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Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 151 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60F10 - Large deviations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps Ergodicity Functional stochastic differential equation Invariant measure Jump process Long-term return Ordinary differential equations Two-factor model Uniform large deviation principle |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114458 |
Bao, Jianhai
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao, Jianhai |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 151 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Yin, George
Yuan, Chenggui |
| Soggetto topico |
39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020]
60F10 - Large deviations [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps Ergodicity Functional stochastic differential equation Invariant measure Jump process Long-term return Ordinary differential equations Two-factor model Uniform large deviation principle |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114458 |
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Bao, Jianhai
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Automorphic Forms on Adele Groups. (AM-83), Volume 83 / / Stephen S. Gelbart
| Automorphic Forms on Adele Groups. (AM-83), Volume 83 / / Stephen S. Gelbart |
| Autore | Gelbart Stephen S. |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (280 pages) |
| Disciplina | 512/.22 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Representations of groups
Automorphic forms Linear algebraic groups Adeles |
| Soggetto non controllato |
Abelian extension
Abelian group Absolute value Addition Additive group Algebraic group Algebraic number field Algebraic number theory Analytic continuation Analytic function Arbitrarily large Automorphic form Cartan subgroup Class field theory Complex space Congruence subgroup Conjugacy class Coprime integers Cusp form Differential equation Dimension (vector space) Direct integral Direct sum Division algebra Eigenfunction Eigenvalues and eigenvectors Eisenstein series Euler product Existential quantification Exponential function Factorization Finite field Formal power series Fourier series Fourier transform Fuchsian group Function (mathematics) Function space Functional equation Fundamental unit (number theory) Galois extension Global field Group algebra Group representation Haar measure Harish-Chandra Hecke L-function Hilbert space Homomorphism Induced representation Infinite product Inner automorphism Integer Invariant measure Invariant subspace Irreducible representation L-function Lie algebra Linear map Matrix coefficient Mellin transform Meromorphic function Modular form P-adic number Poisson summation formula Prime ideal Prime number Principal series representation Projective representation Quadratic field Quadratic form Quaternion algebra Quaternion Real number Regular representation Representation theory Ring (mathematics) Ring of integers Scientific notation Selberg trace formula Simple algebra Square-integrable function Sub"ient Subgroup Summation Theorem Theory Theta function Topological group Topology Trace formula Trivial representation Uniqueness theorem Unitary operator Unitary representation Universal enveloping algebra Upper half-plane Variable (mathematics) Vector space Weil group |
| ISBN | 1-4008-8161-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- PREFACE -- CONTENTS -- §1. THE CLASSICAL THEORY -- §2. AUTOMORPHIC FORMS AND THE DECOMPOSITION OF L2(ΓSL(2,ℝ)) -- §3. AUTOMORPHIC FORMS AS FUNCTIONS ON THE ADELE GROUP OF GL(2) -- §4. THE REPRESENTATIONS OF GL(2) OVER LOCAL AND GLOBAL FIELDS -- §5 . CUSP FORMS AND REPRESENTATIONS OF THE ADELE GROUP OF GL(2) -- §6. HECKE THEORY FOR GL(2) -- §7 . THE CONSTRUCTION OF A SPECIAL CLASS OF AUTOMORPHIC FORMS -- § 8 . EISENSTEIN SERIES AND THE CONTINUOUS SPECTRUM -- §9. THE TRACE FORMULA FOR GL(2) -- §10. AUTOMORPHIC FORMS ON A QUATERNION ALGEBRA -- BIBLIOGRAPHY -- INDEX |
| Record Nr. | UNINA-9910154753203321 |
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Gelbart Stephen S.
