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Introduction to Stochastic Analysis and Malliavin Calculus [[electronic resource] /] / by Giuseppe Da Prato
| Introduction to Stochastic Analysis and Malliavin Calculus [[electronic resource] /] / by Giuseppe Da Prato |
| Autore | Da Prato Giuseppe |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Pisa : , : Scuola Normale Superiore : , : Imprint : Edizioni della Normale, , 2014 |
| Descrizione fisica | 1 online resource (XVII, 279 p.) : online resource |
| Disciplina | 519.2 |
| Collana | Lecture Notes (Scuola Normale Superiore) |
| Soggetto topico |
Probabilities
Functional analysis Measure theory Probability Theory and Stochastic Processes Functional Analysis Measure and Integration |
| ISBN | 88-7642-499-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- 1 Gaussian measures in Hilbert spaces -- 2 Gaussian random variables -- 3 The Malliavin derivative -- 4 Brownian Motion -- 5 Markov property of Brownian motion -- 6 Ito’s integral -- 7 Ito’s formula -- 8 Stochastic differential equations -- 9 Relationship between stochastic and parabolic equations -- 10 Formulae of Feynman–Kac and Girsanov -- 11 Malliavin calculus -- 12 Asymptotic behaviour of transition semigroups -- A The Dynkin Theorem -- B Conditional expectation -- C Martingales -- D Fixed points depending on parameters -- E A basic ergodic theorem -- References. |
| Record Nr. | UNINA-9910299978903321 |
Da Prato Giuseppe
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| Pisa : , : Scuola Normale Superiore : , : Imprint : Edizioni della Normale, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Stochastic Calculus [[electronic resource] /] / by Rajeeva L. Karandikar, B. V. Rao
| Introduction to Stochastic Calculus [[electronic resource] /] / by Rajeeva L. Karandikar, B. V. Rao |
| Autore | Karandikar Rajeeva L |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XIII, 441 p.) |
| Disciplina | 519.2 |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Statistics
Probabilities Statistical Theory and Methods Probability Theory and Stochastic Processes |
| ISBN | 981-10-8318-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Discrete Parameter Martingales -- Continuous Time Processes -- The Ito Integral -- Stochastic Integration -- Semimartingales -- Pathwise Formula for the Stochastic Integral -- Continuous Semimartingales -- Predictable Increasing Processes -- The Davis Inequality -- Integral Representation of Martingales -- Dominating Process of a Semimartingale -- SDE driven by r.c.l.l. Semimartingales -- Girsanov Theorem. |
| Record Nr. | UNINA-9910733724303321 |
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Karandikar Rajeeva L
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Stochastic Integration [[electronic resource] /] / by K.L. Chung, R.J. Williams
| Introduction to Stochastic Integration [[electronic resource] /] / by K.L. Chung, R.J. Williams |
| Autore | Chung K.L |
| Edizione | [2nd ed. 2014.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Birkhäuser, , 2014 |
| Descrizione fisica | 1 online resource (XVII, 276 p. 10 illus.) : online resource |
| Disciplina | 519.2/2 |
| Collana | Modern Birkhäuser Classics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 1-4614-9587-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Preliminaries -- 2 Definition of the Stochastic Integral -- 3 Extension of the Predictable Integrands -- 4 Quadratic Variation Process -- 5 The Ito Formula -- 6 Applications of the Ito Formula -- 7 Local Time and Tanaka's Formula -- 8 Reflected Brownian Motions -- 9 Generalization Ito Formula, Change of Time and Measure -- 10 Stochastic Differential Equations -- References -- Index. |
| Record Nr. | UNINA-9910300147803321 |
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Chung K.L
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| New York, NY : , : Springer New York : , : Imprint : Birkhäuser, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Symplectic Geometry [[electronic resource] /] / by Jean-Louis Koszul, Yi Ming Zou
| Introduction to Symplectic Geometry [[electronic resource] /] / by Jean-Louis Koszul, Yi Ming Zou |
| Autore | Koszul Jean-Louis |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (166 pages) : illustrations |
| Disciplina | 516.36 |
| Soggetto topico |
Mathematical physics
Probabilities Differential geometry Mechanics Mathematical Physics Probability Theory and Stochastic Processes Differential Geometry Classical Mechanics |
| ISBN | 981-13-3987-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Some Algebra Basics -- Symplectic Manifolds -- Cotangent Bundles -- Symplectic G-spaces -- Poisson Manifolds -- A Graded Case. |
| Record Nr. | UNINA-9910350242103321 |
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Koszul Jean-Louis
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction to Uncertainty Quantification [[electronic resource] /] / by T.J. Sullivan
| Introduction to Uncertainty Quantification [[electronic resource] /] / by T.J. Sullivan |
| Autore | Sullivan T.J |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XII, 342 p. 28 illus.) |
| Disciplina | 519.2 |
| Collana | Texts in Applied Mathematics |
| Soggetto topico |
Probabilities
Mathematical optimization Numerical analysis Applied mathematics Engineering mathematics Mathematical physics Probability Theory and Stochastic Processes Optimization Numerical Analysis Mathematical and Computational Engineering Theoretical, Mathematical and Computational Physics |
| ISBN | 3-319-23395-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Measure and Probability Theory -- Banach and Hilbert Spaces -- Optimization Theory -- Measures of Information and Uncertainty -- Bayesian Inverse Problems -- Filtering and Data Assimilation -- Orthogonal Polynomials and Applications -- Numerical Integration -- Sensitivity Analysis and Model Reduction -- Spectral Expansions -- Stochastic Galerkin Methods -- Non-Intrusive Methods -- Distributional Uncertainty -- References -- Index. |
