Lévy processes in Lie groups / / Ming Liao [[electronic resource]] |
Autore | Liao Ming (Mathematician) |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
Descrizione fisica | 1 online resource (x, 266 pages) : digital, PDF file(s) |
Disciplina | 512/.482 |
Collana | Cambridge tracts in mathematics |
Soggetto topico |
Lévy processes
Lie groups |
ISBN |
1-107-15008-6
1-280-47800-4 9786610478002 0-511-19542-7 0-511-19608-3 0-511-19404-8 0-511-31440-X 0-511-54662-9 0-511-19478-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Half-title; Title; Copyright; Contents; Preface; List of Symbols; Introduction; 1 Lévy Processes in Lie Groups; 2 Induced Processes; 3 Generator and Stochastic Integral Equation of a Lévy Process; 4 Lévy Processes in Compact Lie Groups and Fourier Analysis; 5 Semi-simple Lie Groups of Noncompact Type; 6 Limiting Properties of Lévy Processes; 7 Rate of Convergence; 8 Lévy Processes as Stochastic Flows; Appendix A Lie Groups; Appendix B Stochastic Analysis; Bibliography; Index |
Record Nr. | UNINA-9910457725103321 |
Liao Ming (Mathematician) | ||
Cambridge : , : Cambridge University Press, , 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Lévy processes in Lie groups / / Ming Liao [[electronic resource]] |
Autore | Liao Ming (Mathematician) |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
Descrizione fisica | 1 online resource (x, 266 pages) : digital, PDF file(s) |
Disciplina | 512/.482 |
Collana | Cambridge tracts in mathematics |
Soggetto topico |
Lévy processes
Lie groups |
ISBN |
1-107-15008-6
1-280-47800-4 9786610478002 0-511-19542-7 0-511-19608-3 0-511-19404-8 0-511-31440-X 0-511-54662-9 0-511-19478-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Half-title; Title; Copyright; Contents; Preface; List of Symbols; Introduction; 1 Lévy Processes in Lie Groups; 2 Induced Processes; 3 Generator and Stochastic Integral Equation of a Lévy Process; 4 Lévy Processes in Compact Lie Groups and Fourier Analysis; 5 Semi-simple Lie Groups of Noncompact Type; 6 Limiting Properties of Lévy Processes; 7 Rate of Convergence; 8 Lévy Processes as Stochastic Flows; Appendix A Lie Groups; Appendix B Stochastic Analysis; Bibliography; Index |
Record Nr. | UNINA-9910784305803321 |
Liao Ming (Mathematician) | ||
Cambridge : , : Cambridge University Press, , 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|