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Absolute continuity under time shift of trajectories and related stochastic calculus / / Jorg-Uwe Lobus
Absolute continuity under time shift of trajectories and related stochastic calculus / / Jorg-Uwe Lobus
Autore Löbus Jörg-Uwe
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2017
Descrizione fisica 1 online resource (148 pages) : illustrations
Disciplina 515.222
Collana Memoirs of the American Mathematical Society
Soggetto topico Continuity
Stochastic processes
Jump processes
Soggetto genere / forma Electronic books.
ISBN 1-4704-4137-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910479859303321
Löbus Jörg-Uwe  
Providence, Rhode Island : , : American Mathematical Society, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adaptive stochastic methods : in computational mathematics and mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
Adaptive stochastic methods : in computational mathematics and mechanics / / Dmitry G. Arseniev, Vladimir M. Ivanov, Maxim L. Korenevsky
Autore Arsenjev Dmitry G.
Pubbl/distr/stampa Berlin ; ; Boston : , : De Gruyter, , 2018
Descrizione fisica 1 online resource (xi, 278 pages)
Disciplina 519.2
Soggetto topico Stochastic processes
Stochastic integrals
Adaptive control systems
Soggetto genere / forma Electronic books.
ISBN 3-11-055367-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Preface -- Contents -- Introduction: Statistical Computing Algorithms as a Subject of Adaptive Control -- Part I: Evaluation of Integrals -- 1. Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals -- 2. Sequential Monte Carlo Method and Adaptive Integration -- 3. Methods of Adaptive Integration Based on Piecewise Approximation -- 4. Methods of Adaptive Integration Based on Global Approximation -- 5. Numerical Experiments -- 6. Adaptive Importance Sampling Method Based on Piecewise Constant Approximation -- Part II: Solution of Integral Equations -- 7. Semi-Statistical Method of Solving Integral Equations Numerically -- 8. Problem of Vibration Conductivity -- 9. Problem on Ideal-Fluid Flow Around an Airfoil -- 10. First Basic Problem of Elasticity Theory -- 11. Second Basic Problem of Elasticity Theory -- 12. Projectional and Statistical Method of Solving Integral Equations Numerically -- Afterword -- Bibliography -- Index
Record Nr. UNINA-9910466995203321
Arsenjev Dmitry G.  
Berlin ; ; Boston : , : De Gruyter, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Advanced stochastic models, risk assessment, and portfolio optimization [[electronic resource] ] : the ideal risk, uncertainty, and performance measures / / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Advanced stochastic models, risk assessment, and portfolio optimization [[electronic resource] ] : the ideal risk, uncertainty, and performance measures / / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Autore Rachev S. T (Svetlozar Todorov)
Pubbl/distr/stampa Hoboken, N.J., : Wiley
Descrizione fisica 1 online resource (39 p.)
Disciplina 332
Altri autori (Persone) StoyanovStoyan V
FabozziFrank J
Collana The Frank J. Fabozzi series
Soggetto topico Stochastic processes
Mathematical optimization
Risk assessment - Mathematical models
Portfolio management - Mathematical models
Soggetto genere / forma Electronic books.
ISBN 1-281-21730-1
0-470-25360-6
9786611217303
1-283-27295-4
9786613272959
1-118-08614-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization; Contents; Preface; Acknowledgments; About the Authors; Chapter 1 Concepts of Probability; 1.1 INTRODUCTION; 1.2 BASIC CONCEPTS; 1.3 DISCRETE PROBABILITY DISTRIBUTIONS; 1.4 CONTINUOUS PROBABILITY DISTRIBUTIONS; 1.5 STATISTICAL MOMENTS AND QUANTILES; 1.6 JOINT PROBABILITY DISTRIBUTIONS; 1.7 PROBABILISTIC INEQUALITIES; 1.8 SUMMARY; BIBLIOGRAPHY; Chapter 2 Optimization; 2.1 INTRODUCTION; 2.2 UNCONSTRAINED OPTIMIZATION; 2.3 CONSTRAINED OPTIMIZATION; 2.4 SUMMARY; BIBLIOGRAPHY; Chapter 3 Probability Metrics; 3.1 INTRODUCTION
3.2 MEASURING DISTANCES: THE DISCRETE CASE3.3 PRIMARY, SIMPLE, AND COMPOUND METRICS; 3.4 SUMMARY; 3.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 4 Ideal Probability Metrics; 4.1 INTRODUCTION; 4.2 THE CLASSICAL CENTRAL LIMIT THEOREM; 4.3 THE GENERALIZED CENTRAL LIMIT THEOREM; 4.4 CONSTRUCTION OF IDEAL PROBABILITY METRICS; 4.5 SUMMARY; 4.6 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 5 Choice under Uncertainty; 5.1 INTRODUCTION; 5.2 EXPECTED UTILITY THEORY; 5.3 STOCHASTIC DOMINANCE; 5.4 PROBABILITY METRICS AND STOCHASTIC DOMINANCE; 5.5 SUMMARY; 5.6 TECHNICAL APPENDIX; BIBLIOGRAPHY
