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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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A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls
| A Forward-Backward SDEs Approach to Pricing in Carbon Markets / Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls |
| Autore | Chassagneux, Jean-François |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | vi, 104 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Chotai, Hinesh
Muûls, Mirabelle |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Carbon markets
Commodity prices Emissions permits Energy economics Environmental economics Environmental finance Forward-Backward Stochastic Differential Equations Parameter Estimation Pricing in carbon markets Quantitative Finance Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124026 |
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Chassagneux, Jean-François
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha
| A minicourse on stochastic partial differential equations / Robert Dalang ... [et al.] ; editors: Davar Khoshnevisan, Firas Rassoul-Agha |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | XI, 216 p. ; 24 cm |
| Soggetto topico | 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Geometric measure theory and fractals
Interacting particle systems Malliavin Calculus Measure Theory Partial differential equations Stochastic Analysis Stochastic Partial Differential Equations Wave equations |
| ISBN | 978-35-408-5993-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0068220 |
| Berlin, : Springer, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
| Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis |
| Autore | Budhiraja, Amarjit |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | xix, 574 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dupuis, Paul |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Discrete time processes
Large Deviation Principle Large deviations Moderate deviation Monte Carlo Approximation Rare events Relative Entropy Representation formulas Stochastic Analysis Weak convergence Weak convergence methods |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127404 |
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Budhiraja, Amarjit
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| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Anomaly detection in random heterogeneous media : Feynman-Kac formulae, stochastic homogenization and statistical inversion / Martin Simon ; with a foreword by prof. dr. Lassi Päivärinta
| Anomaly detection in random heterogeneous media : Feynman-Kac formulae, stochastic homogenization and statistical inversion / Martin Simon ; with a foreword by prof. dr. Lassi Päivärinta |
| Autore | Simon, Martin |
| Pubbl/distr/stampa | Wiesbaden, : Springer spektrum, 2015 |
| Descrizione fisica | XIV, 150 p. : ill. ; 24 cm |
| Soggetto topico |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
82-XX - Statistical mechanics, structure of matter [MSC 2020] 82B31 - Stochastic methods applied to problems in equilibrium statistical mechanics [MSC 2020] |
| Soggetto non controllato |
Applied probability theory
Calderón’s inverse conductivity problem EIT Electrical impedance tomography Partial differential equations Random media Statistical inverse problems Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113925 |
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Simon, Martin
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| Wiesbaden, : Springer spektrum, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Complex Monge–Ampère equations and geodesics in the space of Kähler metrics / Vincent Guedj editor
| Complex Monge–Ampère equations and geodesics in the space of Kähler metrics / Vincent Guedj editor |
| Pubbl/distr/stampa | Berlin, : Springer, 2012 |
| Descrizione fisica | VIII, 310 p. : ill. ; 24 cm |
| Soggetto topico |
14-XX - Algebraic geometry [MSC 2020]
35-XX - Partial differential equations [MSC 2020] 53-XX - Differential geometry [MSC 2020] 32-XX - Several complex variables and analytic spaces [MSC 2020] |
| Soggetto non controllato |
Complex Monge-Ampére equations
Geodesics in the space of Kaehler metrics Kaehler metrics Partial differential equations Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0086802 |
| Berlin, : Springer, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Differential equations driven by rough paths : Ecole d'été de probabilités de Saint-Flour XXXIV-2004 / Terry J. Lyons, Michael Caruana, Thierry Levy
| Differential equations driven by rough paths : Ecole d'été de probabilités de Saint-Flour XXXIV-2004 / Terry J. Lyons, Michael Caruana, Thierry Levy |
| Autore | Lyons, Terry |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | XV, 109 p. ; 24 cm |
| Altri autori (Persone) |
Caruana, Michael
Lévy, Thierry |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Boundary Value Problems
Chen Iterated Integral Coupled Systems Log Signature Ordinary differential equations Probability Theory Rough Differential Equation Stochastic Analysis |
| ISBN | 978-35-407-1284-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0061435 |
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Lyons, Terry
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| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Dirichlet Forms and Related Topics : In Honor of Masatoshi Fukushima’s Beiju, IWDFRT 2022, Osaka, Japan, August 22–26 / Zhen-Qing Chen, Masayoshi Takeda, Toshihiro Uemura editors
| Dirichlet Forms and Related Topics : In Honor of Masatoshi Fukushima’s Beiju, IWDFRT 2022, Osaka, Japan, August 22–26 / Zhen-Qing Chen, Masayoshi Takeda, Toshihiro Uemura editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | xxi, 572 p. : ill. ; 24 cm |
| Soggetto non controllato |
Conference Proceedings
Dirichlet forms Markov process Potential theory Probability Theory Stochastic Analysis Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278375 |
| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Fractional Calculus : ICFDA 2018, Amman, Jordan, July 16-18 / Praveen Agarwal … [et al.] editors]
| Fractional Calculus : ICFDA 2018, Amman, Jordan, July 16-18 / Praveen Agarwal … [et al.] editors] |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | x, 249 p. : ill. ; 24 cm |
| Soggetto topico |
68-XX - Computer science [MSC 2020]
35-XX - Partial differential equations [MSC 2020] 65-XX - Numerical analysis [MSC 2020] 26-XX - Real functions [MSC 2020] 45-XX - Integral equations [MSC 2020] 41-XX - Approximations and expansions [MSC 2020] 33-XX - Special functions [MSC 2020] 39-XX - Difference and functional equations [MSC 2020] |
| Soggetto non controllato |
Adomian decomposition techniques
Fractional Calculus Fractional-order operators ICFDA 2018 Integral operators Ordinary differential equations Semilinear fractional differential equations Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127293 |
| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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