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Lower previsions / / Matthias C.M. Troffaes, Gert de Cooman
| Lower previsions / / Matthias C.M. Troffaes, Gert de Cooman |
| Autore | Troffaes Matthias C. M. <1977-> |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (449 p.) |
| Disciplina | 519.2 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Probabilities
Statistical decision Games of chance (Mathematics) |
| ISBN |
1-118-76113-8
1-118-76262-2 1-118-76264-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Preface; Acknowledgements; Chapter 1 Preliminary notions and definitions; 1.1 Sets of numbers; 1.2 Gambles; 1.3 Subsets and their indicators; 1.4 Collections of events; 1.5 Directed sets and Moore-Smith limits; 1.6 Uniform convergence of bounded gambles; 1.7 Set functions, charges and measures; 1.8 Measurability and simple gambles; 1.9 Real functionals; 1.10 A useful lemma; Part I Lower Previsions On Bounded Gambles; Chapter 2 Introduction; Chapter 3 Sets of acceptable bounded gambles; 3.1 Random variables; 3.2 Belief and behaviour; 3.3 Bounded gambles
3.4 Sets of acceptable bounded gambles3.4.1 Rationality criteria; 3.4.2 Inference; Chapter 4 Lower previsions; 4.1 Lower and upper previsions; 4.1.1 From sets of acceptable bounded gambles to lower previsions; 4.1.2 Lower and upper previsions directly; 4.2 Consistency for lower previsions; 4.2.1 Definition and justification; 4.2.2 A more direct justification for the avoiding sure loss condition; 4.2.3 Avoiding sure loss and avoiding partial loss; 4.2.4 Illustrating the avoiding sure loss condition; 4.2.5 Consequences of avoiding sure loss; 4.3 Coherence for lower previsions 4.3.1 Definition and justification4.3.2 A more direct justification for the coherence condition; 4.3.3 Illustrating the coherence condition; 4.3.4 Linear previsions; 4.4 Properties of coherent lower previsions; 4.4.1 Interesting consequences of coherence; 4.4.2 Coherence and conjugacy; 4.4.3 Easier ways to prove coherence; 4.4.4 Coherence and monotone convergence; 4.4.5 Coherence and a seminorm; 4.5 The natural extension of a lower prevision; 4.5.1 Natural extension as least-committal extension; 4.5.2 Natural extension and equivalence; 4.5.3 Natural extension to a specific domain 4.5.4 Transitivity of natural extension4.5.5 Natural extension and avoiding sure loss; 4.5.6 Simpler ways of calculating the natural extension; 4.6 Alternative characterisations for avoiding sure loss, coherence, and natural extension; 4.7 Topological considerations; Chapter 5 Special coherent lower previsions; 5.1 Linear previsions on finite spaces; 5.2 Coherent lower previsions on finite spaces; 5.3 Limits as linear previsions; 5.4 Vacuous lower previsions; 5.5 {0,1}-valued lower probabilities; 5.5.1 Coherence and natural extension; 5.5.2 The link with classical propositional logic 5.5.3 The link with limits inferior5.5.4 Monotone convergence; 5.5.5 Lower oscillations and neighbourhood filters; 5.5.6 Extending a lower prevision defined on all continuous bounded gambles; Chapter 6 n-Monotone lower previsions; 6.1 n-Monotonicity; 6.2 n-Monotonicity and coherence; 6.2.1 A few observations; 6.2.2 Results for lower probabilities; 6.3 Representation results; Chapter 7 Special n-monotone coherent lower previsions; 7.1 Lower and upper mass functions; 7.2 Minimum preserving lower previsions; 7.2.1 Definition and properties; 7.2.2 Vacuous lower previsions; 7.3 Belief functions 7.4 Lower previsions associated with proper filters |
| Record Nr. | UNINA-9910824361803321 |
Troffaes Matthias C. M. <1977->
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| Chichester, England : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Lyapunov functionals and stability of stochastic functional differential equations [[electronic resource] /] / by Leonid Shaikhet
| Lyapunov functionals and stability of stochastic functional differential equations [[electronic resource] /] / by Leonid Shaikhet |
| Autore | Shaikhet Leonid |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (342 p.) |
| Disciplina |
515.35
515.392 515/.35 |
| Soggetto topico |
Control engineering
Difference equations Functional equations Statistical physics Dynamical systems Calculus of variations Probabilities Vibration Dynamics Control and Systems Theory Difference and Functional Equations Complex Systems Calculus of Variations and Optimal Control; Optimization Probability Theory and Stochastic Processes Vibration, Dynamical Systems, Control |
| ISBN | 3-319-00101-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Short Introduction to Stability Theory of Deterministic Functional Differential Equations -- Stability of Linear Scalar Equations -- Stability of Linear Systems of Two Equations -- Stability of Systems with Nonlinearities -- Matrix Riccati Equations in Stability of Linear Stochastic Differential Equations with Delays -- Stochastic Systems with Markovian Switching -- Stabilization of the Controlled Inverted Pendulum by Control with Delay -- Stability of Equilibrium Points of Nicholson’s Blowflies Equation with Stochastic Perturbations -- Stability of Positive Equilibrium Point of Nonlinear System of Type of Predator-Prey with Aftereffect and Stochastic Perturbations -- Stability of SIR Epidemic Model Equilibrium Points -- Stability of Some Social Mathematical Models with Delay by Stochastic Perturbations. |
