Handbook of Brownian Motion.pdf

Handbook of Brownian Motion PDF

Andrei N. Borodin, Paavo Salminen

There are two parts in this book. The first part is devoted mainly to the proper­ ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re­ lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a handbook-style. By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and experience that such a material would be very much welcome by students and people working with applications of diffusions and Brownian motion. In discussions with many of our colleagues we have found that they share this point of view. Our original plan included more things than we were able to realize. It turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to mention Brownian motion in several dimensions which enters only through the discussion of Bessel processes. On the other hand, much attention is given to the theory of local time.

Handbook of Brownian Motion - Facts and …

2.28 MB DATEIGRÖSSE
9783764367053 ISBN
Kostenlos PREIS
Handbook of Brownian Motion.pdf

Technik

PC und Mac

Lesen Sie das eBook direkt nach dem Herunterladen über "Jetzt lesen" im Browser, oder mit der kostenlosen Lesesoftware Adobe Digital Editions.

iOS & Android

Für Tablets und Smartphones: Unsere Gratis tolino Lese-App

Andere eBook Reader

Laden Sie das eBook direkt auf dem Reader im Hugendubel.de-Shop herunter oder übertragen Sie es mit der kostenlosen Software Sony READER FOR PC/Mac oder Adobe Digital Editions.

Reader

Öffnen Sie das eBook nach der automatischen Synchronisation auf dem Reader oder übertragen Sie es manuell auf Ihr tolino Gerät mit der kostenlosen Software Adobe Digital Editions.

Aktuelle Bewertungen

avatar
Sofya Voigtuh

Handbook of Brownian Motion - Facts and …

avatar
Mattio Müllers

Amazon.com: Handbook of Brownian Motion - …

avatar
Noels Schulzen

I: Theory.- I. Stochastic processes in general.- II. Linear diffusions.- III. Stochastic calculus.- IV. Brownian motion.- V. Local time as a Markov process.- VI. Differential systems associated to Brownian motion.- Appendix 1. Briefly on some diffusions.- II: TABLES OF DISTRIBUTIONS OF FUNCTIONALS OF BROWNIAN MOTION AND RELATED PROCESSES.- 1.

avatar
Jason Leghmann

The purpose of this book is to give an easy reference to a large number of facts and formulae associated with Brownian motion. The book consists of two parts. The first one - theory part - is devoted to properties of linear diffusions in general and Brownian motion in particular. Results are given mainly without proofs. The second one - formula part - is a table of distributions of functionals of Brownian motion … Amazon.com: Handbook of Brownian Motion: …

avatar
Jessica Kolhmann

There are two parts in this book. The first part is devoted mainly to the proper­ ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re­ lated processes. The primary aim of … Handbook of Brownian Motion - Facts and Formulae