Schlagwort(e):
Distribution (Probability theory)
;
Mathematics
;
Mathematical physics
;
Mathematical models.
;
Probabilities.
;
Functions of real variables.
;
Mathematical and Computational Physics
;
Real Functions
;
Probability Theory and Stochastic Processes
;
Mathematics
;
Konferenzschrift 1991
;
Wahrscheinlichkeitsrechnung
Beschreibung / Inhaltsverzeichnis:
This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible
Materialart:
Online-Ressource
Seiten:
Online-Ressource (VI, 330 p, online resource)
ISBN:
9783540480341
,
9783540572824
Serie:
Lecture Notes in Mathematics 1557
URL:
https://doi.org/10.1007/BFb0087956
URL:
http://dx.doi.org/10.1007/BFb0087956
URL:
https://swbplus.bsz-bw.de/bsz404659101cov.jpg
URL:
https://zbmath.org/?q=an:0780.00013
Sprache:
Englisch
,
Französisch
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