Continuous Martingales and Brownian Motion von Daniel Revuz | ISBN 9783662217269

Continuous Martingales and Brownian Motion

von Daniel Revuz und Marc Yor
Mitwirkende
Autor / AutorinDaniel Revuz
Autor / AutorinMarc Yor
Buchcover Continuous Martingales and Brownian Motion | Daniel Revuz | EAN 9783662217269 | ISBN 3-662-21726-0 | ISBN 978-3-662-21726-9

Continuous Martingales and Brownian Motion

von Daniel Revuz und Marc Yor
Mitwirkende
Autor / AutorinDaniel Revuz
Autor / AutorinMarc Yor
This book focuses on the probabilistic theory ofBrownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec tioll of many fundamental classes of processes. It is a continuous martingale, a Gaussian process, a Markov process or more specifically a process with in dependent increments; it can actually be defined, up to simple transformations, as the real-valued, centered process with independent increments and continuous paths. It is therefore no surprise that a vast array of techniques may be success fully applied to its study and we, consequently, chose to organize the book in the following way. After a first chapter where Brownian motion is introduced, each of the following ones is devoted to a new technique or notion and to some of its applications to Brownian motion. Among these techniques, two are of para mount importance: stochastic calculus, the use ofwhich pervades the whole book and the powerful excursion theory, both of which are introduced in a self contained fashion and with a minimum of apparatus. They have made much easier the proofs of many results found in the epoch-making book of Itö and McKean: Diffusion Processes and their Sampie Paths, Springer (1965).

ISBN-Daten

Digitalprodukt / E-Book
 
eBook, PDF
536 Seiten
Auflage
1991
erschienen am
29.06.2013
Sprache
Englisch
ISBN-10
3-662-21726-0
ISBN-13
978-3-662-21726-9
Lieferstatus
verfügbar
Preis
106,50 €*

Lokal-Verfügbarkeit

 
ca. 15 km um Fairfield
**Mit der Eingabe/Ermittlung der Standortdaten willigen Sie der Datenverarbeitung gemäß unserer Datenschutzerklärung ein.

Passend