000 | 03008nam a22004695i 4500 | ||
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001 | 978-3-540-38613-1 | ||
003 | DE-He213 | ||
005 | 20160624101808.0 | ||
007 | cr nn 008mamaa | ||
008 | 121227s1981 gw | s |||| 0|eng d | ||
020 |
_a9783540386131 _9978-3-540-38613-1 |
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024 | 7 |
_a10.1007/BFb0088719 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aPBWL _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
245 | 1 | 0 |
_aStochastic Integrals _h[electronic resource] : _bProceedings of the LMS Durham Symposium, July 7 – 17, 1980 / _cedited by David Williams. |
260 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c1981. |
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264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c1981. |
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300 |
_aXII, 544 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v851 |
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505 | 0 | _a“To begin at the beginning: …” -- Stochastic integrals: Basic theory -- Stochastic integration and discontinuous martingales -- Martingales, the Malliavin calculus and Hörmander's theorem -- On a representation of local martingale additive functionals of symmetric diffusions -- Set-parametered martingales and multiple stochastic integration -- Generalized ornstein — Uhlenbeck processes as limits of interacting systems -- Weak and strong solutions of stochastic differential equations: Existence and stability -- On the decomposition of solutions of stochastic differential equations -- A differential geometric formalism for the ito calculus -- Homogenization and stochastic parallel displacement -- Bessel processes and infinitely divisible laws -- Euclidean quantum mechanics and stochastic integrals -- The malliavin calculus and its applications -- The probability functionals (Onsager-machlup functions) of diffusion processes -- Ito and girsanov formulae for two parameter processes -- Lp-inequalities for two-parameter martingales -- Dirichlet processes -- Brownian motion, negative curvature, and harmonic maps -- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations -- Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras. | |
650 | 0 | _aMathematics. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
700 | 1 |
_aWilliams, David. _eeditor. |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540106906 |
786 | _dSpringer | ||
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v851 |
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856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/BFb0088719 |
942 |
_2EBK825 _cEBK |
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999 |
_c30119 _d30119 |