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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
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| Berlin ; ; Boston, : De Gruyter, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Mechanics : The Unification of Quantum Mechanics with Brownian Motion / Folkert Kuipers
| Stochastic Mechanics : The Unification of Quantum Mechanics with Brownian Motion / Folkert Kuipers |
| Autore | Kuipers, Folkert |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | ix, 125 p. : ill. ; 24 cm |
| Soggetto topico |
60J65 - Brownian motion [MSC 2020]
81-XX - Quantum theory [MSC 2020] 82-XX - Statistical mechanics, structure of matter [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Diffusion Theory Ito Group Quadratic variation Quantum Axioms Quantum Foam Quantum Foundations Quantum mechanics Second Order Geometry Spacetime Symmetries Stochastic Calculus Stochastic Geometry Stochastic Interpretation Stochastic Mechanics Stochastic Process Stochastic Quantization Structure Relation Unitary Diffusion Wiener process |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00286289 |
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Kuipers, Folkert
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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