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Stochastic analysis and partial differential equations : emphasis year 2004-2005 on stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois / / Gui-Qiang Chen, Elton Hsu, Mark Pinsky, editors
| Stochastic analysis and partial differential equations : emphasis year 2004-2005 on stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois / / Gui-Qiang Chen, Elton Hsu, Mark Pinsky, editors |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2007] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | Contemporary mathematics |
| Soggetto topico |
Stochastic analysis
Partial differential operators |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-8218-8108-6
0-8218-4059-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""Preface""; ""Construction of Suitable Weak Solutions of the Navier-Stokes Equations""; ""Error Estimates for Finite Difference-Quadrature Schemes for a Class of Nonlocal Bellman Equations with Variable Diffusion""; ""Recent Progress in the Stochastic Analysis of Turbulent Mixing""; ""Modified Keller-Segel System and Critical Mass for the Log Interaction Kernel""; ""Entropy Solutions to Conservation Laws with Discontinuous Fluxes via Microscopic Interacting Particle Systems""; ""Spectral Properties of Subordinate Processes in Domains""
""Smoluchowski Navier-Stokes Systems""""Recent Developments in Stochastic Differential Equations""; ""Heat Equations on Manifolds and Bismut's Formula""; ""On a Class of One-dimensional Markov Processes with Continuous Paths""; ""Prototype Hybrid Couplings of Macroscopic Deterministic Models and Microscopic Stochastic Lattice Dynamics""; ""General Relative Entropy in a Nonlinear McKendrick Model""; ""Pointwise Fourier Inversion in Analysis and Geometry""; ""Stochastic Analysis and the KdV Equation""; ""On Binary Fluid Mixtures"" |
| Record Nr. | UNINA-9910480999203321 |
| Providence, Rhode Island : , : American Mathematical Society, , [2007] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic analysis and partial differential equations : Emphasis year 2004-2005 on Stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois / Gui-Qiang Chen, Elton Hsu, Mark Pinsky, editors
| Stochastic analysis and partial differential equations : Emphasis year 2004-2005 on Stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois / Gui-Qiang Chen, Elton Hsu, Mark Pinsky, editors |
| Pubbl/distr/stampa | Providence, R. I. : American Mathematical Society, c2007 |
| Descrizione fisica | viii, 278 p. : ill. ; 26 cm |
| Disciplina | 519.22 |
| Altri autori (Persone) |
Chen, Gui-Qiangauthor
Hsu, Elton P. Pinsky, Mark A.author |
| Collana | Contemporary mathematics, 0271-4132 ; 429 |
| Soggetto topico |
Stochastic analysis
Partial differential operators |
| ISBN | 0821840592 |
| Classificazione |
AMS 35-06
AMS 60-06 AMS 82-06 AMS 60H15 AMS 76F55 AMS 76M35 AMS 58J65 AMS 65C20 AMS 35F20 AMS 35Q30 LC QA274.2.S77135 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002740579707536 |
| Providence, R. I. : American Mathematical Society, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Stochastic analysis and partial differential equations : emphasis year 2004-2005 on stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois / / Gui-Qiang Chen, Elton Hsu, Mark Pinsky, editors
| Stochastic analysis and partial differential equations : emphasis year 2004-2005 on stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois / / Gui-Qiang Chen, Elton Hsu, Mark Pinsky, editors |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2007] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | Contemporary mathematics |
| Soggetto topico |
Stochastic analysis
Partial differential operators |
| ISBN |
