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MARC Lista (tabellare)
Approximation and entropy numbers of Volterra operators with application to Brownian motion / / Mikhail A. Lifshits, Werner Linde
Approximation and entropy numbers of Volterra operators with application to Brownian motion / / Mikhail A. Lifshits, Werner Linde
Autore Lifshit͡s M. A (Mikhail Anatolʹevich), <1956->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2002
Descrizione fisica 1 online resource (103 p.)
Disciplina 510 s
515/.723
Collana Memoirs of the American Mathematical Society
Soggetto topico Volterra operators
Entropy (Information theory)
Brownian motion processes
Soggetto genere / forma Electronic books.
ISBN 1-4704-0338-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Chapter 1. Introduction""; ""Chapter 2. Main Results""; ""Chapter 3. Scale Transformations""; ""3.1. Increasing Transformations ""; ""3.2. Decreasing Transformations ""; ""3.3. Examples ""; ""3.4. Transformations and Norms ""; ""Chapter 4. Upper Estimates for Entropy Numbers""; ""4.1. A General Bound Based on Partitions""; ""4.2. Proof of Theorem 2.2 (1)""; ""4.3. Proof of Parts (2) and (3) in Theorem 2.2""; ""4.4. Entropy Estimates for T[sub(p,Î?)]""; ""4.5. Proof of Theorem 2.3""; ""4.6. Upper Bounds for Forward Integration Operators""; ""4.7. Proof of Theorem 4.9""
""7.1. Gaussian Processes and Metric Entropy""""7.2. Weighted Wiener Processes""; ""7.3. Small Ball Estimates for Wiener Processes""; ""7.4. Exact Small Ball Estimates""; ""Appendix""; ""Bibliography""
Record Nr. UNINA-9910480221903321
Lifshit͡s M. A (Mikhail Anatolʹevich), <1956->  
Providence, Rhode Island : , : American Mathematical Society, , 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Approximation and entropy numbers of Volterra operators with application to Brownian motion / / Mikhail A. Lifshits, Werner Linde
Approximation and entropy numbers of Volterra operators with application to Brownian motion / / Mikhail A. Lifshits, Werner Linde
Autore Lifshit͡s M. A (Mikhail Anatolʹevich), <1956->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2002
Descrizione fisica 1 online resource (103 p.)
Disciplina 510 s
515/.723
Collana Memoirs of the American Mathematical Society
Soggetto topico Volterra operators
Entropy (Information theory)
Brownian motion processes
ISBN 1-4704-0338-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Chapter 1. Introduction""; ""Chapter 2. Main Results""; ""Chapter 3. Scale Transformations""; ""3.1. Increasing Transformations ""; ""3.2. Decreasing Transformations ""; ""3.3. Examples ""; ""3.4. Transformations and Norms ""; ""Chapter 4. Upper Estimates for Entropy Numbers""; ""4.1. A General Bound Based on Partitions""; ""4.2. Proof of Theorem 2.2 (1)""; ""4.3. Proof of Parts (2) and (3) in Theorem 2.2""; ""4.4. Entropy Estimates for T[sub(p,Î?)]""; ""4.5. Proof of Theorem 2.3""; ""4.6. Upper Bounds for Forward Integration Operators""; ""4.7. Proof of Theorem 4.9""
""7.1. Gaussian Processes and Metric Entropy""""7.2. Weighted Wiener Processes""; ""7.3. Small Ball Estimates for Wiener Processes""; ""7.4. Exact Small Ball Estimates""; ""Appendix""; ""Bibliography""
Record Nr. UNINA-9910788846403321
Lifshit͡s M. A (Mikhail Anatolʹevich), <1956->  
Providence, Rhode Island : , : American Mathematical Society, , 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Approximation and entropy numbers of Volterra operators with application to Brownian motion / / Mikhail A. Lifshits, Werner Linde
Approximation and entropy numbers of Volterra operators with application to Brownian motion / / Mikhail A. Lifshits, Werner Linde
Autore Lifshit͡s M. A (Mikhail Anatolʹevich), <1956->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2002
Descrizione fisica 1 online resource (103 p.)
Disciplina 510 s
515/.723
Collana Memoirs of the American Mathematical Society
Soggetto topico Volterra operators
Entropy (Information theory)
Brownian motion processes
ISBN 1-4704-0338-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Chapter 1. Introduction""; ""Chapter 2. Main Results""; ""Chapter 3. Scale Transformations""; ""3.1. Increasing Transformations ""; ""3.2. Decreasing Transformations ""; ""3.3. Examples ""; ""3.4. Transformations and Norms ""; ""Chapter 4. Upper Estimates for Entropy Numbers""; ""4.1. A General Bound Based on Partitions""; ""4.2. Proof of Theorem 2.2 (1)""; ""4.3. Proof of Parts (2) and (3) in Theorem 2.2""; ""4.4. Entropy Estimates for T[sub(p,Î?)]""; ""4.5. Proof of Theorem 2.3""; ""4.6. Upper Bounds for Forward Integration Operators""; ""4.7. Proof of Theorem 4.9""
""7.1. Gaussian Processes and Metric Entropy""""7.2. Weighted Wiener Processes""; ""7.3. Small Ball Estimates for Wiener Processes""; ""7.4. Exact Small Ball Estimates""; ""Appendix""; ""Bibliography""
Record Nr. UNINA-9910818013603321
Lifshit͡s M. A (Mikhail Anatolʹevich), <1956->  
Providence, Rhode Island : , : American Mathematical Society, , 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Autore Mazo Robert M
Pubbl/distr/stampa Oxford, : Clarendon Press, 2002
Descrizione fisica 1 online resource (302 p.)
