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Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
Autore Chernov Nikolai <1956->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2009
Descrizione fisica 1 online resource (208 p.)
Disciplina 519.2/33
Collana Memoirs of the American Mathematical Society
Soggetto topico Diffusion processes
Brownian movements
Limit theorems (Probability theory)
Soggetto genere / forma Electronic books.
ISBN 1-4704-0533-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles""
""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index""
Record Nr. UNINA-9910480616203321
Chernov Nikolai <1956->  
Providence, Rhode Island : , : American Mathematical Society, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
Autore Chernov Nikolai <1956->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2009
Descrizione fisica 1 online resource (208 p.)
Disciplina 519.2/33
Collana Memoirs of the American Mathematical Society
Soggetto topico Diffusion processes
Brownian movements
Limit theorems (Probability theory)
ISBN 1-4704-0533-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles""
""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index""
Record Nr. UNINA-9910788854203321
Chernov Nikolai <1956->  
Providence, Rhode Island : , : American Mathematical Society, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
Autore Chernov Nikolai <1956->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2009
Descrizione fisica 1 online resource (208 p.)
Disciplina 519.2/33
Collana Memoirs of the American Mathematical Society
Soggetto topico Diffusion processes
Brownian movements
Limit theorems (Probability theory)
ISBN 1-4704-0533-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles""
""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index""
Record Nr. UNINA-9910829176503321
Chernov Nikolai <1956->  
Providence, Rhode Island : , : American Mathematical Society, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian Dynamics at Boundaries and Interfaces : In Physics, Chemistry, and Biology / / by Zeev Schuss
Brownian Dynamics at Boundaries and Interfaces : In Physics, Chemistry, and Biology / / by Zeev Schuss
Autore Schuss Zeev
Edizione [1st ed. 2013.]
Pubbl/distr/stampa New York, NY : , : Springer New York : , : Imprint : Springer, , 2013
Descrizione fisica 1 online resource (340 p.)
Disciplina 519.2/33
Collana Applied Mathematical Sciences
Soggetto topico Probabilities
Partial differential equations
Physics
Biomathematics
Probability Theory and Stochastic Processes
Partial Differential Equations
Mathematical Methods in Physics
Mathematical and Computational Biology
ISBN 1-4614-7687-9
Classificazione 60-02, 60J65, 00A69
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Mathematical Brownian Motion -- Euler Simulation of Ito SDEs -- Simulation of the Overdamped Langevin Equation -- The First Passage Time of a Diffusion Process -- Chemical Reaction in Microdomains -- The Stochastic Separatrix -- Narrow Escape in R2 -- Narrow Escape in R3.
Record Nr. UNINA-9910739444903321
Schuss Zeev  
New York, NY : , : Springer New York : , : Imprint : Springer, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
Autore Schilling René L
Pubbl/distr/stampa Berlin ; ; Boston, : De Gruyter, c2012
Descrizione fisica 1 online resource (396 p.)
Disciplina 519.2/33
Altri autori (Persone) PartzschLothar <1945->
BöttcherBjörn
Collana De Gruyter graduate
Soggetto topico Brownian motion processes
Stochastic processes
Soggetto genere / forma Electronic books.
ISBN 1-283-85795-2
3-11-027898-7
Classificazione SK 820
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front matter -- Preface -- Contents -- Dependence chart -- Index of notation -- Chapter 1. Robert Brown's new thing -- Chapter 2. Brownian motion as a Gaussian process -- Chapter 3. Constructions of Brownian motion -- Chapter 4. The canonical model -- Chapter 5. Brownian motion as a martingale -- Chapter 6. Brownian motion as a Markov process -- Chapter 7. Brownian motion and transition semigroups -- Chapter 8. The PDE connection -- Chapter 9. The variation of Brownian paths -- Chapter 10. Regularity of Brownian paths -- Chapter 11. The growth of Brownian paths -- Chapter 12. Strassen's Functional Law of the Iterated Logarithm -- Chapter 13. Skorokhod representation -- Chapter 14. Stochastic integrals: L2-Theory -- Chapter 15. Stochastic integrals: beyond L2T -- Chapter 16. Itô's formula -- Chapter 17. Applications of Itô's formula -- Chapter 18. Stochastic differential equations -- Chapter 19. On diffusions -- Chapter 20. Simulation of Brownian motion / Böttcher, Björn -- Appendix -- Index
Record Nr. UNINA-9910462432503321
Schilling René L  
Berlin ; ; Boston, : De Gruyter, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
Brownian motion [[electronic resource] ] : an introduction to stochastic processes / / René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher
Autore Schilling René L
Pubbl/distr/stampa Berlin ; ; Boston, : De Gruyter, c2012
Descrizione fisica 1 online resource (396 p.)