0-8218-8108-6
0-8218-4059-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""Preface""; ""Construction of Suitable Weak Solutions of the Navier-Stokes Equations""; ""Error Estimates for Finite Difference-Quadrature Schemes for a Class of Nonlocal Bellman Equations with Variable Diffusion""; ""Recent Progress in the Stochastic Analysis of Turbulent Mixing""; ""Modified Keller-Segel System and Critical Mass for the Log Interaction Kernel""; ""Entropy Solutions to Conservation Laws with Discontinuous Fluxes via Microscopic Interacting Particle Systems""; ""Spectral Properties of Subordinate Processes in Domains""
""Smoluchowski Navier-Stokes Systems""""Recent Developments in Stochastic Differential Equations""; ""Heat Equations on Manifolds and Bismut's Formula""; ""On a Class of One-dimensional Markov Processes with Continuous Paths""; ""Prototype Hybrid Couplings of Macroscopic Deterministic Models and Microscopic Stochastic Lattice Dynamics""; ""General Relative Entropy in a Nonlinear McKendrick Model""; ""Pointwise Fourier Inversion in Analysis and Geometry""; ""Stochastic Analysis and the KdV Equation""; ""On Binary Fluid Mixtures"" |
| Record Nr. | UNINA-9910788791703321 |
| Providence, Rhode Island : , : American Mathematical Society, , [2007] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic analysis and partial differential equations : emphasis year 2004-2005 on stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois / / Gui-Qiang Chen, Elton Hsu, Mark Pinsky, editors
| Stochastic analysis and partial differential equations : emphasis year 2004-2005 on stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois / / Gui-Qiang Chen, Elton Hsu, Mark Pinsky, editors |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2007] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | Contemporary mathematics |
| Soggetto topico |
Stochastic analysis
Partial differential operators |
| ISBN |
0-8218-8108-6
0-8218-4059-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""Preface""; ""Construction of Suitable Weak Solutions of the Navier-Stokes Equations""; ""Error Estimates for Finite Difference-Quadrature Schemes for a Class of Nonlocal Bellman Equations with Variable Diffusion""; ""Recent Progress in the Stochastic Analysis of Turbulent Mixing""; ""Modified Keller-Segel System and Critical Mass for the Log Interaction Kernel""; ""Entropy Solutions to Conservation Laws with Discontinuous Fluxes via Microscopic Interacting Particle Systems""; ""Spectral Properties of Subordinate Processes in Domains""
""Smoluchowski Navier-Stokes Systems""""Recent Developments in Stochastic Differential Equations""; ""Heat Equations on Manifolds and Bismut's Formula""; ""On a Class of One-dimensional Markov Processes with Continuous Paths""; ""Prototype Hybrid Couplings of Macroscopic Deterministic Models and Microscopic Stochastic Lattice Dynamics""; ""General Relative Entropy in a Nonlinear McKendrick Model""; ""Pointwise Fourier Inversion in Analysis and Geometry""; ""Stochastic Analysis and the KdV Equation""; ""On Binary Fluid Mixtures"" |
| Record Nr. | UNINA-9910821756703321 |
| Providence, Rhode Island : , : American Mathematical Society, , [2007] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic analysis and random maps in Hilbert spaces / A. A. Dorogovtsev
| Stochastic analysis and random maps in Hilbert spaces / A. A. Dorogovtsev |
| Autore | Dorogovtsev, A. A. |
| Pubbl/distr/stampa | Utrecht, The Netherlands : VSP, 1994 |
| Descrizione fisica | 109 p. ; 25 cm. |
| Disciplina | 519.2 |
| Soggetto topico | Stochastic analysis |
| ISBN | 9067641634 |
| Classificazione | AMS 60H |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001376009707536 |
Dorogovtsev, A. A.
