GLORIA

GEOMAR Library Ocean Research Information Access

feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Mathematical physics ; Mathematical models. ; Probabilities. ; Mathematical and Computational Physics ; Probability Theory and Stochastic Processes ; Mathematics ; Aufsatzsammlung ; Wahrscheinlichkeitstheorie
    Description / Table of Contents: In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993
    Type of Medium: Online Resource
    Pages: Online-Ressource (VI, 338 p, online resource)
    ISBN: 9783540486565 , 9783540583318
    Series Statement: Lecture Notes in Mathematics 1583
    RVK:
    Language: English , French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 2
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: 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
    Description / Table of Contents: 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
    Type of Medium: Online Resource
    Pages: Online-Ressource (VI, 330 p, online resource)
    ISBN: 9783540480341 , 9783540572824
    Series Statement: Lecture Notes in Mathematics 1557
    RVK:
    Language: English , French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 3
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Mathematical physics ; Probabilities. ; Mathematical and Computational Physics ; Probability Theory and Stochastic Processes ; Mathematics ; Quantenmechanik ; Wahrscheinlichkeitstheorie
    Description / Table of Contents: In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a non-commutative set-up to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide an introduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis. For this second edition, the author has added about 30 pages of new material, mostly on quantum stochastic integrals
    Type of Medium: Online Resource
    Pages: Online-Ressource (XII, 316 p, online resource)
    ISBN: 9783540369592 , 9783540602705
    Series Statement: Lecture Notes in Mathematics 1538
    RVK:
    Language: English
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...