Lecture Notes in Mathematics Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach Book 1688 Paperback from other stores

  • The book presents an in-depth study of arbitrary one-dimensional continuous st... The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches a unified investigation of regular as well as arbitrary non-regular... more
  • The book presents an in-depth study of arbitrary one-dimensional continuous st... The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. Departing from the classical approaches a unified investigation of regular as well as arbitrary non-regular... more
  • This 3rd edition provides an insight into the mathematical crossroads formed b... This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach) partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics... more
  • This volume is the first of two volumes containing the revised and completed n... This volume is the first of two volumes containing the revised and completed notes lectures given at the school Quantum Independent Increment Processes: Structure and Applications to Physics . This school was held at the... more
  • This volume is the first of two volumes containing the revised and completed n... This volume is the first of two volumes containing the revised and completed notes lectures given at the school Quantum Independent Increment Processes: Structure and Applications to Physics . This school was held at the... more
  • This volume examines the theory of fractional Brownian motion and other long-m... This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory stochastic analysis and financial mathematics demonstrate the modern level of... more
  • This volume examines the theory of fractional Brownian motion and other long-m... This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory stochastic analysis and financial mathematics demonstrate the modern level of... more
  • The monograph is devoted mainly to the analytical study of the differential ps... The monograph is devoted mainly to the analytical study of the differential pseudo-differential and stochastic evolution equations describing the transition probabilities of various Markov processes. These include (i) diffusions (in particular... more
  • The monograph is devoted mainly to the analytical study of the differential ps... The monograph is devoted mainly to the analytical study of the differential pseudo-differential and stochastic evolution equations describing the transition probabilities of various Markov processes. These include (i) diffusions (in particular... more
  • This unified presentation of stochastic analysis for continuous and discontinu... This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability. more
  • This unified presentation of stochastic analysis for continuous and discontinu... This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability. more
  • This monograph takes as starting point that abstract quantum stochastic proces... This monograph takes as starting point that abstract quantum stochastic processes can be understood as a quantum field theory in one space and in one time coordinate. As a result it is appropriate to represent operators as power series of creation... more
  • This monograph takes as starting point that abstract quantum stochastic proces... This monograph takes as starting point that abstract quantum stochastic processes can be understood as a quantum field theory in one space and in one time coordinate. As a result it is appropriate to represent operators as power series of creation... more
  • The main objective of this monograph is the study of a class of stochastic dif... The main objective of this monograph is the study of a class of stochastic differential systems having unbounded coefficients both in finite and in infinite dimension. We focus our attention on the regularity properties of the solutions and hence on... more
  • The behaviour under iteration of unimodal maps of an interval such as the logi... The behaviour under iteration of unimodal maps of an interval such as the logistic map has recently attracted considerable attention. It is not so widely known that a substantial theory has by now been built up for arbitrary continuous maps of an... more
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