Brownian Motion and its Applications to Mathematical Analysis [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XLIII – 2013 / / by Krzysztof Burdzy |
Autore | Burdzy Krzysztof |
Edizione | [1st ed. 2014.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
Descrizione fisica | 1 online resource (XII, 137 p. 16 illus., 4 illus. in color.) |
Disciplina | 530.475 |
Collana | École d'Été de Probabilités de Saint-Flour |
Soggetto topico |
Probabilities
Partial differential equations Potential theory (Mathematics) Probability Theory and Stochastic Processes Partial Differential Equations Potential Theory |
ISBN | 3-319-04394-3 |
Classificazione |
MAT 606f
MAT 607f SI 850 60J6560H3060G17 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the "hot spots" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains. |
Record Nr. | UNISA-996205178603316 |
Burdzy Krzysztof | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Brownian Motion and its Applications to Mathematical Analysis [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XLIII – 2013 / / by Krzysztof Burdzy |
Autore | Burdzy Krzysztof |
Edizione | [1st ed. 2014.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
Descrizione fisica | 1 online resource (XII, 137 p. 16 illus., 4 illus. in color.) |
Disciplina | 530.475 |
Collana | École d'Été de Probabilités de Saint-Flour |
Soggetto topico |
Probabilities
Partial differential equations Potential theory (Mathematics) Probability Theory and Stochastic Processes Partial Differential Equations Potential Theory |
ISBN | 3-319-04394-3 |
Classificazione |
MAT 606f
MAT 607f SI 850 60J6560H3060G17 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the "hot spots" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains. |
Record Nr. | UNINA-9910300143903321 |
Burdzy Krzysztof | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Penalising Brownian Paths [[electronic resource] /] / by Bernard Roynette, Marc Yor |
Autore | Roynette Bernard |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
Descrizione fisica | 1 online resource (XIII, 275 p.) |
Disciplina | 530.475 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
Soggetto non controllato |
Brownian motion processes
Martingales (Mathematics) |
ISBN | 3-540-89699-6 |
Classificazione |
MAT 604f
MAT 605f MAT 607f SI 850 *60-02 17,1 31.70 60-06 60F99 60G30 60G44 60J25 60J55 60J65 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Some penalisations of theWiener measure -- Feynman-Kac penalisations for Brownian motion -- Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions -- A general principle and some questions about penalisations. |
Record Nr. | UNISA-996466477003316 |
Roynette Bernard | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Penalising Brownian Paths [[electronic resource] /] / by Bernard Roynette, Marc Yor |
Autore | Roynette Bernard |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
Descrizione fisica | 1 online resource (XIII, 275 p.) |
Disciplina | 530.475 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
Soggetto non controllato |
Brownian motion processes
Martingales (Mathematics) |
ISBN | 3-540-89699-6 |
Classificazione |
MAT 604f
MAT 605f MAT 607f SI 850 *60-02 17,1 31.70 60-06 60F99 60G30 60G44 60J25 60J55 60J65 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Some penalisations of theWiener measure -- Feynman-Kac penalisations for Brownian motion -- Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions -- A general principle and some questions about penalisations. |
Record Nr. | UNINA-9910483753603321 |
Roynette Bernard | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Potential analysis of stable processes and its extensions / / Krzysztof Bogdan, 6 others, volume editors Piotr Graczyk, Andrzej Stos |
Autore | Bogdan Krzysztof |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Germany : , : Springer, , [2009] |
Descrizione fisica | 1 online resource (200 p.) |
Disciplina | 510 |
Collana | Lecture notes in mathematics |
Soggetto topico |
Functional analysis
Potential theory (Mathematics) Analyse fonctionnelle |
ISBN |
1-282-65579-5
9786612655791 3-642-02141-7 |
Classificazione |
60J4560G5260J5060J7531B2531C0531C3531C25
MAT 315f MAT 605f MAT 607f SI 850 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Boundary Potential Theory for Schr#x00F6;dinger Operators Based on Fractional Laplacian -- Nontangential Convergence for #x03B1;-harmonic Functions -- Eigenvalues and Eigenfunctions for Stable Processes -- Potential Theory of Subordinate Brownian Motion. |
Record Nr. | UNINA-9910483950203321 |
Bogdan Krzysztof | ||
Berlin, Germany : , : Springer, , [2009] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Potential analysis of stable processes and its extensions / / Krzysztof Bogdan, 6 others, volume editors Piotr Graczyk, Andrzej Stos |
Autore | Bogdan Krzysztof |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Germany : , : Springer, , [2009] |
Descrizione fisica | 1 online resource (200 p.) |
Disciplina | 510 |
Collana | Lecture notes in mathematics |
Soggetto topico |
Functional analysis
Potential theory (Mathematics) Analyse fonctionnelle |
ISBN |
1-282-65579-5
9786612655791 3-642-02141-7 |
Classificazione |
60J4560G5260J5060J7531B2531C0531C3531C25
MAT 315f MAT 605f MAT 607f SI 850 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Boundary Potential Theory for Schr#x00F6;dinger Operators Based on Fractional Laplacian -- Nontangential Convergence for #x03B1;-harmonic Functions -- Eigenvalues and Eigenfunctions for Stable Processes -- Potential Theory of Subordinate Brownian Motion. |
Record Nr. | UNISA-996466475403316 |
Bogdan Krzysztof | ||
Berlin, Germany : , : Springer, , [2009] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|