The Resource Brownian motion : an introduction to stochastic processes, by René L. Schilling, Lothar Partzsch

Brownian motion : an introduction to stochastic processes, by René L. Schilling, Lothar Partzsch

Label
Brownian motion : an introduction to stochastic processes
Title
Brownian motion
Title remainder
an introduction to stochastic processes
Statement of responsibility
by René L. Schilling, Lothar Partzsch
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Schilling, René L
Illustrations
illustrations
Index
index present
LC call number
QA274.75
LC item number
.S35 2012
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1945-
http://library.link/vocab/relatedWorkOrContributorName
Partzsch, Lothar
Series statement
De Gruyter graduate
http://library.link/vocab/subjectName
  • Brownian motion processes
  • Stochastic processes
Label
Brownian motion : an introduction to stochastic processes, by René L. Schilling, Lothar Partzsch
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Contents
  • The variation of Brownian paths
  • Regularity of Brownian paths
  • Strassen's functional law of the iterated logarithm
  • Skorokhod representation
  • Stochastic integrals : L2-theory
  • Stochastic integrals : beyond
  • Itô's formula
  • Application of Itô's formula
  • Stochastic differential equations
  • On diffusions
  • Robert Brown's new thing
  • Simulation of Brownian motion
  • Björn Böttcher
  • Appendixes
  • Kolmogorov's existence theorem
  • A property of conditional expectations
  • From discrete to continuous time martigales
  • Stopping and sampling
  • Remarks on Feller processes
  • The Doob-Meyer decomposition
  • BV functions and Riemann-Stieltjes integrals
  • Brownian motion as a Gaussian process
  • Some tools from analysis
  • Constructions of Brownian motion
  • The canonical model
  • Brownian motion as a martingale
  • Brownian motion as a Markov process
  • Brownian motion and transition semigroups
  • The PDE connection
Dimensions
24 cm.
Edition
1st ed.
Extent
xiv, 380 p.
Isbn
9783110278989
Isbn Type
(e-book)
Lccn
2012007045
Other physical details
ill.
System control number
  • 4060888-01okla_normanlaw
  • (SIRSI)4060888
  • (Sirsi) o781277931
  • (OCoLC)781277931
Label
Brownian motion : an introduction to stochastic processes, by René L. Schilling, Lothar Partzsch
Publication
Bibliography note
Includes bibliographical references and index
Contents
  • The variation of Brownian paths
  • Regularity of Brownian paths
  • Strassen's functional law of the iterated logarithm
  • Skorokhod representation
  • Stochastic integrals : L2-theory
  • Stochastic integrals : beyond
  • Itô's formula
  • Application of Itô's formula
  • Stochastic differential equations
  • On diffusions
  • Robert Brown's new thing
  • Simulation of Brownian motion
  • Björn Böttcher
  • Appendixes
  • Kolmogorov's existence theorem
  • A property of conditional expectations
  • From discrete to continuous time martigales
  • Stopping and sampling
  • Remarks on Feller processes
  • The Doob-Meyer decomposition
  • BV functions and Riemann-Stieltjes integrals
  • Brownian motion as a Gaussian process
  • Some tools from analysis
  • Constructions of Brownian motion
  • The canonical model
  • Brownian motion as a martingale
  • Brownian motion as a Markov process
  • Brownian motion and transition semigroups
  • The PDE connection
Dimensions
24 cm.
Edition
1st ed.
Extent
xiv, 380 p.
Isbn
9783110278989
Isbn Type
(e-book)
Lccn
2012007045
Other physical details
ill.
System control number
  • 4060888-01okla_normanlaw
  • (SIRSI)4060888
  • (Sirsi) o781277931
  • (OCoLC)781277931

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