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Malliavin Calculus and Stochastic Analysis [[electronic resource] ] : A Festschrift in Honor of David Nualart / / edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart
| Malliavin Calculus and Stochastic Analysis [[electronic resource] ] : A Festschrift in Honor of David Nualart / / edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York, NY : , : Springer US : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (579 p.) |
| Disciplina |
519.2
519.22 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Probabilities
Economics, Mathematical Applied mathematics Engineering mathematics Probability Theory and Stochastic Processes Quantitative Finance Applications of Mathematics |
| ISBN |
1-299-33662-0
1-4614-5906-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | An Application of Gaussian Measures to Functional Analysis -- Stochastic Taylor Formulas and Riemannian Geometry -- Local invertibility of adapted shifts on Wiener Space and related topics -- Dilation vector field on Wiener space -- The calculus of differentials for the weak Stratonovich integral -- Large deviations for Hilbert space valued Wiener processes: a sequence space approach -- Stationary distributions for jump processes with inert drift -- An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure -- Escape probability for stochastic dynamical systems with jumps -- On Stochastic Navier-Stokes Equation Driven by Stationary White Noise -- Intermittency and chaos for a non-linear stochastic wave equation in dimension 1 -- Generalized stochastic heat equations -- Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs -- Stationarity of the solution for the semilinear stochastic integral equation on the whole real line -- A strong approximation of sub-fractional Brownian motion by means of transport processes -- Malliavin calculus for fractional heat equation -- Parameter estimation for alpha-fractional bridges -- Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion -- Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations -- The effect of competition on the height and length of the forest of genealogical trees of a large population -- Linking progressive and initial filtration expansions -- A Malliavin calculus approach to general stochastic differential games with partial information -- Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words -- A short rate model using ambit processes -- Parametric regularity of the conditional expectations via the Malliavin calculus and applications. |
| Record Nr. | UNINA-9910437868803321 |
| New York, NY : , : Springer US : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security [[electronic resource] /] / by Vassili N. Kolokoltsov, Oleg A. Malafeyev
| Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security [[electronic resource] /] / by Vassili N. Kolokoltsov, Oleg A. Malafeyev |
| Autore | Kolokoltsov Vassili N |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (206 pages) |
| Disciplina | 300.15193 |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Game theory
Probabilities Calculus of variations Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes Calculus of Variations and Optimal Control; Optimization |
| ISBN | 3-030-12371-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction: Main Models and LLN Methology -- Part I: Multi-agent Interaction and Nonlinear Markov Games -- 2. Best Response Principals -- 3. Dynamic Control of Major Players -- 4. Models of Growth Under Pressure -- Par II: Pools of Rational Optimizers -- 5. MFGs for Finite-state Models -- 6. Three State Model of Corruption and Inspection -- 7. Four State Model of Cyber-security -- 8. Turnpick Theory for MFGs on Two-dimensional Networks. |
| Record Nr. | UNINA-9910338256103321 |
Kolokoltsov Vassili N
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Marginal and Functional Quantization of Stochastic Processes [[electronic resource] /] / by Harald Luschgy, Gilles Pagès
| Marginal and Functional Quantization of Stochastic Processes [[electronic resource] /] / by Harald Luschgy, Gilles Pagès |
| Autore | Luschgy Harald |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (918 pages) |
| Disciplina | 519.2 |
| Altri autori (Persone) | PagèsGilles |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Telecommunication Mathematics - Data processing Probability Theory Communications Engineering, Networks Computational Mathematics and Numerical Analysis |
| ISBN | 3-031-45464-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Notation Index -- Part I. Basics and Marginal Quantization -- 1. Optimal and Stationary Quantizers -- 2. The Finite-Dimensional Setting I -- 3. The Finite-Dimensional Setting II -- Part II. Functional Quantization -- 4. Functional Quantization, Small Ball Probabilities, Metric Entropy and Series Expansions for Gaussian Processes -- 5. Spectral Methods for Gaussian Processes -- 6. Geometry of Optimal and Rate-Optimal Quantizers for Gaussian Processes -- 7. Mean Regular Processes -- Part III. Algorithmic Aspects and Applications:- 8. Optimal Quantization from the Numerical Side (Static) -- 9. Applications: Quantization-Based Cubature Formulas -- 10. Quantization-Based Numerical Schemes -- Appendices -- A. Radon Random Vectors, Stochastic Processes and Inequalities -- B. Miscellany -- References -- Index. |
