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Deterministic and Stochastic Optimal Control / Wendell H. Fleming, Raymond Rishel
Deterministic and Stochastic Optimal Control / Wendell H. Fleming, Raymond Rishel
Autore Fleming, Wendell H.
Pubbl/distr/stampa New York, : Springer-Verlag, 1975
Descrizione fisica xi, 222 p. : ill. ; 24 cm
Altri autori (Persone) Rishel, Raymond
Soggetto topico 49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
49Lxx - Hamilton-Jacobi theories [MSC 2020]
49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020]
49K15 - Optimality conditions for problems involving ordinary differential equations [MSC 2020]
93-XX - Systems theory; control [MSC 2020]
Soggetto non controllato Brownian Motion
Calculus of variations
Diffusion Processes
Linear optimization
Markov Processes
Nonlinear optimization
Optimal Control
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0267844
Fleming, Wendell H.  
New York, : Springer-Verlag, 1975
Materiale a stampa
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Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu
Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu
Autore Suciu, Nicolae
Pubbl/distr/stampa Cham, : Birkhauser, 2019
Descrizione fisica xvi, 267 p. : ill. ; 24 cm
Soggetto topico 60J60 - Diffusion processes [MSC 2020]
65C10 - Random number generation in numerical analysis [MSC 2020]
86-XX - Geophysics [MSC 2020]
76Sxx - Flows in porous media; filtration; seepage [MSC 2020]
60G60 - Random fields [MSC 2020]
65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020]
65M75 - Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs [MSC 2020]
Soggetto non controllato Diffusion Processes
Ergodicity
Groundwater
Monte Carlo Methods
PDF methods
Random Walks
Random fields
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0126835
Suciu, Nicolae  
Cham, : Birkhauser, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu
Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu
Autore Suciu, Nicolae
Edizione [Cham : Birkhauser, 2019]
Pubbl/distr/stampa xvi, 267 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60J60 - Diffusion processes [MSC 2020]
65C10 - Random number generation in numerical analysis [MSC 2020]
86-XX - Geophysics [MSC 2020]
76Sxx - Flows in porous media; filtration; seepage [MSC 2020]
60G60 - Random fields [MSC 2020]
65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020]
65M75 - Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0126835
Suciu, Nicolae  
xvi, 267 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Diffusion Processes and Related Topics in Biology / Luigi M. Ricciardi ; Notes taken by Charles E. Smith
Diffusion Processes and Related Topics in Biology / Luigi M. Ricciardi ; Notes taken by Charles E. Smith
Autore Ricciardi, Luigi M.
Pubbl/distr/stampa Berlin, : Springer, 1977
Descrizione fisica vi, 202 p. : ill. ; 24 cm
Soggetto topico 92-XX - Biology and other natural sciences [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
Soggetto non controllato Biology
Diffusion
Diffusion Processes
Equations
Mathematics
Neurobiology
Population
Sage
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0260337
Ricciardi, Luigi M.  
Berlin, : Springer, 1977
Materiale a stampa
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Diffusions, superdiffusions and partial differential equations / E. B. Dynkin
Diffusions, superdiffusions and partial differential equations / E. B. Dynkin
Autore Dynkin, Evgenij B.
Pubbl/distr/stampa Providence, : American Mathematical Society, 2002
Descrizione fisica XI, 236 p. ; 26 cm.
Soggetto topico 60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
35K55 - Nonlinear parabolic equations [MSC 2020]
35J66 - Nonlinear boundary value problems for nonlinear elliptic equations [MSC 2020]
ISBN 08-218-3174-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0044276
Dynkin, Evgenij B.  
Providence, : American Mathematical Society, 2002
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Diffusions, superdiffusions and partial differential equations / E. B. Dynkin
Diffusions, superdiffusions and partial differential equations / E. B. Dynkin
Autore Dynkin, Evgenij B.
Pubbl/distr/stampa Providence, : American Mathematical Society, 2002
Descrizione fisica XI, 236 p. ; 26 cm
Soggetto topico 60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
35K55 - Nonlinear parabolic equations [MSC 2020]
35J66 - Nonlinear boundary value problems for nonlinear elliptic equations [MSC 2020]
ISBN 08-218-3174-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0044276
Dynkin, Evgenij B.  
Providence, : American Mathematical Society, 2002
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
Autore Çetin, Umut
Pubbl/distr/stampa New York, : Springer, 2018
Descrizione fisica xiv, 234 p. : ill. ; 24 cm
Altri autori (Persone) Danilova, Albina
Soggetto topico 60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
60H20 - Stochastic integral equations [MSC 2020]
91B44 - Economics of information [MSC 2020]
Soggetto non controllato Asymmetric Information
Dynamic Markov Bridges
Markov Processes
Quantitative Finance
Stochastic Filtering
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0125096
Çetin, Umut  
New York, : Springer, 2018
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
Autore Çetin, Umut
Edizione [New York : Springer, 2018]
Pubbl/distr/stampa xiv, 234 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Danilova, Albina
Soggetto topico 60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020]
91G80 - Financial applications of other theories [MSC 2020]
60H20 - Stochastic integral equations [MSC 2020]
91B44 - Economics of information [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0125096
Çetin, Umut  
xiv, 234 p., : ill. ; 24 cm
Materiale a stampa
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Entropy methods for diffusive partial differential equations / Ansgar Jüngel
Entropy methods for diffusive partial differential equations / Ansgar Jüngel
Autore Jungel, Ansgar
Pubbl/distr/stampa [Cham], : Springer, 2016
Descrizione fisica VIII, 139 p. : ill. ; 24 cm
Soggetto topico 35-XX - Partial differential equations [MSC 2020]
35Kxx - Parabolic equations and parabolic systems [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020]
35Q84 - Fokker-Planck equations [MSC 2020]
Soggetto non controllato Bakry-Emery methods
Cross-diffusion systems
Discrete entropy methods
Entropy dissipation methods
Functional Inequalities
Large-time asymptotics
Nonlinear Partial Differential Equations
Partial differential equations
Polynomial decision problems
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0114692
Jungel, Ansgar  
[Cham], : Springer, 2016
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Entropy methods for diffusive partial differential equations / Ansgar Jüngel
Entropy methods for diffusive partial differential equations / Ansgar Jüngel
Autore Jungel, Ansgar
Edizione [[Cham] : Springer, 2016]
Pubbl/distr/stampa VIII, 139 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 35-XX - Partial differential equations [MSC 2020]
35Kxx - Parabolic equations and parabolic systems [MSC 2020]
60J60 - Diffusion processes [MSC 2020]
35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020]
35Q84 - Fokker-Planck equations [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0114692
Jungel, Ansgar  
VIII, 139 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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