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  • Produktbild: Itô’s Stochastic Calculus and Probability Theory
  • Produktbild: Itô’s Stochastic Calculus and Probability Theory

Itô’s Stochastic Calculus and Probability Theory

Fr. 72.90

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

19.04.2012

Abbildungen

XIV, 422 p.

Verlag

Springer Tokyo

Seitenzahl

422

Maße (L/B/H)

23.5/15.5/2.4 cm

Gewicht

663 g

Auflage

Softcover reprint of the original 1st edition 1996

Sprache

Englisch

ISBN

978-4-431-68534-0

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

19.04.2012

Abbildungen

XIV, 422 p.

Verlag

Springer Tokyo

Seitenzahl

422

Maße (L/B/H)

23.5/15.5/2.4 cm

Gewicht

663 g

Auflage

Softcover reprint of the original 1st edition 1996

Sprache

Englisch

ISBN

978-4-431-68534-0

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: ProductSafety@springernature.com

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  • Produktbild: Itô’s Stochastic Calculus and Probability Theory
  • Produktbild: Itô’s Stochastic Calculus and Probability Theory
  • Lévy measure of superprocesses; Absorption processes.- A class of integration by parts formulae in stochastic analysis I.- Smooth measures and continuous additive functionals of right Markov processes.- On the decomposition of additive functionals of reflecting Brownian motions.- Equilibrium fluctuations for lattice gas.- Hall’s transform and the Segal-Bargmann map.- Lagrangian for pinned diffusion process.- Short time asymptotics and an approximation for the heat kernel of a singular diffusion.- Van Vleck-Pauli formula for Wiener integrals and Jacobi fields.- Some recent developments in nonlinear filtering theory.- Detecting a single defect in a scenery by observing the scenery along a random walk path.- Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion.- Stochastic differential equations with jumps and stochastic flows of diffeomorphisms.- A remark on American securities.- Calculus for multiplicative functionals, Itô’s formula and differential equations.- A Martin boundary connected with the ?-volume limit of the focussing cubic Schrödinger equation.- Diffusion processes on an open time interval and their time reversal.- On sensitive control and differential games in infinite dimensional space.- Decomposition at the maximum for excursions and bridges of one-dimensional diffusions.- Interacting diffusion systems over Zd.- A Kähler metric on a based loop group and a covariant differentiation.- Burgers system driven by a periodic stochastic flow.- An estimate on the Hessian of the heat kernel.- Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift.- The complex story of simple exclusion.- Lévy’s stochastic area formula and Brownian motion on compact Lie groups.- Principalvalues of Brownian local times and their related topics.