Stochastic analysis and applications : proceedings of the international conference held in Swansea, April 11-15, 1983 / / edited by A. Truman and D. Williams

• Pubblicazione: Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1984]; ©1984
• Edizione: 1st ed. 1984.
• Descrizione fisica: 1 online resource (VIII, 204 p.)
• Disciplina: 519.2
• Soggetto topico: Distribution (Probability theory); Mathematics; Stochastic analysis
• Persona (resp. second.): WilliamsD <1938-> (David); TrumanA (Aubrey)
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Nota di contenuto: Newtonian diffusions and planets, with a remark on non-standard Dirichlet forms and polymers -- The equivalence of ensembles in statistical mechanics -- The uniqueness of regular DLR measures for certain one-dimensional spin systems -- Generalised Weyl Operators -- One — dimensional stochastic differential equations involving the local times of the unknown process -- Time changes of Brownian motion and the conditional excursion theorem -- On square-root boundaries for Bessel processes, and pole-seeking Brownian motion -- Distributional approximations for networks of quasireversible queues -- Some geometric aspects of potential theory -- BM(?3) and its area integral £ ?×d? -- The unique factorisation of Brownian products -- Some integral equalities in Wiener-Hopf theory -- A differential equation in Wiener-Hopf theory.
• Titolo autorizzato: Stochastic analysis and applications
• ISBN: 3-540-39103-7
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 996466857803316
• Lo trovi qui: Univ. di Salerno
• Serie: Lecture Notes in Mathematics, . 0075-8434 ; ; 1095