statistics Stochastics |
ISBN | 3-030-49995-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996464521903316 |
Walrand Jean
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Cham, : Springer International Publishing AG, 2021 | ||
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Lo trovi qui: Univ. di Salerno | ||
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Probability in Electrical Engineering and Computer Science : An Application-Driven Course |
Autore | Walrand Jean |
Pubbl/distr/stampa | Cham, : Springer International Publishing AG, 2021 |
Descrizione fisica | 1 online resource (390 p.) |
Soggetto topico |
Maths for computer scientists
Communications engineering / telecommunications Maths for engineers Probability & statistics |
Soggetto non controllato |
Probability and Statistics in Computer Science
Communications Engineering, Networks Mathematical and Computational Engineering Probability Theory and Stochastic Processes Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Mathematical and Computational Engineering Applications Probability Theory Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied probability Hypothesis testing Detection theory Expectation maximization Stochastic dynamic programming Machine learning Stochastic gradient descent Deep neural networks Matrix completion Linear and polynomial regression Open Access Maths for computer scientists Mathematical & statistical software Communications engineering / telecommunications Maths for engineers Probability & statistics Stochastics |
ISBN | 3-030-49995-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910488709003321 |
Walrand Jean
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Cham, : Springer International Publishing AG, 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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Sample path analysis and distributions of boundary crossing times / Shelemyahu Zacks |
Autore | Zacks, Shelemyahu |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | XIII, 135 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60K40 - Other physical applications of random 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 |
Applications in Queueing
Brownian Motions Compound Poisson Processes Compound Renewal Processes Distributions of First Crossing Times Inventory and Sequential Analysis Management Science Operations Research Poisson process Probability Theory and Stochastic Processes Renewal processes Telegraph Processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114084 |
Zacks, Shelemyahu
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Cham, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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