Disciplina 519.2/33
Altri autori (Persone) PartzschLothar <1945->
BöttcherBjörn
Collana De Gruyter graduate
Soggetto topico Brownian motion processes
Stochastic processes
Soggetto non controllato Brownian Motion
Numerical Simulation
Stochastic Calculus
Stochastic Process
ISBN 1-283-85795-2
3-11-027898-7
Classificazione SK 820
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front matter -- Preface -- Contents -- Dependence chart -- Index of notation -- Chapter 1. Robert Brown's new thing -- Chapter 2. Brownian motion as a Gaussian process -- Chapter 3. Constructions of Brownian motion -- Chapter 4. The canonical model -- Chapter 5. Brownian motion as a martingale -- Chapter 6. Brownian motion as a Markov process -- Chapter 7. Brownian motion and transition semigroups -- Chapter 8. The PDE connection -- Chapter 9. The variation of Brownian paths -- Chapter 10. Regularity of Brownian paths -- Chapter 11. The growth of Brownian paths -- Chapter 12. Strassen's Functional Law of the Iterated Logarithm -- Chapter 13. Skorokhod representation -- Chapter 14. Stochastic integrals: L2-Theory -- Chapter 15. Stochastic integrals: beyond L2T -- Chapter 16. Itô's formula -- Chapter 17. Applications of Itô's formula -- Chapter 18. Stochastic differential equations -- Chapter 19. On diffusions -- Chapter 20. Simulation of Brownian motion / Böttcher, Björn -- Appendix -- Index
Record Nr. UNINA-9910790493303321
Schilling René L  
Berlin ; ; Boston, : De Gruyter, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion on nested fractals / / Tom Lindstrøm
Brownian motion on nested fractals / / Tom Lindstrøm
Autore Lindstrøm Tom <1954->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 1990
Descrizione fisica 1 online resource (140 p.)
Disciplina 519.2/33
Collana Memoirs of the American Mathematical Society
Soggetto topico Brownian motion processes
Fractals
Soggetto genere / forma Electronic books.
ISBN 1-4704-0843-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Table of Contents""; ""I. Introduction""; ""II. Fractals in physics and mathematics""; ""III. Brownian motion on a snowflake""; ""IV. Nested fractals""; ""V. Transition probabilities""; ""VI. Transition times""; ""VII. Brownian motion on nested fractals""; ""VIII. An invariance principle""; ""IX. The Laplacian and its eigenvalues""; ""X. Open problems""; ""Note""; ""References""; ""Subject index""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""G""; ""H""; ""K""; ""L""; ""M""; ""N""; ""O""; ""P""; ""Q""; ""R""; ""S""; ""T""; ""U""; ""V""; ""W""; ""Y""
Record Nr. UNINA-9910480032603321
Lindstrøm Tom <1954->  
Providence, Rhode Island : , : American Mathematical Society, , 1990
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion on nested fractals / / Tom Lindstrøm
Brownian motion on nested fractals / / Tom Lindstrøm
Autore Lindstrøm Tom <1954->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 1990
Descrizione fisica 1 online resource (140 p.)
Disciplina 519.2/33
Collana Memoirs of the American Mathematical Society
Soggetto topico Brownian motion processes
Fractals
ISBN 1-4704-0843-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Table of Contents""; ""I. Introduction""; ""II. Fractals in physics and mathematics""; ""III. Brownian motion on a snowflake""; ""IV. Nested fractals""; ""V. Transition probabilities""; ""VI. Transition times""; ""VII. Brownian motion on nested fractals""; ""VIII. An invariance principle""; ""IX. The Laplacian and its eigenvalues""; ""X. Open problems""; ""Note""; ""References""; ""Subject index""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""G""; ""H""; ""K""; ""L""; ""M""; ""N""; ""O""; ""P""; ""Q""; ""R""; ""S""; ""T""; ""U""; ""V""; ""W""; ""Y""
Record Nr. UNINA-9910788873203321
Lindstrøm Tom <1954->  
Providence, Rhode Island : , : American Mathematical Society, , 1990
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion on nested fractals / / Tom Lindstrøm
Brownian motion on nested fractals / / Tom Lindstrøm
Autore Lindstrøm Tom <1954->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 1990
Descrizione fisica 1 online resource (140 p.)
