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Asymptotic Brownscher bewegungen ... / Anton Thalmaier
| Asymptotic Brownscher bewegungen ... / Anton Thalmaier |
| Autore | Thalmaier, Anton |
| Pubbl/distr/stampa | Regensburg : Fak. Math. Univ. Regensburg, 1989 |
| Descrizione fisica | 95 p. ; 29 cm. |
| Disciplina | 519.23 |
| Collana | Regensburger mathematische schriften, ISSN 01799746 ; 22 |
| Soggetto topico |
Brownian motion
Diffusion processes Markov processes Stochastic analysis |
| ISBN | 3882461551 |
| Classificazione |
AMS 58G32
AMS 60J AMS 60J65 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ge |
| Record Nr. | UNISALENTO-991000702929707536 |
Thalmaier, Anton
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| Regensburg : Fak. Math. Univ. Regensburg, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
| Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat |
| Autore | Chernov Nikolai <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
| Descrizione fisica | 1 online resource (208 p.) |
| Disciplina | 519.2/33 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Brownian movements Limit theorems (Probability theory) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0533-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles"" ""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index"" |
| Record Nr. | UNINA-9910480616203321 |
|
Chernov Nikolai <1956->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
| Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat |
| Autore | Chernov Nikolai <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
| Descrizione fisica | 1 online resource (208 p.) |
| Disciplina | 519.2/33 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Brownian movements Limit theorems (Probability theory) |
| ISBN | 1-4704-0533-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles"" ""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index"" |
| Record Nr. | UNINA-9910788854203321 |
|
Chernov Nikolai <1956->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
| Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat |
| Autore | Chernov Nikolai <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
| Descrizione fisica | 1 online resource (208 p.) |
| Disciplina | 519.2/33 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Brownian movements Limit theorems (Probability theory) |
| ISBN | 1-4704-0533-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles"" ""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index"" |
| Record Nr. | UNINA-9910829176503321 |
|
Chernov Nikolai <1956->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Brownian motion and diffusion / David Freedman
| Brownian motion and diffusion / David Freedman |
| Autore | Freedman, David |
| Pubbl/distr/stampa | New York : Springer-Verlag, c1983 |
| Descrizione fisica | xii, 231 p. : ill. ; 25 cm. |
| Disciplina | 519.233 |
| Soggetto topico |
Brownian motion
Diffusion processes |
| ISBN | 0387908056 |
| Classificazione |
AMS 60J60
QA274.75.F74 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000724079707536 |
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Freedman, David
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| New York : Springer-Verlag, c1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Controlled diffusion processes / N. V. Krylov ; translated by A. B. Aries ; [editor A. V. Balakrishnan]
| Controlled diffusion processes / N. V. Krylov ; translated by A. B. Aries ; [editor A. V. Balakrishnan] |
| Autore | Krylov, Nikolai Vladimirovich |
| Pubbl/distr/stampa | New York : Springer-Verlag, c1980 |
| Descrizione fisica | xii, 308 p. ; 25 cm |
| Disciplina | 629.8312 |
| Altri autori (Persone) | Balakrishnan, A. V. |
| Collana | Applications of mathematics, 0172-4568 ; 14 |
| Soggetto topico |
Control theory
Diffusion processes |
| ISBN | 0387904611 |
| Classificazione |
AMS 60H
AMS 60J60 QA402.3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000789499707536 |
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Krylov, Nikolai Vladimirovich
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| New York : Springer-Verlag, c1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Controlled stochastic processes / I. I. Gihman, A. V. Skorohod ; translated by Samuel Kotz
| Controlled stochastic processes / I. I. Gihman, A. V. Skorohod ; translated by Samuel Kotz |
| Autore | Skorokhod, Anatolii Vladimirovich |