| Record Nr. | UNINA-9910438050103321 |
|
Shaikhet Leonid
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Lévy Flights and Related Topics in Physics [[electronic resource] ] : Proceedings of the International Workshop Held at Nice, France, 27–30 June 1994 / / edited by Michael F. Shlesinger, George M. Zaslavsky, Uriel Frisch
| Lévy Flights and Related Topics in Physics [[electronic resource] ] : Proceedings of the International Workshop Held at Nice, France, 27–30 June 1994 / / edited by Michael F. Shlesinger, George M. Zaslavsky, Uriel Frisch |
| Edizione | [1st ed. 1995.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1995 |
| Descrizione fisica | 1 online resource (XV, 350 p. 26 illus.) |
| Disciplina | 530.1/59282 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Statistical physics
Dynamical systems Thermodynamics Probabilities Physics Complex Systems Probability Theory and Stochastic Processes Mathematical Methods in Physics Numerical and Computational Physics, Simulation Statistical Physics and Dynamical Systems |
| ISBN | 3-540-49225-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Variability of anomalous transport exponents versus different physical situations in geophysical and laboratory turbulence -- Conditionally-averaged dynamics of turbulence, new scaling and stochastic modelling -- Observation of anomalous diffusion and Lévy flights -- Chaotic lagrangian motion on a rotating sphere -- Lévy walks and lattice gas hydrodynamics -- Definition of stable laws, infinitely divisible laws, and Lévy processes -- to fractal sums of pulses -- Time scales in noisy conservative systems -- Geometric constructions in multifractality formalism -- Lévy walks in chaotic systems: Useful formulas and recent applications -- Transport and large scale stochasticity for a nonperiodic generalisation of the standard map -- Blowout bifurcations: Symmetry breaking of spatially symmetric chaotic states -- Lévy description of anomalous diffusion in dynamical systems -- From Lévy flights to the fractional kinetic equation for dynamical chaos -- More Lévy distributions in physics -- Aspects of Lévy flights in a quenched random force field -- Universality of escape from a half-space for symmetrical random walks -- Derivation of Lévy-type anomalous superdiffusion from generalized statistical mechanics -- A dynamical model leading to the breakdown of the Green-Kubo predictions -- Ultra-slow convergence to a Gaussian: The truncated Lévy flight -- Fractals in physiological control: From heart beat to gait -- Long-range correlations and generalized Lévy walks in DNA sequences. |
| Record Nr. | UNINA-9910257401903321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy Flights and Related Topics in Physics [[electronic resource] ] : Proceedings of the International Workshop Held at Nice, France, 27–30 June 1994 / / edited by Michael F. Shlesinger, George M. Zaslavsky, Uriel Frisch
| Lévy Flights and Related Topics in Physics [[electronic resource] ] : Proceedings of the International Workshop Held at Nice, France, 27–30 June 1994 / / edited by Michael F. Shlesinger, George M. Zaslavsky, Uriel Frisch |
| Edizione | [1st ed. 1995.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1995 |
| Descrizione fisica | 1 online resource (XV, 350 p. 26 illus.) |
| Disciplina | 530.1/59282 |
| Collana | Lecture Notes in Physics |
| Soggetto topico |
Statistical physics
Dynamical systems Thermodynamics Probabilities Physics Complex Systems Probability Theory and Stochastic Processes Mathematical Methods in Physics Numerical and Computational Physics, Simulation Statistical Physics and Dynamical Systems |
| ISBN | 3-540-49225-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Variability of anomalous transport exponents versus different physical situations in geophysical and laboratory turbulence -- Conditionally-averaged dynamics of turbulence, new scaling and stochastic modelling -- Observation of anomalous diffusion and Lévy flights -- Chaotic lagrangian motion on a rotating sphere -- Lévy walks and lattice gas hydrodynamics -- Definition of stable laws, infinitely divisible laws, and Lévy processes -- to fractal sums of pulses -- Time scales in noisy conservative systems -- Geometric constructions in multifractality formalism -- Lévy walks in chaotic systems: Useful formulas and recent applications -- Transport and large scale stochasticity for a nonperiodic generalisation of the standard map -- Blowout bifurcations: Symmetry breaking of spatially symmetric chaotic states -- Lévy description of anomalous diffusion in dynamical systems -- From Lévy flights to the fractional kinetic equation for dynamical chaos -- More Lévy distributions in physics -- Aspects of Lévy flights in a quenched random force field -- Universality of escape from a half-space for symmetrical random walks -- Derivation of Lévy-type anomalous superdiffusion from generalized statistical mechanics -- A dynamical model leading to the breakdown of the Green-Kubo predictions -- Ultra-slow convergence to a Gaussian: The truncated Lévy flight -- Fractals in physiological control: From heart beat to gait -- Long-range correlations and generalized Lévy walks in DNA sequences. |
| Record Nr. | UNISA-996466693803316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
| Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg |
| Autore | Duquesne Thomas |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (XIV, 206 p.) |
| Disciplina | 519.2 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN |
1-280-39180-4
9786613569721 3-642-14007-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Integrals and Extensions of Selfdecomposability -- Packing and Hausdorff Measures of Stable Trees -- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing. |
| Record Nr. | UNINA-9910483813703321 |
|
Duquesne Thomas
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
| Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg |
| Autore | Duquesne Thomas |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (XIV, 206 p.) |
| Disciplina | 519.2 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN |
1-280-39180-4
9786613569721 3-642-14007-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Integrals and Extensions of Selfdecomposability -- Packing and Hausdorff Measures of Stable Trees -- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing. |
| Record Nr. | UNISA-996466511003316 |
|
Duquesne Thomas
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Lévy Matters II [[electronic resource] ] : Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions / / by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
| Lévy Matters II [[electronic resource] ] : Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions / / by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero |
| Autore | Cohen Serge |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XII, 186 p. 8 illus., 1 illus. in color.) |
| Disciplina | 510 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Mathematics
Probabilities Mathematics, general Probability Theory and Stochastic Processes |
| ISBN | 3-642-31407-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Lévy fields -- The theory of scale functions for spectrally negative Lévy processes. |
| Record Nr. | UNINA-9910438136903321 |
|
Cohen Serge
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy Matters II [[electronic resource] ] : Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions / / by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
| Lévy Matters II [[electronic resource] ] : Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions / / by Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero |
| Autore | Cohen Serge |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XII, 186 p. 8 illus., 1 illus. in color.) |
| Disciplina | 510 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Mathematics
Probabilities Mathematics, general Probability Theory and Stochastic Processes |
| ISBN | 3-642-31407-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional Lévy fields -- The theory of scale functions for spectrally negative Lévy processes. |
| Record Nr. | UNISA-996466770103316 |
|
Cohen Serge
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||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Lévy Matters III [[electronic resource] ] : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / / by Björn Böttcher, René Schilling, Jian Wang
| Lévy Matters III [[electronic resource] ] : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / / by Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher Björn |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XVIII, 199 p. 1 illus.) |
| Disciplina | 519.282 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Mathematics Functional analysis Operator theory Probability Theory and Stochastic Processes Mathematics, general Functional Analysis Operator Theory |
| ISBN | 3-319-02684-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A Primer on Feller Semigroups and Feller Processes -- Feller Generators and Symbols -- Construction of Feller Processes -- Transformations of Feller Processes -- Sample Path Properties -- Global Properties -- Approximation -- Open Problems -- References -- Index. |
| Record Nr. | UNINA-9910438157703321 |
|
Böttcher Björn
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy Matters III [[electronic resource] ] : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / / by Björn Böttcher, René Schilling, Jian Wang
| Lévy Matters III [[electronic resource] ] : Lévy-Type Processes: Construction, Approximation and Sample Path Properties / / by Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher Björn |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (XVIII, 199 p. 1 illus.) |
| Disciplina | 519.282 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Mathematics Functional analysis Operator theory Probability Theory and Stochastic Processes Mathematics, general Functional Analysis Operator Theory |
| ISBN | 3-319-02684-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A Primer on Feller Semigroups and Feller Processes -- Feller Generators and Symbols -- Construction of Feller Processes -- Transformations of Feller Processes -- Sample Path Properties -- Global Properties -- Approximation -- Open Problems -- References -- Index. |
| Record Nr. | UNISA-996466578103316 |
|
Böttcher Björn
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||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Soggetto topico
-
Probabilities
(2071)
- Probability Theory and Stochastic Processes (989)
- Statistics (232)
- Mathematical statistics (224)
- Mathematical physics (118)