Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang
| General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang |
| Autore | Lü, Qi |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | IX, 146 p. ; 24 cm |
| Altri autori (Persone) | Zhang, Xu |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| Soggetto non controllato |
Backward stochastics evolution equation
Optimal Control Pontryagin-type maximum principle Quantitative Finance Stochastic Evolution Equations Transportation solution |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103455 |
Lü, Qi
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang
| General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang |
| Autore | Lü, Qi |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | IX, 146 p. ; 24 cm |
| Altri autori (Persone) | Zhang, Xu |
| Soggetto topico |
49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020]
49K45 - Optimality conditions for problems involving randomness [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Backward stochastics evolution equation
Optimal Control Pontryagin-type maximum principle Quantitative Finance Stochastic Evolution Equations Transportation solution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103455 |
|
Lü, Qi
|
||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic partial differential equations: an introduction / Wei Liu, Michael Röckner
| Stochastic partial differential equations: an introduction / Wei Liu, Michael Röckner |
| Autore | Liu, Wei |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | VI, 266 p. : ill. ; 24 cm |
| Altri autori (Persone) | Röckner, Michael |
| Soggetto topico |
47-XX - Operator theory [MSC 2020]
47J35 - Nonlinear evolution equations [MSC 2020] 35-XX - Partial differential equations [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 34-XX - Ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 35Q35 - PDEs in connection with fluid mechanics [MSC 2020] 34G20 - Nonlinear differential equations in abstract spaces [MSC 2020] 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 35K58 - Semilinear parabolic equations [MSC 2020] 35K59 - Quasilinear parabolic equations [MSC 2020] |
| Soggetto non controllato |
Explosive Solutions
Gelfand Triples Generalized Coercivity Girsanov Theorem on Hilbert Invariant measures Itô-Formula Locally Monotone Coefficients Markov property Ordinary differential equations Partial differential equations Stochastic 2D and 3D Navier-Stokes Equation Stochastic Cahn-Hilliard Equations Stochastic Evolution Equations Stochastic Partial Differential Equations Stochastic Porous Media Equations Stochastic Surface Growth Models Stochastic integration in Hilbert spaces Stochastic p-Laplace Equations Variational approach Weak and strong solutions Yamada-Watanabe Theorem in Infinite Dimensions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113731 |
|
Liu, Wei
|
||
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic partial differential equations: an introduction / Wei Liu, Michael Röckner
| Stochastic partial differential equations: an introduction / Wei Liu, Michael Röckner |
| Autore | Liu, Wei |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | VI, 266 p. : ill. ; 24 cm |
| Altri autori (Persone) | Röckner, Michael |
| Soggetto topico |
34-XX - Ordinary differential equations [MSC 2020]
34Fxx - Ordinary differential equations and systems with randomness [MSC 2020] 34G20 - Nonlinear differential equations in abstract spaces [MSC 2020] 35-XX - Partial differential equations [MSC 2020] 35K58 - Semilinear parabolic equations [MSC 2020] 35K59 - Quasilinear parabolic equations [MSC 2020] 35Q35 - PDEs in connection with fluid mechanics [MSC 2020] 47-XX - Operator theory [MSC 2020] 47J35 - Nonlinear evolution equations [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J60 - Diffusion processes [MSC 2020] |
| Soggetto non controllato |
Explosive Solutions
Gelfand Triples Generalized Coercivity Girsanov Theorem on Hilbert Invariant measures Itô-Formula Locally Monotone Coefficients Markov property Ordinary Differential Equations Partial Differential Equations Stochastic 2D and 3D Navier-Stokes Equation Stochastic Cahn-Hilliard Equations Stochastic Evolution Equations Stochastic Partial Differential Equations Stochastic Porous Media Equations Stochastic Surface Growth Models Stochastic integration in Hilbert spaces Stochastic p-Laplace Equations Variational approach Weak and strong solutions Yamada-Watanabe Theorem in Infinite Dimensions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113731 |
|
Liu, Wei
|
||
| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||