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Advances in Probability and Mathematical Statistics : CLAPEM 2019, Mérida, Mexico / Daniel Hernández‐Hernández ... [et al.] editors
| Advances in Probability and Mathematical Statistics : CLAPEM 2019, Mérida, Mexico / Daniel Hernández‐Hernández ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
| Descrizione fisica | ix, 174 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Bayesian modelling
Limit Theorems Random graphs Random processes Statistical Mechanics Stochastic Control |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274347 |
| Cham, : Birkhäuser, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Advances in Probability and Mathematical Statistics : CLAPEM 2019, Mérida, Mexico / Daniel Hernández‐Hernández ... [et al.] editors
| Advances in Probability and Mathematical Statistics : CLAPEM 2019, Mérida, Mexico / Daniel Hernández‐Hernández ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
| Descrizione fisica | ix, 174 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Bayesian modelling
Limit Theorems Random graphs Random processes Statistical Mechanics Stochastic Control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00274347 |
| Cham, : Birkhäuser, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Hidden Markov Models : Estimation and Control / Robert J. Elliott, John B. Moore, Lakhdar Aggoun
| Hidden Markov Models : Estimation and Control / Robert J. Elliott, John B. Moore, Lakhdar Aggoun |
| Autore | Elliott, Robert J. |
| Pubbl/distr/stampa | New York, : Springer, 1995 [stampa 2008] |
| Descrizione fisica | xii, 361 p. ; 24 cm |
| Altri autori (Persone) |
Aggoun, Lakhdar
Moore, John B. |
| Soggetto topico |
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Algorithms
Brownian Motion Dynamics Equations Filtering Hidden Markov chains Hidden Markov models Markov Chains Markov Models Markov Processes Optimal Control Parameter Parameter estimations Quantitative Finance Stochastic Control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00295019 |
Elliott, Robert J.
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| New York, : Springer, 1995 [stampa 2008] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinear Partial Differential Equations for Future Applications : Sendai, Japan, July 10–28 and October 2–6, 2017 / Shigeaki Koike ... [et al.] editors
| Nonlinear Partial Differential Equations for Future Applications : Sendai, Japan, July 10–28 and October 2–6, 2017 / Shigeaki Koike ... [et al.] editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2021 |
| Descrizione fisica | vii, 261 p. : ill. ; 24 cm |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Dynamic programing principle
Eigen functions Fluid mechanics Gross-Pitaevskii Keller-Segel system Maximal regularity Navier-Stokes equations Obstacle problems Stochastic Control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275482 |
| Singapore, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Nonlinear Partial Differential Equations for Future Applications : Sendai, Japan, July 10–28 and October 2–6, 2017 / Shigeaki Koike ... [et al.] editors
| Nonlinear Partial Differential Equations for Future Applications : Sendai, Japan, July 10–28 and October 2–6, 2017 / Shigeaki Koike ... [et al.] editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2021 |
| Descrizione fisica | vii, 261 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
35-XX - Partial differential equations [MSC 2020] 62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Dynamic programing principle
Eigen functions Fluid mechanics Gross-Pitaevskii Keller-Segel system Maximal regularity Navier-Stokes equations Obstacle problems Stochastic Control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275482 |
| Singapore, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275348 |
|
Björk, Tomas
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
| Soggetto topico |
60H40 - White noise theory [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275348 |
|
Björk, Tomas
|
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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