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Brownian Motion, Obstacles and Random Media, Alain-Sol Sznitman


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Автор: Alain-Sol Sznitman
Название:  Brownian Motion, Obstacles and Random Media
ISBN: 9783540645542
Издательство: Springer
Классификация:



ISBN-10: 3540645543
Обложка/Формат: Hardcover
Страницы: 357
Вес: 0.67 кг.
Дата издания: 19.08.1998
Серия: Springer Monographs in Mathematics
Язык: English
Размер: 243 x 164 x 26
Основная тема: Mathematics
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Exponential Functionals of Brownian Motion and Related Processes

Автор: Yor Marc
Название: Exponential Functionals of Brownian Motion and Related Processes
ISBN: 3540659439 ISBN-13(EAN): 9783540659433
Издательство: Springer
Цена: 65170.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of LГ©vy processes are indicated. Some papers originally published in French are made available in English for the first time.

Brownian Motion, Obstacles and Random Media

Автор: Alain-Sol Sznitman
Название: Brownian Motion, Obstacles and Random Media
ISBN: 3642084206 ISBN-13(EAN): 9783642084201
Издательство: Springer
Рейтинг:
Цена: 79190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Brownian Motion and Stochastic Calculus

Автор: Karatzas
Название: Brownian Motion and Stochastic Calculus
ISBN: 0387976558 ISBN-13(EAN): 9780387976556
Издательство: Springer
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Цена: 46540.00 T
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Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.

Stochastic Calculus for Fractional Brownian Motion and Applications

Автор: Francesca Biagini; Yaozhong Hu; Bernt ?ksendal; Tu
Название: Stochastic Calculus for Fractional Brownian Motion and Applications
ISBN: 1849969949 ISBN-13(EAN): 9781849969949
Издательство: Springer
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Цена: 79190.00 T
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Описание: The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion

Автор: Corinne Berzin; Alain Latour; Jos? R. Le?n
Название: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
ISBN: 3319078747 ISBN-13(EAN): 9783319078748
Издательство: Springer
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Цена: 79190.00 T
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Описание: The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations.Concerning the proofs of the limit theorems, the "Fourth Moment Theorem" is systematically used, as it produces rapid and helpful proofs that can serve as models for the future.

Brownian Motion

Автор: T.P. Speed; T. Hida
Название: Brownian Motion
ISBN: 1461260329 ISBN-13(EAN): 9781461260325
Издательство: Springer
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Цена: 81050.00 T
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Описание: Following the publication of the Japanese edition of this book, several inter- esting developments took place in the area. Speed v Preface The physical phenomenon described by Robert Brown was the complex and erratic motion of grains of pollen suspended in a liquid.

Boundary Crossing of Brownian Motion

Автор: Hans R. Lerche
Название: Boundary Crossing of Brownian Motion
ISBN: 0387964339 ISBN-13(EAN): 9780387964331
Издательство: Springer
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Цена: 81050.00 T
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Описание: Two themes are treated which are closely related to each other and to the law of the iterated logarithm:* I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries.

Continuous martingales and brownian motion

Автор: Revuz, Daniel Yor, Marc
Название: Continuous martingales and brownian motion
ISBN: 3642084001 ISBN-13(EAN): 9783642084003
Издательство: Springer
Рейтинг:
Цена: 93130.00 T
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Описание: From the reviews: "This is a magnificent book Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research..."
Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.

Random Walks, Brownian Motion, and Interacting Particle Systems

Автор: H. Kesten; R. Durrett
Название: Random Walks, Brownian Motion, and Interacting Particle Systems
ISBN: 0817635092 ISBN-13(EAN): 9780817635091
Издательство: Springer
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Цена: 139750.00 T
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Описание: This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come.

Scattering by Obstacles

Автор: Alexander G. Ramm
Название: Scattering by Obstacles
ISBN: 9027721033 ISBN-13(EAN): 9789027721037
Издательство: Springer
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Цена: 102480.00 T
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Описание: Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non- trivially) in regional and theoretical economics;

Brownian Motion and Diffusion

Автор: David Freedman
Название: Brownian Motion and Diffusion
ISBN: 1461565766 ISBN-13(EAN): 9781461565765
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
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Описание: A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. So we made it a trilogy: Markov Chains Brownian Motion and Diffusion Approximating Countable Markov Chains familiarly - Me, B & D, and ACM. it`s written in the framework of Markov Chains.

Local Times and Excursion Theory for Brownian Motion

Автор: Ju-Yi Yen; Marc Yor
Название: Local Times and Excursion Theory for Brownian Motion
ISBN: 331901269X ISBN-13(EAN): 9783319012698
Издательство: Springer
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Цена: 35390.00 T
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Описание: This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.


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