stochastic differential equations and diffusion processes north holland mathematical library

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Stochastic Differential Equations And Diffusion Processes

Author : N. Ikeda
ISBN : 9781483296159
Genre : Mathematics
File Size : 60. 37 MB
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Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.

S Minaire De Probabilit S Xvii 1981 82

Author : J. Azema
ISBN : 9783540396147
Genre : Mathematics
File Size : 29. 70 MB
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Ergodic Control Of Diffusion Processes

Author : Ari Arapostathis
ISBN : 9780521768405
Genre : Mathematics
File Size : 21. 45 MB
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The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.

Seminaire De Probabilites Xvii 1981 1982

Author : J. Azéma
ISBN : UCSD:31822020204962
Genre : Markov processes
File Size : 75. 62 MB
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Journal Of Integral Equations

Author :
ISBN : UOM:39015046563410
Genre : Integral equations
File Size : 63. 79 MB
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Semilinear Stochastic Differential Equations In Hilbert Spaces Driven By Non Gaussian Noise And Their Asymptotic Properties

Author : Li Wang
ISBN : MSU:31293027364664
Genre : Hilbert space
File Size : 55. 43 MB
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Annals Of Mathematics Studies

Author : Daniel W. Stroock
ISBN : UCBK:C081456203
Genre : Markov processes
File Size : 69. 30 MB
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Notices Of The American Mathematical Society

Author : American Mathematical Society
ISBN : UCSD:31822005594676
Genre : Mathematics
File Size : 53. 27 MB
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Stochastic Processes In Polymeric Fluids

Author : Hans Christian Öttinger
ISBN : UCSD:31822021559778
Genre : Fluid dynamics
File Size : 62. 10 MB
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Seminar On Stochastic Analysis Random Fields And Applications

Author : Robert C. Dalang
ISBN : STANFORD:36105024331766
Genre : Mathematics
File Size : 22. 29 MB
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