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Continuous Martingales and Brownian Motion [[electronic resource] /] / by Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion [[electronic resource] /] / by Daniel Revuz, Marc Yor |
| Autore | Revuz Daniel |
| Edizione | [3rd ed. 1999.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (XIII, 602 p.) |
| Disciplina | 519.2/87 |
| Collana | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-662-06400-6 |
| Classificazione |
60G44
60J60 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 0. Preliminaries -- I. Introduction -- II. Martingales -- III. Markov Processes -- IV. Stochastic Integration -- V. Representation of Martingales -- VI. Local Times -- VII. Generators and Time Reversal -- VIII. Girsanov’s Theorem and First Applications -- IX. Stochastic Differential Equations -- X. Additive Functionals of Brownian Motion -- XI. Bessel Processes and Ray-Knight Theorems -- XII. Excursions -- XIII. Limit Theorems in Distribution -- §1. Gronwall’s Lemma -- §2. Distributions -- §3. Convex Functions -- §4. Hausdorff Measures and Dimension -- §5. Ergodic Theory -- §6. Probabilities on Function Spaces -- §7. Bessel Functions -- §8. Sturm-Liouville Equation -- Index of Notation -- Index of Terms -- Catalogue. |
| Record Nr. | UNINA-9910480707703321 |
Revuz Daniel
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous Martingales and Brownian Motion [[electronic resource] /] / by Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion [[electronic resource] /] / by Daniel Revuz, Marc Yor |
| Autore | Revuz Daniel |
| Edizione | [3rd ed. 1999.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (XIII, 602 p.) |
| Disciplina | 519.2/87 |
| Collana | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-662-06400-6 |
| Classificazione |
60G44
60J60 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 0. Preliminaries -- I. Introduction -- II. Martingales -- III. Markov Processes -- IV. Stochastic Integration -- V. Representation of Martingales -- VI. Local Times -- VII. Generators and Time Reversal -- VIII. Girsanov’s Theorem and First Applications -- IX. Stochastic Differential Equations -- X. Additive Functionals of Brownian Motion -- XI. Bessel Processes and Ray-Knight Theorems -- XII. Excursions -- XIII. Limit Theorems in Distribution -- §1. Gronwall’s Lemma -- §2. Distributions -- §3. Convex Functions -- §4. Hausdorff Measures and Dimension -- §5. Ergodic Theory -- §6. Probabilities on Function Spaces -- §7. Bessel Functions -- §8. Sturm-Liouville Equation -- Index of Notation -- Index of Terms -- Catalogue. |
| Record Nr. | UNINA-9910792490803321 |
|
Revuz Daniel
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous Martingales and Brownian Motion / / by Daniel Revuz, Marc Yor
| Continuous Martingales and Brownian Motion / / by Daniel Revuz, Marc Yor |
| Autore | Revuz Daniel |
| Edizione | [3rd ed. 1999.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 |
| Descrizione fisica | 1 online resource (XIII, 602 p.) |
| Disciplina | 519.2/87 |
| Collana | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-662-06400-6 |
| Classificazione |
60G44
60J60 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 0. Preliminaries -- I. Introduction -- II. Martingales -- III. Markov Processes -- IV. Stochastic Integration -- V. Representation of Martingales -- VI. Local Times -- VII. Generators and Time Reversal -- VIII. Girsanov’s Theorem and First Applications -- IX. Stochastic Differential Equations -- X. Additive Functionals of Brownian Motion -- XI. Bessel Processes and Ray-Knight Theorems -- XII. Excursions -- XIII. Limit Theorems in Distribution -- §1. Gronwall’s Lemma -- §2. Distributions -- §3. Convex Functions -- §4. Hausdorff Measures and Dimension -- §5. Ergodic Theory -- §6. Probabilities on Function Spaces -- §7. Bessel Functions -- §8. Sturm-Liouville Equation -- Index of Notation -- Index of Terms -- Catalogue. |
| Record Nr. | UNINA-9910810837903321 |
|
Revuz Daniel
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||