Disciplina 519.2/33
Collana Memoirs of the American Mathematical Society
Soggetto topico Brownian motion processes
Fractals
ISBN 1-4704-0843-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Table of Contents""; ""I. Introduction""; ""II. Fractals in physics and mathematics""; ""III. Brownian motion on a snowflake""; ""IV. Nested fractals""; ""V. Transition probabilities""; ""VI. Transition times""; ""VII. Brownian motion on nested fractals""; ""VIII. An invariance principle""; ""IX. The Laplacian and its eigenvalues""; ""X. Open problems""; ""Note""; ""References""; ""Subject index""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""G""; ""H""; ""K""; ""L""; ""M""; ""N""; ""O""; ""P""; ""Q""; ""R""; ""S""; ""T""; ""U""; ""V""; ""W""; ""Y""
Record Nr. UNINA-9910811640603321
Lindstrøm Tom <1954->  
Providence, Rhode Island : , : American Mathematical Society, , 1990
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov
Continuous semi-Markov processes [[electronic resource] /] / Boris Harlamov
Autore Harlamov Boris
Pubbl/distr/stampa London, : ISTE
Descrizione fisica 1 online resource (377 p.)
Disciplina 519.2/33
519.233
Collana ISTE
Soggetto topico Markov processes
Renewal theory
ISBN 1-282-16484-8
9786612164842
0-470-61092-1
0-470-39351-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Continuous Semi-Markov Processes; Contents; Introduction; Chapter 1. Stepped Semi-Markov Processes; 1.1. Random sequence; 1.2. Markov chain; 1.3. Two-dimensional Markov chain; 1.4. Semi-Markov process; 1.5. Stationary distributions; Chapter 2. Sequences of First Exit Times and Regeneration Times; 2.1. Basic maps; 2.2. Markov times; 2.3. Deducing sequences; 2.4. Correct exit and continuity; 2.5. Time of regeneration; Chapter 3. General Semi-Markov Processes; 3.1. Definition of a semi-Markov process; 3.2. Transition function of a SM process; 3.3. Operators and SM walk
3.4. Operators and SM process3.5. Criterion of Markov property for SM processes; 3.6. Intervals of constancy; Chapter 4. Construction of Semi-Markov Processes using Semi-Markov Transition Functions; 4.1. Realization of an in nite system of pairs; 4.2. Extension of a measure; 4.3. Construction of a measure; 4.4. Construction of a projective system of measures; 4.5. Semi-Markov processes; Chapter 5. Semi-Markov Processes of Diffusion Type; 5.1. One-dimensional semi-Markov processes of diffusion type; 5.1.1. Differential equation; 5.1.2. Construction SM process
5.1.3. Some properties of the process5.2. Multi-dimensional processes of diffusion type; 5.2.1. Differential equations of elliptic type; 5.2.2. Neighborhood of arbitrary form; 5.2.3. Neighborhood of spherical form; 5.2.4. Characteristic operator; Chapter 6. Time Change and Semi-Markov Processes; 6.1. Time change and trajectories; 6.2. Intrinsic time and traces; 6.3. Canonical time change; 6.4. Coordination of function and time change; 6.5. Random time changes; 6.6. Additive functionals; 6.7. Distribution of a time run along the trace; 6.8. Random curvilinear integrals
6.9. Characteristic operator and integral6.10. Stochastic integral; 6.10.1. Semi-martingale and martingale; 6.10.2. Stochastic integral; 6.10.3. Ito-Dynkin's formula; Chapter 7. Limit Theorems for Semi-Markov Processes; 7.1. Weak compactness and weak convergence; 7.2. Weak convergence of semi-Markov processes; Chapter 8. Representation of a Semi-Markov Process as a Transformed Markov Process; 8.1. Construction by operator; 8.2. Comparison of processes; 8.3. Construction by parameters of Lévy formula; 8.4. Stationary distribution; Chapter 9. Semi-Markov Model of Chromatography
9.1. Chromatography9.2. Model of liquid column chromatography; 9.3. Some monotone Semi-Markov processes; 9.4. Transfer with diffusion; 9.5. Transfer with final absorption; Bibliography; Index
Record Nr. UNINA-9910139467503321
Harlamov Boris  
London, : ISTE
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui