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Exponential stability of stochastic differential equations / Xuerong Mao
| Exponential stability of stochastic differential equations / Xuerong Mao |
| Autore | Mao, Xuerong |
| Pubbl/distr/stampa | New York, : Marcel Dekker, 1994 |
| Descrizione fisica | XII, 307 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 93E15 - Stochastic stability in control theory [MSC 2020] |
| ISBN | 08-247-9080-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0044288 |
Mao, Xuerong
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| New York, : Marcel Dekker, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Pubbl/distr/stampa | Berlin, : Springer, 1999 |
| Descrizione fisica | XIII, 270 p. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| 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] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Partial Differential Equations
Black's Consol Rate Conjecture Boundary Value Problems Forward-Backward Stochastic Differential Equations Four Step Scheme Nodal Solutions Partial differential equations Quantitative Finance |
| ISBN | 978-35-406-5960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0054455 |
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Ma, Jin <1956- >
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| Berlin, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong
| Forward-backward stochastic differential equations and their applications / Jin Ma, Jiongmin Yong |
| Autore | Ma, Jin <1956- > |
| Edizione | [Berlin : Springer, 1999] |
| Descrizione fisica | Pubblicazione disponibile anche in formato elettronico |
| Altri autori (Persone) | Yong, Jiongmin |
| 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] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| ISBN | 8-3-540-65960-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0054455 |
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Ma, Jin <1956- >
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Lü, Qi
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
| Edizione | [Cham : Springer, 2014] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| 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] |
| ISBN | 8-3-319-06631-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103455 |
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Lü, Qi
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to fractional and pseudo-differential equations with singular symbols / Sabir Umarov
| Introduction to fractional and pseudo-differential equations with singular symbols / Sabir Umarov |
| Autore | Umarov, Sabir |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XVI, 434 p. : ill. ; 24 cm |
| Soggetto topico |
35Sxx - Pseudodifferential operators and other generalizations of partial differential operators [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 35Gxx - General first-order partial differential equations and systems of first-order partial differential equations [MSC 2020] 46Bxx - Normed linear spaces and Banach spaces; Banach lattices [MSC 2020] 46Sxx - Other (nonclassical) types of functional analysis [MSC 2020] 26A33 - Fractional derivatives and integrals [MSC 2020] 47G30 - Pseudodifferential operators [MSC 2020] 35Q84 - Fokker-Planck equations [MSC 2020] 32W25 - Pseudodifferential operators in several complex variables [MSC 2020] |
| Soggetto non controllato |
Complex Fourier Transform
Fokker-Planck-Kolmogorov Equations Fractional Differential Equations Lévy processes Partial differential equations Pseudo-Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113682 |
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Umarov, Sabir
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to fractional and pseudo-differential equations with singular symbols / Sabir Umarov
| Introduction to fractional and pseudo-differential equations with singular symbols / Sabir Umarov |
| Autore | Umarov, Sabir |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XVI, 434 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
35Sxx - Pseudodifferential operators and other generalizations of partial differential operators [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 35Gxx - General first-order partial differential equations and systems of first-order partial differential equations [MSC 2020] 46Bxx - Normed linear spaces and Banach spaces; Banach lattices [MSC 2020] 46Sxx - Other (nonclassical) types of functional analysis [MSC 2020] 26A33 - Fractional derivatives and integrals [MSC 2020] 47G30 - Pseudodifferential operators [MSC 2020] 35Q84 - Fokker-Planck equations [MSC 2020] 32W25 - Pseudodifferential operators in several complex variables [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113682 |
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Umarov, Sabir
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| XVI, 434 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to Random Processes / Yuriĭ A. Rozanov ; Transl. from the Russian by Birgit Röthinger
| Introduction to Random Processes / Yuriĭ A. Rozanov ; Transl. from the Russian by Birgit Röthinger |
| Autore | Rozanov, Yurii A. |
| Pubbl/distr/stampa | Berlin, : Springer, 1987 |
| Descrizione fisica | viii, 117 p. ; 24 cm |
| Soggetto topico |
60K25 - Queueing theory (aspects of probability theory) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60G07 - General theory of stochastic processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Processes Ergodic theory Filtration Markov Processes Random Walks Random variables Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0264211 |
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Rozanov, Yurii A.
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| Berlin, : Springer, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Le mouvement brownien relativiste / Jean-Pierre Caubet
| Le mouvement brownien relativiste / Jean-Pierre Caubet |
| Autore | Caubet, Jean-Pierre |
| Pubbl/distr/stampa | Berlin, : Springer, 1976 |
| Descrizione fisica | ix, 212 p. ; 24 cm |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Quantum mechanics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN0256902 |
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Caubet, Jean-Pierre
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| Berlin, : Springer, 1976 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang
| Lévy matters 3. : Lévy-type processes : construction, approximation and sample path properties / Björn Böttcher, René Schilling, Jian Wang |
| Autore | Böttcher, Björn |
| Edizione | [Cham : Springer, 2013] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Schilling, René L.
Wang, Jian |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J35 - Transition functions, generators and resolvents [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G48 - Generalizations of martingales [MSC 2020] 35S30 - Fourier integral operators applied to PDEs [MSC 2020] 47D03 - Groups and semigroups of linear operators [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0098170 |
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Böttcher, Björn
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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60H10 - Stochastic ordinary differential equations [MSC 2020]
(88)
- 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] (19)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (18)
- 60H05 - Stochastic integrals [MSC 2020] (17)
- 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] (17)