| Record Nr. | UNINA-9910300247503321 |
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Sullivan T.J
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduzione all'inferenza statistica [[electronic resource] /] / Giancarlo Bettuzzi
| Introduzione all'inferenza statistica [[electronic resource] /] / Giancarlo Bettuzzi |
| Autore | Bettuzzi Giancarlo |
| Edizione | [2. ed.] |
| Pubbl/distr/stampa | Bologna, : CLUEB, 2003 |
| Descrizione fisica | 112 p |
| Disciplina | 519 |
| Collana | Manuali & antologie |
| Soggetto topico |
Probabilities
Mathematical statistics |
| ISBN | 88-491-2040-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-9910132963703321 |
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Bettuzzi Giancarlo
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| Bologna, : CLUEB, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduzione alla probabilita e alla statistica / Romano Scozzavafa
| Introduzione alla probabilita e alla statistica / Romano Scozzavafa |
| Autore | Scozzafava, Romano |
| Pubbl/distr/stampa | Roma : Libreria Eredi V. Veschi, [1982?] |
| Descrizione fisica | 275 p. ; 24 cm |
| Disciplina | 519 |
| Soggetto topico |
Probabilities
Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991003498999707536 |
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Scozzafava, Romano
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| Roma : Libreria Eredi V. Veschi, [1982?] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Invariant Markov Processes Under Lie Group Actions [[electronic resource] /] / by Ming Liao
| Invariant Markov Processes Under Lie Group Actions [[electronic resource] /] / by Ming Liao |
| Autore | Liao Ming |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (370 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Probabilities
Topological groups Lie groups Global analysis (Mathematics) Manifolds (Mathematics) Probability Theory and Stochastic Processes Topological Groups, Lie Groups Global Analysis and Analysis on Manifolds |
| ISBN | 3-319-92324-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Invariant Markov processes under actions of topological groups -- Lévy processes in Lie groups -- Lévy processes in homogeneous spaces -- Lévy processes in compact Lie groups -- Spherical transform and Lévy-Khinchin formula -- Inhomogeneous Lévy processes in Lie groups -- Proofs of main results -- Inhomogenous Lévy processes in homogeneous spaces -- Decomposition of Markov processes -- Appendices -- Bibliography -- Index. |
| Record Nr. | UNINA-9910300105903321 |
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Liao Ming
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Invariant Measures for Stochastic Nonlinear Schrödinger Equations [[electronic resource] ] : Numerical Approximations and Symplectic Structures / / by Jialin Hong, Xu Wang
| Invariant Measures for Stochastic Nonlinear Schrödinger Equations [[electronic resource] ] : Numerical Approximations and Symplectic Structures / / by Jialin Hong, Xu Wang |
| Autore | Hong Jialin |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XIV, 220 p. 14 illus., 13 illus. in color.) |
| Disciplina | 519.22 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Numerical analysis Dynamics Ergodic theory Partial differential equations Probability Theory and Stochastic Processes Numerical Analysis Dynamical Systems and Ergodic Theory Partial Differential Equations |
| ISBN | 981-329-069-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Invariant measures and ergodicity -- Invariant measures for stochastic differential equations -- Invariant measures for stochastic nonlinear Schrödinger equations -- Geometric structures and numerical schemes for nonlinear Schrödinger equations -- Numerical invariant measures for damped stochastic nonlinear Schrödinger equations -- Approximation of ergodic limit for conservative stochastic nonlinear Schrödinger equations. |
| Record Nr. | UNINA-9910349341603321 |
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Hong Jialin
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Invariant Measures for Stochastic Nonlinear Schrödinger Equations [[electronic resource] ] : Numerical Approximations and Symplectic Structures / / by Jialin Hong, Xu Wang
| Invariant Measures for Stochastic Nonlinear Schrödinger Equations [[electronic resource] ] : Numerical Approximations and Symplectic Structures / / by Jialin Hong, Xu Wang |
| Autore | Hong Jialin |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XIV, 220 p. 14 illus., 13 illus. in color.) |
| Disciplina | 519.22 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Numerical analysis Dynamics Ergodic theory Partial differential equations Probability Theory and Stochastic Processes Numerical Analysis Dynamical Systems and Ergodic Theory Partial Differential Equations |
| ISBN | 981-329-069-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Invariant measures and ergodicity -- Invariant measures for stochastic differential equations -- Invariant measures for stochastic nonlinear Schrödinger equations -- Geometric structures and numerical schemes for nonlinear Schrödinger equations -- Numerical invariant measures for damped stochastic nonlinear Schrödinger equations -- Approximation of ergodic limit for conservative stochastic nonlinear Schrödinger equations. |
| Record Nr. | UNISA-996466373703316 |
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Hong Jialin
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| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Soggetto topico
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Probabilities
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- Probability Theory and Stochastic Processes (989)
- Statistics (232)
- Mathematical statistics (224)
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