Chapter 6 Risk and Uncertainty6.1 INTRODUCTION; 6.2 MEASURES OF DISPERSION; 6.3 PROBABILITY METRICS AND DISPERSION MEASURES; 6.4 MEASURES OF RISK; 6.5 RISK MEASURES AND DISPERSION MEASURES; 6.6 RISK MEASURES AND STOCHASTIC ORDERS; 6.7 SUMMARY; 6.8 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 7 Average Value-at-Risk; 7.1 INTRODUCTION; 7.2 AVERAGE VALUE-AT-RISK; 7.3 AVaR ESTIMATION FROM A SAMPLE; 7.4 COMPUTING PORTFOLIO AVaR IN PRACTICE; 7.5 BACKTESTING OF AVaR; 7.6 SPECTRAL RISK MEASURES; 7.7 RISK MEASURES AND PROBABILITY METRICS; 7.8 SUMMARY; 7.9 TECHNICAL APPENDIX; BIBLIOGRAPHY
Chapter 8 Optimal Portfolios8.1 INTRODUCTION; 8.2 MEAN-VARIANCE ANALYSIS; 8.3 MEAN-RISK ANALYSIS; 8.4 SUMMARY; 8.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 9 Benchmark Tracking Problems; 9.1 INTRODUCTION; 9.2 THE TRACKING ERROR PROBLEM; 9.3 RELATION TO PROBABILITY METRICS; 9.4 EXAMPLES OF r.d. METRICS; 9.5 NUMERICAL EXAMPLE; 9.6 SUMMARY; 9.7 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 10 Performance Measures; 10.1 INTRODUCTION; 10.2 REWARD-TO-RISK RATIOS; 10.3 REWARD-TO-VARIABILITY RATIOS; 10.4 SUMMARY; 10.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Index
Record Nr. UNINA-9910461561503321
Rachev S. T (Svetlozar Todorov)  
Hoboken, N.J., : Wiley
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adventures in stochastic processes / Sidney Resnick
Adventures in stochastic processes / Sidney Resnick
Autore Resnick, Sidney I.
Pubbl/distr/stampa Boston : Birkhauser, c1992
Descrizione fisica xii, 626 p. : ill. ; 24 cm.
Disciplina 519.23
Soggetto topico Stochastic processes
ISBN 0817635912
Classificazione AMS 60G
QA274.R46
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-b10737819
Resnick, Sidney I.  
Boston : Birkhauser, c1992
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Almost sure invariance principles for partial sums of weakly dependent random variables / / Walter Philipp and William Stout
Almost sure invariance principles for partial sums of weakly dependent random variables / / Walter Philipp and William Stout
Autore Philipp Walter <1936->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , [1975]
Descrizione fisica 1 online resource (145 p.)
Disciplina 510/.8 s
519.2
Collana Memoirs of the American Mathematical Society
Soggetto topico Random variables
Partial sums (Series)
Sequences (Mathematics)
Stochastic processes
Soggetto genere / forma Electronic books.
ISBN 1-4704-0547-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Table of Contents""; ""Chapter 1. Introduction""; ""Chapter 2. Description of the Method""; ""Chapter 3. Lacunary Trigonometric Series with Unweighted Summands""; ""Chapter 4. Stationary Î?-mixing Sequences""; ""Chapter 5. Gaussian Sequences""; ""Chapter 6. Lacunary Trigonometric Series with Weights""; ""Chapter 7. Functions of Strongly Mixing Random Variables""; ""Chapter 8. Nonstationary Mixing Sequences""; ""Chapter 9. A Refinement of the Shannon-McMillan-Breiman Theorem""; ""Chapter 10. Markov Sequences""; ""Chapter 11. Retarded Asymptotic Martingale Difference Sequences""
""Chapter 12. Continuous Parameter Stochastic Processes""""Appendix 1. The Gaal-Koksma Strong Law of Large Numbers""; ""Appendix 2. An Example""; ""References""
Record Nr. UNINA-9910480122503321
Philipp Walter <1936->  
Providence, Rhode Island : , : American Mathematical Society, , [1975]
Materiale a stampa
Lo trovi qui: Univ. Federico II
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The analysis of selected algorithms for the stochastic paradigm / / by Abdo Abou Jaoudé
The analysis of selected algorithms for the stochastic paradigm / / by Abdo Abou Jaoudé
Autore Jaoudé Abdo Abou
Pubbl/distr/stampa Newcastle upon Tyne, UK : , : Cambridge Scholars Publishing, , 2019
Descrizione fisica 1 online resource (621 pages)
Disciplina 519.2
Soggetto topico Stochastic processes
Algorithms
Soggetto genere / forma Electronic books.
ISBN 1-5275-3925-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910467717503321
Jaoudé Abdo Abou  
Newcastle upon Tyne, UK : , : Cambridge Scholars Publishing, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Analytical and stochastic modelling techniques and applications : 25th International Conference, ASMTA 2019, Moscow, Russia, October 21-25, 2019, proceedings / / Marco Gribaudo, Eduard Sopin, Irina Kochetkova (editors)
Analytical and stochastic modelling techniques and applications : 25th International Conference, ASMTA 2019, Moscow, Russia, October 21-25, 2019, proceedings / / Marco Gribaudo, Eduard Sopin, Irina Kochetkova (editors)
Edizione [1st ed. 2020.]