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Combinatorics of Train Tracks. (AM-125), Volume 125 / / R. C. Penner, John L. Harer
| Combinatorics of Train Tracks. (AM-125), Volume 125 / / R. C. Penner, John L. Harer |
| Autore | Penner R. C. |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (233 pages) : illustrations |
| Disciplina | 511/.6 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Geodesics (Mathematics)
CW complexes Combinatorial analysis |
| Soggetto non controllato |
Ambient isotopy
Analytic function Axiom Brouwer fixed-point theorem CW complex Cantor set Cardinality Change of basis Coefficient Combinatorics Compactification (mathematics) Conjugacy class Connected component (graph theory) Connectivity (graph theory) Coordinate system Cotangent space Covering space Deformation theory Dehn twist Diffeomorphism Differential topology Disjoint sets Disjoint union Disk (mathematics) Eigenvalues and eigenvectors Embedding Equation Equivalence class (music) Equivalence class Equivalence relation Euclidean space Euler characteristic Explicit formula Explicit formulae (L-function) Fiber bundle Foliation Fuchsian group Geodesic curvature Geometry Harmonic function Homeomorphism Homotopy Horocycle Hyperbolic geometry Hyperbolic motion Hyperbolic space Incidence matrix Inequality (mathematics) Infimum and supremum Injective function Intersection (set theory) Intersection number (graph theory) Intersection number Interval (mathematics) Invariance of domain Invariant measure Jordan curve theorem Kähler manifold Lexicographical order Linear map Linear subspace Mapping class group Mathematical induction Monogon Natural topology Orientability Pair of pants (mathematics) Parallel curve Parametrization Parity (mathematics) Projective space Quadratic differential Scientific notation Sign (mathematics) Special case Spectral radius Standard basis Subsequence Subset Summation Support (mathematics) Symplectic geometry Symplectomorphism Tangent space Tangent vector Tangent Teichmüller space Theorem Topological space Topology Total order Train track (mathematics) Transitive relation Transpose Transversality (mathematics) Transverse measure Uniformization theorem Unit tangent bundle Unit vector Vector field |
| ISBN | 1-4008-8245-1 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Acknowledgements -- Chapter 1. The Basic Theor -- Chapter 2. Combinatorial Equivalence -- Chapter 3. The Structure of ML0 -- Epilogue -- Addendum. The Action of Mapping Classes on ML0 -- Bibliography |
| Record Nr. | UNINA-9910154745603321 |
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Penner R. C.
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Entire Holomorphic Mappings in One and Several Complex Variables. (AM-85), Volume 85 / / Phillip A. Griffiths
| Entire Holomorphic Mappings in One and Several Complex Variables. (AM-85), Volume 85 / / Phillip A. Griffiths |
| Autore | Griffiths Phillip A. |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (112 pages) : illustrations |
| Disciplina | 515/.9 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico | Holomorphic mappings |
| Soggetto non controllato |
Algebraic variety
Analytic function Analytic set Armand Borel Big O notation Canonical bundle Cartesian coordinate system Characteristic function (probability theory) Characterization (mathematics) Chern class Compact Riemann surface Compact space Complex analysis Complex manifold Complex projective space Corollary Counting Curvature Degeneracy (mathematics) Derivative Differential form Dimension Divisor Elementary proof Entire function Equation Exponential growth Gaussian curvature Hermann Weyl Hodge theory Holomorphic function Hyperplane Hypersurface Infinite product Integral geometry Invariant measure Inverse problem Jacobian matrix and determinant Kähler manifold Line bundle Linear equation Logarithmic derivative Manifold Meromorphic function Modular form Monograph Nevanlinna theory Nonlinear system Phillip Griffiths Picard theorem Polynomial Projective space Q.E.D. Quantity Ricci curvature Riemann sphere Scientific notation Several complex variables Special case Stokes' theorem Subset Summation Theorem Theory Uniformization theorem Unit square Volume form |
| ISBN | 1-4008-8148-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- TABLE OF CONTENTS -- INDEX OF NOTATIONS -- INTRODUCTION -- CHAPTER 1. ORDERS OF GROWTH -- CHAPTER 2. THE APPEARANCE OF CURVATURE -- CHAPTER 3. THE DEFECT RELATIONS -- BIBLIOGRAPHY -- Backmatter |
| Record Nr. | UNINA-9910154753903321 |
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Griffiths Phillip A.
