Delwedd Flaen

Aspects of Brownian Motion

Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals as: - Gaussian subspaces of the Gaussian space of Brownian motion;...

Disgrifiad llawn

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awduron:	Mansuy, Roger. (Awdur, http://id.loc.gov/vocabulary/relators/aut), Yor, Marc. (http://id.loc.gov/vocabulary/relators/aut)
Awdur Corfforaethol:	SpringerLink (Online service)
Fformat:	Electronig eLyfr
Iaith:	English
Cyhoeddwyd:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Rhifyn:	1st ed. 2008.
Cyfres:	Universitext,
Pynciau:	Probabilities. Probability Theory and Stochastic Processes.
Mynediad Ar-lein:	https://doi.org/10.1007/978-3-540-49966-4
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Eitemau Tebyg

Random Times and Enlargements of Filtrations in a Brownian Setting
gan: Mansuy, Roger., et al.
Cyhoeddwyd: (2006)

Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /
gan: Yen, Ju-Yi., et al.
Cyhoeddwyd: (2013)

Markov Processes, Brownian Motion, and Time Symmetry
gan: Chung, Kai Lai., et al.
Cyhoeddwyd: (2005)

Selected Aspects of Fractional Brownian Motion
gan: Nourdin, Ivan., et al.
Cyhoeddwyd: (2012)

Stochastic Calculus for Fractional Brownian Motion and Related Processes
gan: Mishura, Yuliya., et al.
Cyhoeddwyd: (2008)

Probabilistic and Statistical Aspects of Quantum Theory
gan: Holevo, Alexander S., et al.
Cyhoeddwyd: (2011)

Stochastic Calculus for Fractional Brownian Motion and Applications
gan: Biagini, Francesca., et al.
Cyhoeddwyd: (2008)

A Natural Introduction to Probability Theory
gan: Meester, R., et al.
Cyhoeddwyd: (2008)

Seminar on Stochastic Analysis, Random Fields and Applications V Centro Stefano Franscini, Ascona, May 2005 /
Cyhoeddwyd: (2008)

40 Puzzles and Problems in Probability and Mathematical Statistics
gan: Schwarz, Wolf., et al.
Cyhoeddwyd: (2008)

An Introduction to the Theory of Point Processes Volume II: General Theory and Structure /
gan: Daley, D.J., et al.
Cyhoeddwyd: (2008)

Seminar on Stochastic Analysis, Random Fields and Applications VI Centro Stefano Franscini, Ascona, May 2008 /
Cyhoeddwyd: (2011)

Associated Sequences, Demimartingales and Nonparametric Inference
gan: Prakasa Rao, B.L.S., et al.
Cyhoeddwyd: (2012)

Séminaire de Probabilités XLV
Cyhoeddwyd: (2013)

Séminaire de Probabilités XLVI
Cyhoeddwyd: (2014)

Eigenvalues, Inequalities, and Ergodic Theory
gan: Chen, Mu-Fa., et al.
Cyhoeddwyd: (2005)

Branching Random Walks École d'Été de Probabilités de Saint-Flour XLII – 2012 /
gan: Shi, Zhan., et al.
Cyhoeddwyd: (2015)

Random Walks, Boundaries and Spectra
Cyhoeddwyd: (2011)

Stochastic Finance
Cyhoeddwyd: (2006)

Introduction to Stochastic Integration
gan: Chung, K.L., et al.
Cyhoeddwyd: (2014)

Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /
gan: Doney, Ronald A., et al.
Cyhoeddwyd: (2007)

Random Perturbations of Dynamical Systems
gan: Freidlin, Mark I., et al.
Cyhoeddwyd: (2012)

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes With Emphasis on the Creation-Annihilation Techniques /
gan: Bouleau, Nicolas., et al.
Cyhoeddwyd: (2015)

Fundamentals of Probability: A First Course
gan: DasGupta, Anirban., et al.
Cyhoeddwyd: (2010)

Normal Approximation by Stein’s Method
gan: Chen, Louis H.Y., et al.
Cyhoeddwyd: (2011)

Mouvement brownien, martingales et calcul stochastique
gan: Le Gall, Jean-Francois., et al.
Cyhoeddwyd: (2013)

Cycle Representations of Markov Processes
gan: Kalpazidou, Sophia L., et al.
Cyhoeddwyd: (2006)

An Introduction to Markov Processes
gan: Stroock, Daniel W., et al.
Cyhoeddwyd: (2005)

The Malliavin Calculus and Related Topics
gan: Nualart, David., et al.
Cyhoeddwyd: (2006)

Séminaire de Probabilités XLIII
Cyhoeddwyd: (2011)

Séminaire de Probabilités XLIV
Cyhoeddwyd: (2012)

On the Estimation of Multiple Random Integrals and U-Statistics
gan: Major, Péter., et al.
Cyhoeddwyd: (2013)

Lectures on Gaussian Processes
gan: Lifshits, Mikhail., et al.
Cyhoeddwyd: (2012)

Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems École d’Été de Probabilités de Saint-Flour XXXVIII-2008 /
gan: Koltchinskii, Vladimir., et al.
Cyhoeddwyd: (2011)

Séminaire de Probabilités XXXVIII
Cyhoeddwyd: (2005)

Lévy Matters V Functionals of Lévy Processes /
gan: Andersen, Lars Nørvang., et al.
Cyhoeddwyd: (2015)

In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Cyhoeddwyd: (2015)

Random Perturbation of PDEs and Fluid Dynamic Models École d’Été de Probabilités de Saint-Flour XL – 2010 /
gan: Flandoli, Franco., et al.
Cyhoeddwyd: (2011)

Probability Theory
gan: Borovkov, Alexandr A., et al.
Cyhoeddwyd: (2013)

Singular Stochastic Differential Equations
gan: Cherny, Alexander S., et al.
Cyhoeddwyd: (2005)