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2020]
Descrizione fisica 1 online resource (X, 187 p. 64 illus., 36 illus. in color.)
Disciplina 004.0151
Collana Lecture Notes in Computer Science
Soggetto topico Computer science - Mathematics
Stochastic processes
Computer simulation
Soggetto genere / forma Electronic books.
ISBN 3-030-62885-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Algorithmic Analysis of a Two-Class Multi-Server HeterogeneousQueueing System with a Controllable Cross-Connectivity -- Queueing Analysis of Cognitive Radio Networks with Finite Number ofSecondary Users -- On Reliability of a Double Redundant Renewable System -- Queueing Analysis for a Mixed Model of Carsharing and Ridesharing -- An All Geometric Discrete-Time Multiserver Queueing System -- Dealing with Dependence in Stochastic Network Calculus { UsingIndependence as a Bound -- Map-Reduce Process Algebra: a Formalism to Describe Directed -- Acyclic Graph Task-Based Jobs in Parallel Environments -- Performance Evaluation of Scheduling Policies for the DRCMPSP -- An Algorithm for Improved Proportional-Fair Utility for Vehicular Users -- Method of Asymptotic Di usion Analysis of Queueing System MjMjNwith feedback -- Exact Performance Analysis of Retrial Queues with Collisions -- In nite-Server Bulk Queue with MMPP Arrivals -- Dissipativity Of The Quantum Measurement Model.
Record Nr. UNISA-996418220003316
Cham, Switzerland : , : Springer, , [2020]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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Analytical and stochastic modelling techniques and applications : 25th International Conference, ASMTA 2019, Moscow, Russia, October 21-25, 2019, proceedings / / Marco Gribaudo, Eduard Sopin, Irina Kochetkova (editors)
Analytical and stochastic modelling techniques and applications : 25th International Conference, ASMTA 2019, Moscow, Russia, October 21-25, 2019, proceedings / / Marco Gribaudo, Eduard Sopin, Irina Kochetkova (editors)
Edizione [1st ed. 2020.]
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2020]
Descrizione fisica 1 online resource (X, 187 p. 64 illus., 36 illus. in color.)
Disciplina 004.0151
Collana Lecture Notes in Computer Science
Soggetto topico Computer science - Mathematics
Stochastic processes
Computer simulation
Soggetto genere / forma Electronic books.
ISBN 3-030-62885-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Algorithmic Analysis of a Two-Class Multi-Server HeterogeneousQueueing System with a Controllable Cross-Connectivity -- Queueing Analysis of Cognitive Radio Networks with Finite Number ofSecondary Users -- On Reliability of a Double Redundant Renewable System -- Queueing Analysis for a Mixed Model of Carsharing and Ridesharing -- An All Geometric Discrete-Time Multiserver Queueing System -- Dealing with Dependence in Stochastic Network Calculus { UsingIndependence as a Bound -- Map-Reduce Process Algebra: a Formalism to Describe Directed -- Acyclic Graph Task-Based Jobs in Parallel Environments -- Performance Evaluation of Scheduling Policies for the DRCMPSP -- An Algorithm for Improved Proportional-Fair Utility for Vehicular Users -- Method of Asymptotic Di usion Analysis of Queueing System MjMjNwith feedback -- Exact Performance Analysis of Retrial Queues with Collisions -- In nite-Server Bulk Queue with MMPP Arrivals -- Dissipativity Of The Quantum Measurement Model.
Record Nr. UNINA-9910427674003321
Cham, Switzerland : , : Springer, , [2020]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Applications of variational inequalities in stochastic control / Alain Bensoussan, Jacques-Louis Lions
Applications of variational inequalities in stochastic control / Alain Bensoussan, Jacques-Louis Lions
Autore Bensoussan, Alain
Edizione [English version /]
Pubbl/distr/stampa Amsterdam : North-Holland, 1982
Descrizione fisica xi, 564 p. ; 23 cm.
Disciplina 629.8312
Altri autori (Persone) Lions, Jacques Louisauthor
Collana Studies in mathematics and its applications, 0168-2024 ; 12
Soggetto topico Calculus of variations
Control theory
Inequalities
Partial differential equations
Stochastic processes
ISBN 0444863583
Classificazione AMS 49-XX
QA402.3B4313
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-b10743479
Bensoussan, Alain  
Amsterdam : North-Holland, 1982
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Applied stochastic models and data analysis [[electronic resource]]
Applied stochastic models and data analysis [[electronic resource]]
Pubbl/distr/stampa [Chichester ; ; New York, N.Y.], : John Wiley & Sons, -c1999
Disciplina 519 $2 13
Soggetto topico Stochastic analysis
Stochastic processes
Probabilities
Mathematical statistics
ISSN 1099-0747
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Record Nr. UNISA-996209659603316
[Chichester ; ; New York, N.Y.], : John Wiley & Sons, -c1999
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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