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Stochastic analysis of particle movement over a dune bed / / by Baum K. Lee and Harvey E. Jobson
| Stochastic analysis of particle movement over a dune bed / / by Baum K. Lee and Harvey E. Jobson |
| Autore | Lee Baum K. |
| Pubbl/distr/stampa | Washington : , : United States Department of the Interior, Geological Survey, , 1977 |
| Descrizione fisica | 1 online resource (vi, 72 pages) : illustrations |
| Collana | Geological Survey professional paper |
| Soggetto topico |
Sand dunes
Sediment transport - Mathematical models Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910706803603321 |
Lee Baum K.
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| Washington : , : United States Department of the Interior, Geological Survey, , 1977 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Hardin Jay C.
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| Washington, DC : , : National Aeronautics and Space Administration, Scientific and Technical Information Branch, , May 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic and global optimization [[electronic resource] /] / edited by Gintautus Dzemyda, Vydunas Saltenis, Antanas Zilinskas
| Stochastic and global optimization [[electronic resource] /] / edited by Gintautus Dzemyda, Vydunas Saltenis, Antanas Zilinskas |
| Pubbl/distr/stampa | Dordrecht ; London, : Kluwer Academic, c2002 |
| Descrizione fisica | 1 online resource (250 pages) |
| Disciplina | 519.3 |
| Altri autori (Persone) |
DzemydaGintautas
SaltenisVydunas ZhilinskasA |
| Collana | Nonconvex optimization and its applications |
| Soggetto topico |
Mathematical optimization
Stochastic processes |
| ISBN |
9786610201327
0-306-47648-7 1-280-20132-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preliminaries -- TABLE OF CONTENTS -- THE JUBILEE OF PROF.DR.HABIL.JONAS MOCKUS -- Chapter 1 TOPOGRAPHICAL DIFFERENTIAL EVOLUTION USING PRE-CALCULATED DIFFERENTIALS -- Chapter 2 OPTIMAL TAX DEPRECIATION IN STOCHASTIC INVESTMENT MODEL -- Chapter 3 GLOBAL OPTIMISATION OF CHEMICAL PROCESS FLOWSHEETS -- Chapter 4 ONE-DIMENSIONAL GLOBAL OPTIMIZATION BASED ON STATISTICAL MODELS -- Chapter 5 ANIMATED VISUAL ANALYSIS OF EXTREMAL PROBLEMS -- Chapter 6 TEST PROBLEMS FOR LIPSCHITZ UNIVARIATE GLOBAL OPTIMIZATION WITH MULTIEXTREMAL CONSTRAINTS -- Chapter 7 NUMERICAL TECHNIQUES IN APPLIED MULTISTAGE STOCHASTIC PROGRAMMING -- Chapter 8 ON THE EFFICIENCY AND EFFECTIVENESS OFCONTROLLED RANDOM SEARCH -- Chapter 9 DISCRETE BACKTRACKING ADAPTIVE SEARCH FOR GLOBAL OPTIMIZATION -- Chapter 10 PARALLEL BRANCH-AND-BOUND ATTRACTION METHODS FOR GLOBAL OPTIMIZATION -- Chapter 11 ON SOLUTION OF STOCHASTIC LINEAR PROGRAMS BY DISCRETIZATION METHODS -- Chapter 12 THE STRUCTURE OF MULTIVARIATE MODELS AND THE RANGE OF DEFINITION -- Chapter 13 OPTIMALITY CRITERIA FOR INVESTMENT PROJECTS UNDER UNCERTAINTY. |
| Record Nr. | UNINA-9910782918703321 |
| Dordrecht ; London, : Kluwer Academic, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic and global optimization [[electronic resource] /] / edited by Gintautus Dzemyda, Vydunas Saltenis, Antanas Zilinskas
