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Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980 (Lecture Notes in Mathematics, 851) - Softcover
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Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980 (Lecture Notes in Mathematics)
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Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980 (Lecture Notes in Mathematics, 851)
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Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980 (Lecture Notes in Mathematics, 851)
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Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980 (Lecture Notes in Mathematics)
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Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980 (Lecture Notes in Mathematics, 851)
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Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980.
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Berlin, Heidelberg, New York: Springer-Verlag, 1981
ISBN 10: 3540106901
ISBN 13: 9783540106906
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Broschiert
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Broschiert. Condition: Sehr gut. Lecture Notes in Mathematics, Band 851. Zust: Gutes Exemplar. VIII, 540 Seiten, Englisch 908g. Seller Inventory # 489983
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Stochastic Integrals
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Springer Berlin Heidelberg Apr 1981, 1981
ISBN 10: 3540106901
ISBN 13: 9783540106906
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -¿To begin at the beginning: ¿¿.- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and H¿rmander's theorem.- On a representation of local martingale additive functionals of symmetric diffusions.- Set-parametered martingales and multiple stochastic integration.- Generalized ornstein ¿ Uhlenbeck processes as limits of interacting systems.- Weak and strong solutions of stochastic differential equations: Existence and stability.- On the decomposition of solutions of stochastic differential equations.- A differential geometric formalism for the ito calculus.- Homogenization and stochastic parallel displacement.- Bessel processes and infinitely divisible laws.- Euclidean quantum mechanics and stochastic integrals.- The malliavin calculus and its applications.- The probability functionals (Onsager-machlup functions) of diffusion processes.- Ito and girsanov formulae for two parameter processes.- Lp-inequalities for two-parameter martingales.- Dirichlet processes.- Brownian motion, negative curvature, and harmonic maps.- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations.- Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C\*-algebras. 556 pp. Englisch. Seller Inventory # 9783540106906
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Stochastic Integrals
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Stochastic Integrals
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Condition: New. Print on Demand pp. 556 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Seller Inventory # 5825153
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Stochastic Integrals
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Condition: New. PRINT ON DEMAND pp. 556. Seller Inventory # 183104084
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