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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
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-9910827966203321
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