| Stochastic and global optimization [[electronic resource] /] / edited by Gintautus Dzemyda, Vydunas Saltenis, Antanas Zilinskas |
| Pubbl/distr/stampa | Dordrecht ; London, : Kluwer Academic, c2002 |
| Descrizione fisica | 1 online resource (250 pages) |
| Disciplina | 519.3 |
| Altri autori (Persone) |
DzemydaGintautas
SaltenisVydunas ZhilinskasA |
| Collana | Nonconvex optimization and its applications |
| Soggetto topico |
Mathematical optimization
Stochastic processes |
| ISBN |
9786610201327
0-306-47648-7 1-280-20132-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preliminaries -- TABLE OF CONTENTS -- THE JUBILEE OF PROF.DR.HABIL.JONAS MOCKUS -- Chapter 1 TOPOGRAPHICAL DIFFERENTIAL EVOLUTION USING PRE-CALCULATED DIFFERENTIALS -- Chapter 2 OPTIMAL TAX DEPRECIATION IN STOCHASTIC INVESTMENT MODEL -- Chapter 3 GLOBAL OPTIMISATION OF CHEMICAL PROCESS FLOWSHEETS -- Chapter 4 ONE-DIMENSIONAL GLOBAL OPTIMIZATION BASED ON STATISTICAL MODELS -- Chapter 5 ANIMATED VISUAL ANALYSIS OF EXTREMAL PROBLEMS -- Chapter 6 TEST PROBLEMS FOR LIPSCHITZ UNIVARIATE GLOBAL OPTIMIZATION WITH MULTIEXTREMAL CONSTRAINTS -- Chapter 7 NUMERICAL TECHNIQUES IN APPLIED MULTISTAGE STOCHASTIC PROGRAMMING -- Chapter 8 ON THE EFFICIENCY AND EFFECTIVENESS OFCONTROLLED RANDOM SEARCH -- Chapter 9 DISCRETE BACKTRACKING ADAPTIVE SEARCH FOR GLOBAL OPTIMIZATION -- Chapter 10 PARALLEL BRANCH-AND-BOUND ATTRACTION METHODS FOR GLOBAL OPTIMIZATION -- Chapter 11 ON SOLUTION OF STOCHASTIC LINEAR PROGRAMS BY DISCRETIZATION METHODS -- Chapter 12 THE STRUCTURE OF MULTIVARIATE MODELS AND THE RANGE OF DEFINITION -- Chapter 13 OPTIMALITY CRITERIA FOR INVESTMENT PROJECTS UNDER UNCERTAINTY. |
| Record Nr. | UNINA-9910807078103321 |
| Dordrecht ; London, : Kluwer Academic, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]]
| Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]] |
| Autore | McCauley Joseph L. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
| Descrizione fisica | 1 online resource (xi, 206 pages) : digital, PDF file(s) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Differential equations Statistical physics Finance - Mathematical models |
| ISBN |
1-107-23323-2
1-107-33291-5 1-107-33457-8 1-107-33623-6 1-139-01946-5 1-299-25742-9 1-107-33226-5 1-107-33540-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Random variables and probability distributions -- Martingales, Markov, and nonstationarity -- Stochastic calculus -- Ito processes and Fokker-Planck equations -- Selfsimilar Ito processes -- Fractional Brownian motion -- Kolmogorov's PDEs and Chapman-Kolmogorov -- Non Markov Ito processes -- Black-Scholes, martingales, and Feynman-Katz -- Stochastic calculus with martingales -- Statistical physics and finance, a brief history of each -- Introduction to new financial economics -- Statistical ensembles and time series analysis -- Econometrics -- Semimartingales. |
| Altri titoli varianti | Stochastic Calculus & Differential Equations for Physics & Finance |
| Record Nr. | UNINA-9910464957203321 |
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McCauley Joseph L.