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The ergodic theory of lattice subgroups [[electronic resource] /] / Alexander Gorodnik and Amos Nevo
| The ergodic theory of lattice subgroups [[electronic resource] /] / Alexander Gorodnik and Amos Nevo |
| Autore | Gorodnik Alexander <1975-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 2009 |
| Descrizione fisica | 1 online resource (136 p.) |
| Disciplina | 515/.48 |
| Altri autori (Persone) | NevoAmos <1966-> |
| Collana | Annals of mathematics studies |
| Soggetto topico |
Ergodic theory
Lie groups Lattice theory Harmonic analysis Dynamics |
| Soggetto non controllato |
Absolute continuity
Algebraic group Amenable group Asymptote Asymptotic analysis Asymptotic expansion Automorphism Borel set Bounded function Bounded operator Bounded set (topological vector space) Congruence subgroup Continuous function Convergence of random variables Convolution Coset Counting problem (complexity) Counting Differentiable function Dimension (vector space) Diophantine approximation Direct integral Direct product Discrete group Embedding Equidistribution theorem Ergodic theory Ergodicity Estimation Explicit formulae (L-function) Family of sets Haar measure Hilbert space Hyperbolic space Induced representation Infimum and supremum Initial condition Interpolation theorem Invariance principle (linguistics) Invariant measure Irreducible representation Isometry group Iwasawa group Lattice (group) Lie algebra Linear algebraic group Linear space (geometry) Lipschitz continuity Mass distribution Mathematical induction Maximal compact subgroup Maximal ergodic theorem Measure (mathematics) Mellin transform Metric space Monotonic function Neighbourhood (mathematics) Normal subgroup Number theory One-parameter group Operator norm Orthogonal complement P-adic number Parametrization Parity (mathematics) Pointwise convergence Pointwise Principal homogeneous space Principal series representation Probability measure Probability space Probability Rate of convergence Regular representation Representation theory Resolution of singularities Sobolev space Special case Spectral gap Spectral method Spectral theory Square (algebra) Subgroup Subsequence Subset Symmetric space Tensor algebra Tensor product Theorem Transfer principle Unit sphere Unit vector Unitary group Unitary representation Upper and lower bounds Variable (mathematics) Vector group Vector space Volume form Word metric |
| ISBN |
1-282-30380-5
9786612303807 1-4008-3106-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter One. Main results: Semisimple Lie groups case -- Chapter Two. Examples and applications -- Chapter Three. Definitions, preliminaries, and basic tools -- Chapter Four. Main results and an overview of the proofs -- Chapter Five. Proof of ergodic theorems for S-algebraic groups -- Chapter Six. Proof of ergodic theorems for lattice subgroups -- Chapter Seven. Volume estimates and volume regularity -- Chapter Eight. Comments and complements -- Bibliography -- Index |
| Record Nr. | UNINA-9910781200803321 |
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Gorodnik Alexander <1975->
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| Princeton, N.J., : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Flows on Homogeneous Spaces. (AM-53), Volume 53 / / L. Green, F. Hahn, Louis Auslander
| Flows on Homogeneous Spaces. (AM-53), Volume 53 / / L. Green, F. Hahn, Louis Auslander |
| Autore | Auslander Louis |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (121 pages) |
| Disciplina | 516 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico | Topological dynamics |
| Soggetto non controllato |
Additive group
Affine space Automorphism Change of basis Characteristic class Cohomology Combination Compact space Complex number Complexification Constant function Continuous function Corollary Coset Dense set Diagram (category theory) Dimension (vector space) Dimension Diophantine approximation Direct integral Direct sum Eigenfunction Eigenvalues and eigenvectors Empty set Ergodic theory Ergodicity Euclidean space Exact sequence Existential quantification Exponential function Exponential map (Lie theory) Fiber bundle Finite set Fundamental domain Fundamental group General position Geodesic Group representation Haar measure Hausdorff space Hilbert space Homeomorphism Homogeneous coordinates Homogeneous space Homomorphism Horocycle Identity component Imaginary number Induced representation Integer Invariant measure Irreducible component Lebesgue measure Lie algebra Lie group Linear fractional transformation Locally compact group Mathematical induction Measure (mathematics) Morphism Nilpotent Lie algebra Nilpotent group Nilpotent Non-abelian Normal subgroup One-dimensional space One-parameter group Open set Phase space Pointwise Projection (linear algebra) Regular element Remainder Representation theory Riemannian manifold Root system Semidirect product Solvable Lie algebra Solvable group Special case Stone's theorem Subalgebra Subgroup Subset Tangent space Tangent vector Theorem Three-dimensional space (mathematics) Topological group Topology Transformation matrix Transitive relation Two-dimensional space Unit sphere Unit vector Unitary operator Unitary representation Unitary transformation Vector space Without loss of generality |
| ISBN | 1-4008-8202-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- INTRODUCTION -- CONTENTS -- CHAPTER I. AN OUTLINE OF RESULTS ON SOLVMANIFOLDS / Auslander, Louis -- CHAPTER II. ERGODIC THEORY AND GROUP REPRESENTATIONS / Green, L. -- CHAPTER III. FLOWS ON SOME THREE DIMENSIONAL HOMOGENEOUS SPACES / Auslander, L. / Green, L. / Hahn, F. -- APPENDIX TO III. ON THE FUNDAMENTAL GROUP OF CERTAIN FIBRE SPACES / Massey, W. -- CHAPTER IV. MINIMAL FLOWS ON NILMANIFOLDS / Auslander, L. / Hahn, F. / Markus, L. -- CHAPTER V. NILFLOWS, MEASURE THEORY / Green, L. -- CHAPTER VI. FLOWS ON CERTAIN SOLVMANIFOLDS NOT OF TYPE E / Auslander, L. / Hahn, F. -- CHAPTER VII. FLOWS IN TYPE (E) SOLVMANIFOLDS / Green, L. -- APPENDIX TO VII. A THEOREM ON DISCRETE SUBGROUPS OF SOLVABLE GROUPS OF TYPE (E) / Auslander, L. -- CHAPTER VIII. AN APPLICATION OF NILFLOWS TO DIOPHANTINE APPROXIMATIONS / Auslander, L. / Hahn, F. -- CHAPTER IX. DISCRETE GROUPS WITH DENSE ORBITS / Greenberg, Leon -- BIBLIOGRAPHY |
| Record Nr. | UNINA-9910154748203321 |
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Auslander Louis
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Functional Integration and Partial Differential Equations. (AM-109), Volume 109 / / Mark Iosifovich Freidlin
| Functional Integration and Partial Differential Equations. (AM-109), Volume 109 / / Mark Iosifovich Freidlin |
| Autore | Freidlin Mark Iosifovich |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (557 pages) |
| Disciplina | 515.3/53 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Differential equations, Partial
Probabilities Integration, Functional |
| Soggetto non controllato |
A priori estimate
Absolute continuity Almost surely Analytic continuation Axiom Big O notation Boundary (topology) Boundary value problem Bounded function Calculation Cauchy problem Central limit theorem Characteristic function (probability theory) Chebyshev's inequality Coefficient Comparison theorem Continuous function (set theory) Continuous function Convergence of random variables Cylinder set Degeneracy (mathematics) Derivative Differential equation Differential operator Diffusion equation Diffusion process Dimension (vector space) Direct method in the calculus of variations Dirichlet boundary condition Dirichlet problem Eigenfunction Eigenvalues and eigenvectors Elliptic operator Elliptic partial differential equation Equation Existence theorem Exponential function Feynman–Kac formula Fokker–Planck equation Function space Functional analysis Fundamental solution Gaussian measure Girsanov theorem Hessian matrix Hölder condition Independence (probability theory) Integral curve Integral equation Invariant measure Iterated logarithm Itô's lemma Joint probability distribution Laplace operator Laplace's equation Lebesgue measure Limit (mathematics) Limit cycle Limit point Linear differential equation Linear map Lipschitz continuity Markov chain Markov process Markov property Maximum principle Mean value theorem Measure (mathematics) Modulus of continuity Moment (mathematics) Monotonic function Navier–Stokes equations Nonlinear system Ordinary differential equation Parameter Partial differential equation Periodic function Poisson kernel Probabilistic method Probability space Probability theory Probability Random function Regularization (mathematics) Schrödinger equation Self-adjoint operator Sign (mathematics) Simultaneous equations Smoothness State-space representation Stochastic calculus Stochastic differential equation Stochastic Support (mathematics) Theorem Theory Uniqueness theorem Variable (mathematics) Weak convergence (Hilbert space) Wiener process |
| ISBN | 1-4008-8159-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- CONTENTS -- PREFACE -- INTRODUCTION -- I. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS -- II. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS -- III. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- IV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS -- V. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- VI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION -- VII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA -- LIST OF NOTATIONS -- REFERENCES -- Backmatter |
| Record Nr. | UNINA-9910154753703321 |
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Freidlin Mark Iosifovich
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov processes from K. Itô's perspective / / Daniel W. Stroock
| Markov processes from K. Itô's perspective / / Daniel W. Stroock |
| Autore | Stroock Daniel W. |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 519.2/33 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Markov processes
Stochastic difference equations |
| Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
| ISBN |
0-691-11542-7
1-4008-3557-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
| Record Nr. | UNINA-9910791958803321 |
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Stroock Daniel W.
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| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov processes from K. Itô's perspective / / Daniel W. Stroock
| Markov processes from K. Itô's perspective / / Daniel W. Stroock |
| Autore | Stroock Daniel W. |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 519.2/33 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Markov processes
Stochastic difference equations |
| Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
| ISBN |
0-691-11542-7
1-4008-3557-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
| Record Nr. | UNINA-9910809577703321 |
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Stroock Daniel W.
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| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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