| Record Nr. | UNINA-9910770266003321 |
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Luschgy Harald
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Market-Consistent Prices [[electronic resource] ] : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari
| Market-Consistent Prices [[electronic resource] ] : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari |
| Autore | Koch-Medina Pablo |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 |
| Descrizione fisica | 1 online resource (XIX, 446 p. 44 illus., 1 illus. in color.) |
| Disciplina | 332.645 |
| Soggetto topico |
Probabilities
Game theory Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-030-39724-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- A full picture in the simplest case -- Part I: One-period models -- Finite probability spaces.-Random variables -- The space of random variables -- Separation theorems -- Positive linear functionals -- One-period models: The Law of One Price -- One-period models: The Fundamental Theorem of Asset Pricing -- One-period models: Incomplete markets -- Part II: Multi-period models -- Information and measurability.-Conditional probabilities and conditional expectation -- Stochastic processes and martingales -- Multi-period models: The Law of One Price -- Multi-period models: The Fundamental Theorem of Asset Pricing -- Multi-period models: Incomplete markets -- The Cox-Ross-Rubinstein model -- Optimal stopping -- Multi-period models: American claims -- Part III: The Black-Scholes formula -- The central limit theorem -- The Black-Scholes formula -- Appendices -- A Linear algebra -- B Normed spaces -- C. Combinatorics. |
| Record Nr. | UNINA-9910483679903321 |
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Koch-Medina Pablo
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| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Market-Consistent Prices [[electronic resource] ] : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari
| Market-Consistent Prices [[electronic resource] ] : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari |
| Autore | Koch-Medina Pablo |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 |
| Descrizione fisica | 1 online resource (XIX, 446 p. 44 illus., 1 illus. in color.) |
| Disciplina | 332.645 |
| Soggetto topico |
Probabilities
Game theory Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-030-39724-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- A full picture in the simplest case -- Part I: One-period models -- Finite probability spaces.-Random variables -- The space of random variables -- Separation theorems -- Positive linear functionals -- One-period models: The Law of One Price -- One-period models: The Fundamental Theorem of Asset Pricing -- One-period models: Incomplete markets -- Part II: Multi-period models -- Information and measurability.-Conditional probabilities and conditional expectation -- Stochastic processes and martingales -- Multi-period models: The Law of One Price -- Multi-period models: The Fundamental Theorem of Asset Pricing -- Multi-period models: Incomplete markets -- The Cox-Ross-Rubinstein model -- Optimal stopping -- Multi-period models: American claims -- Part III: The Black-Scholes formula -- The central limit theorem -- The Black-Scholes formula -- Appendices -- A Linear algebra -- B Normed spaces -- C. Combinatorics. |
| Record Nr. | UNISA-996418256803316 |
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Koch-Medina Pablo
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| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation, and Queues / / by Pierre Bremaud
| Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation, and Queues / / by Pierre Bremaud |
| Autore | Bremaud Pierre |
| Edizione | [1st ed. 1999.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (XVIII, 445 p. 3 illus.) |
| Disciplina | 519.2 |
| Collana | Texts in Applied Mathematics |
| Soggetto topico |
Probabilities
Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Operations Research/Decision Theory Electrical Engineering |
| ISBN | 1-4757-3124-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Probability Review -- 2 Discrete-Time Markov Models -- 3 Recurrence and Ergodicity -- 4 Long Run Behavior -- 5 Lyapunov Functions and Martingales -- 6 Eigenvalues and Nonhomogeneous Markov Chains -- 7 Gibbs Fields and Monte Carlo Simulation -- 8 Continuous-Time Markov Models -- 9 Poisson Calculus and Queues -- 1 Number Theory and Calculus -- 1.1 Greatest Common Divisor -- 1.2 Abel’s Theorem -- 1.3 Lebesgue’s Theorems for Series -- 1.4 Infinite Products -- 1.5 Tychonov’s Theorem -- 1.6 Subadditive Functions -- 2 Linear Algebra -- 2.1 Eigenvalues and Eigenvectors -- 2.2 Exponential of a Matrix -- 2.3 Gershgorin’s Bound -- 3 Probability -- 3.1 Expectation Revisited -- 3.2 Lebesgue’s Theorems for Expectation -- Author Index. |
| Record Nr. | UNINA-9910480657703321 |
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Bremaud Pierre
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation, and Queues / / by Pierre Bremaud
| Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation, and Queues / / by Pierre Bremaud |
| Autore | Bremaud Pierre |
| Edizione | [1st ed. 1999.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (XVIII, 445 p. 3 illus.) |
| Disciplina | 519.2 |
| Collana | Texts in Applied Mathematics |
| Soggetto topico |
Probabilities
Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Operations Research/Decision Theory Electrical Engineering |
| ISBN | 1-4757-3124-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Probability Review -- 2 Discrete-Time Markov Models -- 3 Recurrence and Ergodicity -- 4 Long Run Behavior -- 5 Lyapunov Functions and Martingales -- 6 Eigenvalues and Nonhomogeneous Markov Chains -- 7 Gibbs Fields and Monte Carlo Simulation -- 8 Continuous-Time Markov Models -- 9 Poisson Calculus and Queues -- 1 Number Theory and Calculus -- 1.1 Greatest Common Divisor -- 1.2 Abel’s Theorem -- 1.3 Lebesgue’s Theorems for Series -- 1.4 Infinite Products -- 1.5 Tychonov’s Theorem -- 1.6 Subadditive Functions -- 2 Linear Algebra -- 2.1 Eigenvalues and Eigenvectors -- 2.2 Exponential of a Matrix -- 2.3 Gershgorin’s Bound -- 3 Probability -- 3.1 Expectation Revisited -- 3.2 Lebesgue’s Theorems for Expectation -- Author Index. |
| Record Nr. | UNINA-9910792478603321 |
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Bremaud Pierre
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation, and Queues / / by Pierre Bremaud
| Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation, and Queues / / by Pierre Bremaud |
| Autore | Bremaud Pierre |
| Edizione | [1st ed. 1999.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (XVIII, 445 p. 3 illus.) |
| Disciplina | 519.2 |
| Collana | Texts in Applied Mathematics |
| Soggetto topico |
Probabilities
Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Operations Research/Decision Theory Electrical Engineering |
| ISBN | 1-4757-3124-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Probability Review -- 2 Discrete-Time Markov Models -- 3 Recurrence and Ergodicity -- 4 Long Run Behavior -- 5 Lyapunov Functions and Martingales -- 6 Eigenvalues and Nonhomogeneous Markov Chains -- 7 Gibbs Fields and Monte Carlo Simulation -- 8 Continuous-Time Markov Models -- 9 Poisson Calculus and Queues -- 1 Number Theory and Calculus -- 1.1 Greatest Common Divisor -- 1.2 Abel’s Theorem -- 1.3 Lebesgue’s Theorems for Series -- 1.4 Infinite Products -- 1.5 Tychonov’s Theorem -- 1.6 Subadditive Functions -- 2 Linear Algebra -- 2.1 Eigenvalues and Eigenvectors -- 2.2 Exponential of a Matrix -- 2.3 Gershgorin’s Bound -- 3 Probability -- 3.1 Expectation Revisited -- 3.2 Lebesgue’s Theorems for Expectation -- Author Index. |
| Record Nr. | UNINA-9910808755403321 |
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Bremaud Pierre
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation and Queues / / by Pierre Brémaud
| Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation and Queues / / by Pierre Brémaud |
| Autore | Brémaud Pierre |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (564 pages) |
| Disciplina | 519.233 |
| Collana | Texts in Applied Mathematics |
| Soggetto topico |
Probabilities
Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Operations Research/Decision Theory Electrical Engineering |
| ISBN | 3-030-45982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- 1 Probability Review -- 2 Discrete-Time Markov Chains -- 3 Recurrence and Ergodicity -- 4 Long-Run Behavior -- 5 Discrete-Time Renewal Theory -- 6 Absorption and Passage Times -- 7 Lyapunov Functions and Martingales -- 8 Random Walks on Graphs -- 9 Convergence Rates -- 10 Markov Fields on Graphs -- 11 Monte Carlo Markov Chains -- 12 Non-homogeneous Markov Chains -- 13 Continuous-Time Markov Chains -- 14 Markovian Queueing Theory -- Appendices -- Bibliography -- Index. |
| Record Nr. | UNINA-9910483245103321 |
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Brémaud Pierre
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation and Queues / / by Pierre Brémaud
| Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation and Queues / / by Pierre Brémaud |
| Autore | Brémaud Pierre |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (564 pages) |
| Disciplina | 519.233 |
| Collana | Texts in Applied Mathematics |
| Soggetto topico |
Probabilities
Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Operations Research/Decision Theory Electrical Engineering |
| ISBN | 3-030-45982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- 1 Probability Review -- 2 Discrete-Time Markov Chains -- 3 Recurrence and Ergodicity -- 4 Long-Run Behavior -- 5 Discrete-Time Renewal Theory -- 6 Absorption and Passage Times -- 7 Lyapunov Functions and Martingales -- 8 Random Walks on Graphs -- 9 Convergence Rates -- 10 Markov Fields on Graphs -- 11 Monte Carlo Markov Chains -- 12 Non-homogeneous Markov Chains -- 13 Continuous-Time Markov Chains -- 14 Markovian Queueing Theory -- Appendices -- Bibliography -- Index. |
| Record Nr. | UNISA-996418274003316 |
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Brémaud Pierre
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Soggetto topico
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Probabilities
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