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A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xvi, 346 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60L20 - Rough paths [MSC 2020] 60L90 - Applications of rough analysis [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248552 |
Friz, Peter K.
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
| A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
| Autore | Friz, Peter K. |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 251 p. : ill. ; 24 cm |
| Altri autori (Persone) | Hairer, Martin |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
| Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103879 |
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Friz, Peter K.
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Computation and Combinatorics in Dynamics, Stochastics and Control : The Abel Symposium, Rosendal, Norway, August 2016 / Elena Celledoni ... [et al.] editors
| Computation and Combinatorics in Dynamics, Stochastics and Control : The Abel Symposium, Rosendal, Norway, August 2016 / Elena Celledoni ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 737 p. : ill. ; 24 cm |
| Soggetto topico |
16Wxx - Associative and algebras with additional structure [MSC 2020]
17D25 - Lie-admissible algebras [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 37E20 - Universality and renormalization of dynamical systems [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 93C10 - Nonlinear systems in control theory [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 15Axx - Basic linear algebra [MSC 2020] |
| Soggetto non controllato |
Free probability
Geometric integration theory Hopf algebras Nonlinear feedback systems Ordinary differential equations Random matrices Regularity structures Renormalization Rough Paths Shape Analysis Stochastic differential equations Universality |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124610 |
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Analysis and Related Topics : A Festschrift in Honor of Rodrigo Bañuelos / Fabrice Baudoin, Jonathon Peterson editors
| Stochastic Analysis and Related Topics : A Festschrift in Honor of Rodrigo Bañuelos / Fabrice Baudoin, Jonathon Peterson editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, 2017 |
| Descrizione fisica | vii, 221 p. : ill. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
35K05 - Heat equation [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35K25 - Higher order parabolic equations [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Fractional Brownian motion Heat Kernel estimates Lévy processes Partial differential equations Phase transitions Rough Paths |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123988 |
| Cham, : Birkhäuser, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Partial Differential Equations and Related Fields : In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10-14, 2016 / Andreas Eberle ... [et al.] editors
| Stochastic Partial Differential Equations and Related Fields : In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10-14, 2016 / Andreas Eberle ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xx, 574 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 35Kxx - Parabolic equations and parabolic systems [MSC 2020] 47Hxx - Nonlinear operators and their properties [MSC 2020] 47Dxx - Groups and semigroups of linear operators, their generalizations and applications [MSC 2020] 35Jxx - Elliptic equations and elliptic systems [MSC 2020] 35Qxx - Partial differential equations of mathematical physics and other areas of application [MSC 2020] 31Cxx - Generalizations of potential theory [MSC 2020] |
| Soggetto non controllato |
Applications of SPDE in mathematical physics
Diffusion processes on manifolds Dirichlet spaces and potential theory Fokker-Planck equations in Hilbert spaces Kolmogorov operators Markov processes and applications to diffusion processes Michael Röckner Festschrift Numerical analysis of stochastic partial differential equations Partial differential equations Partial differential operators with randomness Regularity structures and paracontrolled distributions Rough Paths Singular stochastic partial differential equations Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125012 |
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Séminaire de probabilités 37. / J. Azema, M. Émery, M. Yor eds
| Séminaire de probabilités 37. / J. Azema, M. Émery, M. Yor eds |
| Pubbl/distr/stampa | Berlin, : Springer, 2003 |
| Descrizione fisica | XIV, 446 p. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] |
| Soggetto non controllato |
Black-Scholes
Brownian Motions Diffusion Processes Gaussian Measure Local martingale Local time Martingales Probability Rough Paths Stochastic processes |
| ISBN | 978-35-402-0520-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0052038 |
| Berlin, : Springer, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Séminaire de Probabilités 46. / Catherine Donati-Martin, Antoine Lejay, Alain Rouault editors
| Séminaire de Probabilités 46. / Catherine Donati-Martin, Antoine Lejay, Alain Rouault editors |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | VIII, 512 p. ; 24 cm |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60Kxx - Special processes [MSC 2020] |
| Soggetto non controllato |
Branching processes
Diffusion Processes Random Walks Rough Paths Stable Processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101559 |
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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