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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

Verlag

Springer Tokyo

Seitenzahl

422

Maße (L/B/H)

23.5/15.5/2.4 cm

Auflage

Softcover reprint of the original 1st ed. 1996

Sprache

Englisch

ISBN

978-4-431-68534-0

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

19.04.2012

Verlag

Springer Tokyo

Seitenzahl

422

Maße (L/B/H)

23.5/15.5/2.4 cm

Auflage

Softcover reprint of the original 1st ed. 1996

Sprache

Englisch

ISBN

978-4-431-68534-0

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

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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.- Principal values of Brownian local times and their related topics.