Disciplina 530.42
530.475
Collana Oxford science publications
International series of monographs on physics
Soggetto topico Brownian motion processes
Markov processes
Soggetto genere / forma Electronic books.
ISBN 9786611998790
1-281-99879-6
0-19-156508-3
0-19-955644-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals
6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation
8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks
11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber
13.3 A Pneumatic Example
Record Nr. UNINA-9910465127203321
Mazo Robert M  
Oxford, : Clarendon Press, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Autore Mazo Robert M
Pubbl/distr/stampa Oxford, : Clarendon Press, 2002
Descrizione fisica 1 online resource (302 p.)
Disciplina 530.42
530.475
Collana Oxford science publications
International series of monographs on physics
Soggetto topico Brownian motion processes
Markov processes
ISBN 9786611998790
1-281-99879-6
0-19-156508-3
0-19-955644-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals
6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation
8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks
11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber
13.3 A Pneumatic Example
Record Nr. UNINA-9910792254903321
Mazo Robert M  
Oxford, : Clarendon Press, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion : fluctuations, dynamics, and applications / / Robert M. Mazo
Brownian motion : fluctuations, dynamics, and applications / / Robert M. Mazo
Autore Mazo Robert M
Edizione [1st ed.]
Pubbl/distr/stampa Oxford, : Clarendon Press, 2002
Descrizione fisica 1 online resource (302 p.)
Disciplina 530.42
530.475
Collana Oxford science publications
International series of monographs on physics
Soggetto topico Brownian motion processes
Markov processes
Processos de moviment brownià
Processos estocàstics
Processos de Markov
Mecànica estadística
Difusió
Polímers
Fluctuacions (Física)
Soggetto genere / forma Llibres electrònics
ISBN 9786611998790
9781281998798
1281998796
9780191565083
0191565083
9780199556441
019955644X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals
6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation
8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks
11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber
13.3 A Pneumatic Example
Record Nr. UNINA-9910960525703321
Mazo Robert M  
Oxford, : Clarendon Press, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Autore Mörters, Peter
Descrizione fisica xii, 403 p. : ill. ; 26 cm
Disciplina 530.475
Altri autori (Persone) Peres, Yuvalauthor
Schramm, Oded
Werner, Wendelin
Collana Cambridge series on statistical and probabilistic mathematics ; 30
Cambridge series in statistical and probabilistic mathematics ; [30]
Soggetto topico Brownian motion processes
ISBN 9780521760188 (Hardback)
Classificazione AMS 60J65
AMS 28A78
AMS 60H05
AMS 60J45
AMS 60J55
AMS 60J67
LC QA274.75.M67
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991003362339707536
Mörters, Peter  
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Brownian Motion : a guide to random processes and stochastic calculus with a chapter on simulation by björn böttcher / / René L. Schilling
Brownian Motion : a guide to random processes and stochastic calculus with a chapter on simulation by björn böttcher / / René L. Schilling
Autore Schilling René L.
Edizione [Second edition.]
Pubbl/distr/stampa Boston, Massachusetts : , : De Gruyter, , [2021]
Descrizione fisica 1 online resource : illustrations
Disciplina 519.233
Collana De Gruyter textbook
Soggetto topico Brownian motion processes
Stochastic processes
ISBN 3-11-074127-X
Classificazione SK 820
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Contents -- Dependence chart -- 1 Robert Brown's new thing -- 2 Brownian motion as a Gaussian process -- 3 Constructions of Brownian motion -- 4 The canonical model -- 5 Brownian motion as a martingale -- 6 Brownian motion as a Markov process -- 7 Brownian motion and transition semigroups -- 8 The PDE connection -- 9 The variation of Brownian paths -- 10 Regularity of Brownian paths -- 11 Brownian motion as a random fractal -- 12 The growth of Brownian paths -- 13 Strassen's functional law of the iterated logarithm -- 14 Skorokhod representation -- 15 Stochastic integrals: L< -- sup> -- 2< -- /sup> -- -Theory -- 16 Stochastic integrals: localization -- 17 Stochastic integrals: martingale drivers -- 18 Itô's formula -- 19 Applications of Itô's formula -- 20 Wiener Chaos and iterated Wiener-Itô integrals -- 21 Stochastic differential equations -- 22 Stratonovich's stochastic calculus -- 23 On diffusions -- 24 Simulation of Brownian motion by Björn Böttcher -- A Appendix -- Bibliography -- Index.
Record Nr. UNINA-9910554280303321
Schilling René L.  
Boston, Massachusetts : , : De Gruyter, , [2021]
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