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| Utrecht, The Netherlands : VSP, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Stochastic analysis and related topics : proceedings of a w0orkshop held in Silivri, Turkey, July 7-9 1986. / / H. Korezlioglu A.S. Ustunel , editors
| Stochastic analysis and related topics : proceedings of a w0orkshop held in Silivri, Turkey, July 7-9 1986. / / H. Korezlioglu A.S. Ustunel , editors |
| Edizione | [1st ed. 1988.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer-Verlag, , [1988] |
| Descrizione fisica | 1 online resource (IV, 371 p.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Stochastic analysis
Stochastic partial differential equations Brownian motion processes |
| ISBN | 3-540-39186-X |
| Classificazione | 60-06 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A guide to the stochastic calculus of variations -- Nonclausal stochastic integrals and calculus -- Brownian motion, diffusions and infinite dimensional calculus -- La théorie des distributions en dimension quelconque et l'intégration stochastique -- An ito formula for processes with values in an abstract Wiener space -- Some comments on the filtering of diffusions and the malliavin calculus -- Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence -- Brownian motion and harmonic forms -- An extension of ventsel-freidlin estimates -- Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space -- Majoration a priori des solutions d'équations différentielles stochastiques stables -- A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times. |
| Record Nr. | UNISA-996466516303316 |
| Berlin, Germany : , : Springer-Verlag, , [1988] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Stochastic analysis in discrete and continuous settings : with normal martingales / / Nicolas Privault
| Stochastic analysis in discrete and continuous settings : with normal martingales / / Nicolas Privault |
| Autore | Privault Nicolas |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer, , [2009] |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 519.22 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Stochastic analysis
Space and time Martingales (Mathematics) |
| ISBN |
1-282-65581-7
9786612655814 3-642-02380-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The Discrete Time Case -- Continuous Time Normal Martingales -- Gradient and Divergence Operators -- Annihilation and Creation Operators -- Analysis on the Wiener Space -- Analysis on the Poisson Space -- Local Gradients on the Poisson Space -- Option Hedging in Continuous Time. |
| Record Nr. | UNINA-9910483837903321 |
|
Privault Nicolas
|
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| Berlin, Germany : , : Springer, , [2009] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic analysis in discrete and continuous settings : with normal martingales / / Nicolas Privault
| Stochastic analysis in discrete and continuous settings : with normal martingales / / Nicolas Privault |
| Autore | Privault Nicolas |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer, , [2009] |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 519.22 |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Stochastic analysis
Space and time Martingales (Mathematics) |
| ISBN |
1-282-65581-7
9786612655814 3-642-02380-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The Discrete Time Case -- Continuous Time Normal Martingales -- Gradient and Divergence Operators -- Annihilation and Creation Operators -- Analysis on the Wiener Space -- Analysis on the Poisson Space -- Local Gradients on the Poisson Space -- Option Hedging in Continuous Time. |
| Record Nr. | UNISA-996466768903316 |
|
Privault Nicolas
|
||
| Berlin, Germany : , : Springer, , [2009] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Stochastic analysis of spectral broadening by a free turbulent shear layer / / Jay C. Hardin and John S. Preisser
| Stochastic analysis of spectral broadening by a free turbulent shear layer / / Jay C. Hardin and John S. Preisser |
| Autore | Hardin Jay C. |
| Pubbl/distr/stampa | Washington, DC : , : National Aeronautics and Space Administration, Scientific and Technical Information Branch, , May 1981 |
| Descrizione fisica | 1 online resource (approximately 28 pages) : illustrations |
| Collana | NASA/TP |
| Soggetto topico |
Stochastic processes
Acoustics Acoustical engineering Sound Stochastic analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910717090903321 |
|
Hardin Jay C.
|
||
| Washington, DC : , : National Aeronautics and Space Administration, Scientific and Technical Information Branch, , May 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic analysis on infinite dimensional spaces : proceedings of the U.S.-Japan bilateral seminar, January 4-8 1994, Baton Rouge, Louisiana / Hiroshi Kunita and Hui-Hsiung Kuo, editors
| Stochastic analysis on infinite dimensional spaces : proceedings of the U.S.-Japan bilateral seminar, January 4-8 1994, Baton Rouge, Louisiana / Hiroshi Kunita and Hui-Hsiung Kuo, editors |
| Autore | Kunita, Hiroshi |
| Pubbl/distr/stampa | Harlow : Longman Scientific & Technical ; New York : John Wiley, 1994 |
| Descrizione fisica | 324 p. ; 25 cm. |
| Disciplina | 519.2 |
| Altri autori (Persone) | Kuo, Hui-Hsiungauthor |
| Collana | Pitman research notes in mathematics series, ISSN 02693674 ; 310 |
| Soggetto topico |
Function spaces
Stochastic analysis |
| ISBN | 0582244900 |
| Classificazione |
AMS 46F25
AMS 60-06 QA274.2.K85 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001376069707536 |
|
Kunita, Hiroshi
|
||
| Harlow : Longman Scientific & Technical ; New York : John Wiley, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Soggetto topico
-
Stochastic analysis
(249)
- Stochastic processes (23)
- Finance - Mathematical models (15)
- Markov processes (14)
- Anàlisi estocàstica (11)