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Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse
| Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse |
| Autore | Bensoussan, Alain |
| Pubbl/distr/stampa | Berlin, : Springer, 2002 |
| Descrizione fisica | XII, 440 p. ; 24 cm. |
| Altri autori (Persone) | Frehse, Jens |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J65 - Brownian motion [MSC 2020] 35Jxx - Elliptic equations and elliptic systems [MSC 2020] 35J60 - Nonlinear elliptic equations [MSC 2020] 35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020] 82D37 - Statistical mechanical studies of semiconductors [MSC 2020] |
| ISBN | 8-3-642-08726-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0052451 |
Bensoussan, Alain
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| Berlin, : Springer, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse
| Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse |
| Autore | Bensoussan, Alain |
| Pubbl/distr/stampa | Berlin, : Springer, 2002 |
| Descrizione fisica | XII, 440 p. ; 24 cm |
| Altri autori (Persone) | Frehse, Jens |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J65 - Brownian motion [MSC 2020] 35Jxx - Elliptic equations and elliptic systems [MSC 2020] 35J60 - Nonlinear elliptic equations [MSC 2020] 35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020] 82D37 - Statistical mechanical studies of semiconductors [MSC 2020] |
| ISBN | 978-36-420-8726-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0052451 |
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Bensoussan, Alain
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| Berlin, : Springer, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Resilient controls for ordering uncertain prospects : change and response / Khanh D. Pham
| Resilient controls for ordering uncertain prospects : change and response / Khanh D. Pham |
| Autore | Pham, Khanh D. |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 211 p. : ill. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
| Soggetto non controllato |
Bilinear stochastic systems
Performance risk Performance robustness Resilient control applications Risk aversion Stochastic dominance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103908 |
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Pham, Khanh D.
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Resilient controls for ordering uncertain prospects : change and response / Khanh D. Pham
| Resilient controls for ordering uncertain prospects : change and response / Khanh D. Pham |
| Autore | Pham, Khanh D. |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XIV, 211 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
| ISBN | 8-3-319-08704-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103908 |
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Pham, Khanh D.
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| XIV, 211 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | X, 225 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Financial modeling
Insurance Optimal Control Quantitative Finance Risk management Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115381 |
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors
| Statistical methods and applications in insurance and finance : CIMPA school, Marrakech and Kelaat M’gouna, Morocco, april 2013 / M’hamed Eddahbi, El Hassan Essaky, Josep Vives editors |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | X, 225 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 90B30 - Production models [MSC 2020] 60H20 - Stochastic integral equations [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-SUN0115381 |
| X, 225 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott
| Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott |
| Autore | Cohen, Samuel N. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Birkhäuser, 2015 |
| Descrizione fisica | XXIII, 666 p. ; 24 cm |
| Altri autori (Persone) | Elliott, Robert J. |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113157 |
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Cohen, Samuel N.
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| New York, : Birkhäuser, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott
| Stochastic calculus and applications / Samuel N. Cohen, Robert J. Elliott |
| Autore | Cohen, Samuel N. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Birkhäuser, 2015 |
| Descrizione fisica | XXIII, 666 p. ; 24 cm |
| Altri autori (Persone) | Elliott, Robert J. |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Discrete and Continuous Time
Filtering Martingales Partial differential equations Quantitative Finance Stochastic Controls Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113157 |
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Cohen, Samuel N.
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| New York, : Birkhäuser, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Control Theory : Dynamic Programming Principle / Makiko Nisio
| Stochastic Control Theory : Dynamic Programming Principle / Makiko Nisio |
| Autore | Nisio, Makiko |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Tokyo, : Springer, 2015 |
| Descrizione fisica | xv, 250 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0125370 |
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Nisio, Makiko
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| Tokyo, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Control Theory : Dynamic Programming Principle / Makiko Nisio
| Stochastic Control Theory : Dynamic Programming Principle / Makiko Nisio |
| Autore | Nisio, Makiko |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Tokyo, : Springer, 2015 |
| Descrizione fisica | xv, 250 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Dynamic programming principle
Nonlinear semigroup Partial differential equations Stochastic Differential Games Stochastic optimal control Viscosity solutions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125370 |
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Nisio, Makiko
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| Tokyo, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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