| Pubbl/distr/stampa | New York : Springer-Verlag, 1979 |
| Descrizione fisica | vii, 237 p. ; 25 cm. |
| Disciplina | 519.2 |
| Altri autori (Persone) | Gihhman, Iosif Il'ich |
| Soggetto topico |
Control theory
Diffusion processes Optimal stochastic control Stochastic ordinary differential equations Stochastic processes |
| ISBN | 0387904107 |
| Classificazione |
AMS 60H10
AMS 60J60 AMS 93E20 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000789699707536 |
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Skorokhod, Anatolii Vladimirovich
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| New York : Springer-Verlag, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson
| Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson |
| Autore | Bramson Maury <1951-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1983 |
| Descrizione fisica | 1 online resource (195 p.) |
| Disciplina |
510 s
519.2/33 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Brownian motion processes Differential equations, Parabolic - Numerical solutions |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0695-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""1. Introduction""; ""2. Some properties of Brownian motion and Brownian bridge""; ""3. Basic properties of the Kolmogorov equation""; ""4. Asymptotic behavior of the Kolmogorov equation under full heating""; ""5. Convergence of the Kolmogorov equation in the case λ > 2[sup(�)]""; ""6. Hitting probabilities for Brownian bridge""; ""7. Estimates for the Kolmogorov equation in the case λ = 2[sup(�)]""; ""8. Convergence of the Kolmogorov equation in the case λ = 2[sup(�)] for finite initial mass""
""9. Convergence of the Kolmogorov equation in the case λ = 2[sup(�)] for infinite initial mass"" |
| Altri titoli varianti | Kolmogorov equation to travelling waves |
| Record Nr. | UNINA-9910480584903321 |
|
Bramson Maury <1951->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson
| Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson |
| Autore | Bramson Maury <1951-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1983 |
| Descrizione fisica | 1 online resource (195 p.) |
| Disciplina |
510 s
519.2/33 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Brownian motion processes Differential equations, Parabolic - Numerical solutions |
| ISBN | 1-4704-0695-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""1. Introduction""; ""2. Some properties of Brownian motion and Brownian bridge""; ""3. Basic properties of the Kolmogorov equation""; ""4. Asymptotic behavior of the Kolmogorov equation under full heating""; ""5. Convergence of the Kolmogorov equation in the case λ > 2[sup(�)]""; ""6. Hitting probabilities for Brownian bridge""; ""7. Estimates for the Kolmogorov equation in the case λ = 2[sup(�)]""; ""8. Convergence of the Kolmogorov equation in the case λ = 2[sup(�)] for finite initial mass""
""9. Convergence of the Kolmogorov equation in the case λ = 2[sup(�)] for infinite initial mass"" |
| Altri titoli varianti | Kolmogorov equation to travelling waves |
| Record Nr. | UNINA-9910788899703321 |
|
Bramson Maury <1951->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson
| Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson |
| Autore | Bramson Maury <1951-> |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1983 |
| Descrizione fisica | 1 online resource (195 p.) |
| Disciplina |
510 s
519.2/33 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Diffusion processes
Brownian motion processes Differential equations, Parabolic - Numerical solutions |
| ISBN | 1-4704-0695-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Table of Contents""; ""1. Introduction""; ""2. Some properties of Brownian motion and Brownian bridge""; ""3. Basic properties of the Kolmogorov equation""; ""4. Asymptotic behavior of the Kolmogorov equation under full heating""; ""5. Convergence of the Kolmogorov equation in the case λ > 2[sup(�)]""; ""6. Hitting probabilities for Brownian bridge""; ""7. Estimates for the Kolmogorov equation in the case λ = 2[sup(�)]""; ""8. Convergence of the Kolmogorov equation in the case λ = 2[sup(�)] for finite initial mass""
""9. Convergence of the Kolmogorov equation in the case λ = 2[sup(�)] for infinite initial mass"" |
| Altri titoli varianti | Kolmogorov equation to travelling waves |
| Record Nr. | UNINA-9910828763103321 |
|
Bramson Maury <1951->
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
