Seminar on Stochastic Processes 1983

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Seminar on Stochastic Processes 1983

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Seminar on Stochastic Processes 1983

Seminar on Stochastic Processes 1983

  • Brand: Unbranded
Price: $129.00
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Seminar on Stochastic Processes 1983

A general theory approach to the construction of Markov processes. - Conditional Gauges. - Duality under a new setting. - Theorie générale du balayage. - Local times and quantum fields. - Approximation of debuts. - Capacity theory and weak duality. - Ray-Knight's theorem on Brownian local times and Tanaka's formula. - Further results on energy. - A diffusion first passage problem. - Brownian excursions revisited. - Construction of right processes from hitting distributions. - Regularity properties of a stochastic partial differential equation. Language: English
  • Brand: Unbranded
  • Category: Education
  • Artist: Cinlar
  • Format: Paperback
  • Language: English
  • Publication Date: 2012/06/02
  • Publisher / Label: Birkhäuser
  • Number of Pages: 292
  • Fruugo ID: 450592540-949694000
  • ISBN: 9781468491715

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