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| Cambridge : , : Cambridge University Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]]
| Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]] |
| Autore | McCauley Joseph L. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
| Descrizione fisica | 1 online resource (xi, 206 pages) : digital, PDF file(s) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Differential equations Statistical physics Finance - Mathematical models |
| ISBN |
1-107-23323-2
1-107-33291-5 1-107-33457-8 1-107-33623-6 1-139-01946-5 1-299-25742-9 1-107-33226-5 1-107-33540-X |
| Classificazione | BUS061000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Random variables and probability distributions -- Martingales, Markov, and nonstationarity -- Stochastic calculus -- Ito processes and Fokker-Planck equations -- Selfsimilar Ito processes -- Fractional Brownian motion -- Kolmogorov's PDEs and Chapman-Kolmogorov -- Non Markov Ito processes -- Black-Scholes, martingales, and Feynman-Katz -- Stochastic calculus with martingales -- Statistical physics and finance, a brief history of each -- Introduction to new financial economics -- Statistical ensembles and time series analysis -- Econometrics -- Semimartingales. |
| Altri titoli varianti | Stochastic Calculus & Differential Equations for Physics & Finance |
| Record Nr. | UNINA-9910789317203321 |
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McCauley Joseph L.
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| Cambridge : , : Cambridge University Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]]
| Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]] |
| Autore | McCauley Joseph L. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
| Descrizione fisica | 1 online resource (xi, 206 pages) : digital, PDF file(s) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Differential equations Statistical physics Finance - Mathematical models |
| ISBN |
1-107-23323-2
1-107-33291-5 1-107-33457-8 1-107-33623-6 1-139-01946-5 1-299-25742-9 1-107-33226-5 1-107-33540-X |
| Classificazione | BUS061000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Random variables and probability distributions -- Martingales, Markov, and nonstationarity -- Stochastic calculus -- Ito processes and Fokker-Planck equations -- Selfsimilar Ito processes -- Fractional Brownian motion -- Kolmogorov's PDEs and Chapman-Kolmogorov -- Non Markov Ito processes -- Black-Scholes, martingales, and Feynman-Katz -- Stochastic calculus with martingales -- Statistical physics and finance, a brief history of each -- Introduction to new financial economics -- Statistical ensembles and time series analysis -- Econometrics -- Semimartingales. |
| Altri titoli varianti | Stochastic Calculus & Differential Equations for Physics & Finance |
| Record Nr. | UNINA-9910821699303321 |
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McCauley Joseph L.
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| Cambridge : , : Cambridge University Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : de Gruyter, , [2016] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes Stochastic processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
3-11-037807-8
3-11-039232-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Preface to the second edition -- Contents -- 0. Introduction -- 1. Lévy processes and Itô calculus -- 2. Perturbations and properties of the probability law -- 3. Analysis of Wiener-Poisson functionals -- 4. Applications -- Appendix -- Bibliography -- List of symbols -- Index |
| Record Nr. | UNINA-9910466065603321 |
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Ishikawa Yasushi <1959 October 1->
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| Berlin ; ; Boston : , : de Gruyter, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : de Gruyter, , [2016] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes Stochastic processes |
| ISBN |
3-11-037807-8
3-11-039232-1 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Preface to the second edition -- Contents -- 0. Introduction -- 1. Lévy processes and Itô calculus -- 2. Perturbations and properties of the probability law -- 3. Analysis of Wiener-Poisson functionals -- 4. Applications -- Appendix -- Bibliography -- List of symbols -- Index |
| Record Nr. | UNINA-9910798166303321 |
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Ishikawa Yasushi <1959 October 1->
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||
| Berlin ; ; Boston : , : de Gruyter, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : de Gruyter, , [2016] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes Stochastic processes |
| ISBN |
3-11-037807-8
3-11-039232-1 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Preface to the second edition -- Contents -- 0. Introduction -- 1. Lévy processes and Itô calculus -- 2. Perturbations and properties of the probability law -- 3. Analysis of Wiener-Poisson functionals -- 4. Applications -- Appendix -- Bibliography -- List of symbols -- Index |
| Record Nr. | UNINA-9910808758503321 |
|
Ishikawa Yasushi <1959 October 1->
|
||
| Berlin ; ; Boston : , : de Gruyter, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Stochastic processes
(727)
- Probabilities (110)
- Markov processes (34)
- Mathematical statistics (34)
- Probability theory (33)