標(biāo)題: Titlebook: Aspects of Brownian Motion; Roger Mansuy,Marc Yor Textbook 2008 Springer-Verlag Berlin Heidelberg 2008 Bessel process.Brownian functionals [打印本頁] 作者: MIFF 時(shí)間: 2025-3-21 18:11
書目名稱Aspects of Brownian Motion影響因子(影響力)
書目名稱Aspects of Brownian Motion影響因子(影響力)學(xué)科排名
書目名稱Aspects of Brownian Motion網(wǎng)絡(luò)公開度
書目名稱Aspects of Brownian Motion網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Aspects of Brownian Motion被引頻次
書目名稱Aspects of Brownian Motion被引頻次學(xué)科排名
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書目名稱Aspects of Brownian Motion年度引用學(xué)科排名
書目名稱Aspects of Brownian Motion讀者反饋
書目名稱Aspects of Brownian Motion讀者反饋學(xué)科排名
作者: 乏味 時(shí)間: 2025-3-21 20:26 作者: 斜谷 時(shí)間: 2025-3-22 02:45
https://doi.org/10.1007/BFb0091561 .), which is expressed by the identity: . This chapter may be considered as a warm-up, and is intended to show that some interesting properties of Brownian motion may be deduced easily from the covariance identity (1.1).作者: Acetaldehyde 時(shí)間: 2025-3-22 05:00
0172-5939 d ETH Lectures.Includes supplementary material: .Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals as:..- Gaussian su作者: 阻礙 時(shí)間: 2025-3-22 08:44
https://doi.org/10.1007/978-3-319-12667-8ion. To compute this distribution, we can proceed in a manner which is similar to that used in the second part of Chapter 5, in that we also rely upon the exact knowledge of the semigroups of the Bessel processes.作者: tolerance 時(shí)間: 2025-3-22 14:16
On some exponential functionals of Brownian motion and the problem of Asian options,ion. To compute this distribution, we can proceed in a manner which is similar to that used in the second part of Chapter 5, in that we also rely upon the exact knowledge of the semigroups of the Bessel processes.作者: 越自我 時(shí)間: 2025-3-22 20:28 作者: regale 時(shí)間: 2025-3-22 22:38 作者: 歹徒 時(shí)間: 2025-3-23 03:57 作者: mosque 時(shí)間: 2025-3-23 06:23
Some asymptotic laws for multidimensional ,allianpur-Robbins ergodic theorem for planar ., to extend Spitzer’s theorem: . into a multidimensional result for the winding numbers (., .,…, .) of planar . around . points (all notations which may be alluded to, but not defined in this chapter are found in Pitman-Yor [75]).作者: 改變 時(shí)間: 2025-3-23 11:05 作者: accrete 時(shí)間: 2025-3-23 17:52 作者: Leaven 時(shí)間: 2025-3-23 18:36 作者: 機(jī)制 時(shí)間: 2025-3-24 00:32 作者: esoteric 時(shí)間: 2025-3-24 05:51
0172-5939 ts of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance. .978-3-540-22347-4978-3-540-49966-4Series ISSN 0172-5939 Series E-ISSN 2191-6675 作者: 猛然一拉 時(shí)間: 2025-3-24 06:40
https://doi.org/10.1007/BFb0091561his Gaussian space is precisely equal to the first Wiener chaos of ., that is: . In fact, the properties of the transformations being studied may be deduced from corresponding properties of associated transformations of . (IR., .), thanks to the Hilbert spaces isomorphism: . between .(.) and . (IR.,作者: 加花粗鄙人 時(shí)間: 2025-3-24 12:13 作者: glowing 時(shí)間: 2025-3-24 18:06 作者: 擁護(hù)者 時(shí)間: 2025-3-24 19:49
Exploring Uncertainty in Risk Measurementn this Chapter, we present further results, which extend Lévy’s computation in the three following directions, in which . is replaced respectivelyby:.A posterior justification of these extensions may be that the results whichone obtains in each of these directions are particularly simple, this being作者: expository 時(shí)間: 2025-3-25 00:30 作者: 盟軍 時(shí)間: 2025-3-25 07:10 作者: Lasting 時(shí)間: 2025-3-25 09:47
Universitexthttp://image.papertrans.cn/b/image/163055.jpg作者: Panther 時(shí)間: 2025-3-25 11:40 作者: archetype 時(shí)間: 2025-3-25 16:08
https://doi.org/10.1007/978-3-319-12667-8allianpur-Robbins ergodic theorem for planar ., to extend Spitzer’s theorem: . into a multidimensional result for the winding numbers (., .,…, .) of planar . around . points (all notations which may be alluded to, but not defined in this chapter are found in Pitman-Yor [75]).作者: correspondent 時(shí)間: 2025-3-25 20:07 作者: Insensate 時(shí)間: 2025-3-26 03:12 作者: AVOW 時(shí)間: 2025-3-26 07:51
On principal values of Brownian and Bessel local times,le, partly because of the fundamental identity between Fourier transforms: . If, in (10.1), ? is assumed to be H?lder continuous, and has compact support, then the limit in . exists for every .. This remark applies to ?(.) = ., ., the function, in the space variable ., of the local times of Brownian motion at time ..作者: 考得 時(shí)間: 2025-3-26 08:33 作者: 冒失 時(shí)間: 2025-3-26 15:11
978-3-540-22347-4Springer-Verlag Berlin Heidelberg 2008作者: Epithelium 時(shí)間: 2025-3-26 17:43 作者: 創(chuàng)造性 時(shí)間: 2025-3-26 21:43
Fixed-Income Portfolio AnalyticsThe Ciesielski-Taylor identities in law, which we shall study in this Chapter, were published in 1962, that is one year before the publication of the papers of Ray and Knight (1963; [80] and [57]) on Brownian local times; as we shall see below, this is more than a mere coincidence!作者: cartilage 時(shí)間: 2025-3-27 02:01 作者: 字謎游戲 時(shí)間: 2025-3-27 07:53 作者: 指數(shù) 時(shí)間: 2025-3-27 11:30
https://doi.org/10.1007/978-3-319-12667-8To begin with, it may be wise to state immediately that the aim. of this chapter is not to discuss Riemann’s hypothesis!, but, much more modestly, to present some of the (well-known) relations between heat equation, zeta function, theta functions and Brownian motion.作者: ALOFT 時(shí)間: 2025-3-27 16:20
Squares of Bessel processes and Ray-Knight theorems for Brownian local times,Chapters 1 and 2 were devoted to the study of some properties of variables in the first and second Wiener chaos. In the present Chapter, we are studying variables which are definitely at a much higher level of complexity in the Wiener chaos decomposition; in fact, they have infinitely many Wiener chaos components.作者: 縮影 時(shí)間: 2025-3-27 19:32
An explanation and some extensions of the Ciesielski-Taylor identities,The Ciesielski-Taylor identities in law, which we shall study in this Chapter, were published in 1962, that is one year before the publication of the papers of Ray and Knight (1963; [80] and [57]) on Brownian local times; as we shall see below, this is more than a mere coincidence!作者: Forage飼料 時(shí)間: 2025-3-28 01:29
On the winding number of planar ,The appearance in Chapter 3 of Bessel processes of various dimensions is very remarkable, despite the several proofs of the Ray-Knight theorems on Brownian local times which have now been published.作者: 供過于求 時(shí)間: 2025-3-28 02:29 作者: endure 時(shí)間: 2025-3-28 09:06
Probabilistic representations of the Riemann zeta function and some generalisations related to BessTo begin with, it may be wise to state immediately that the aim. of this chapter is not to discuss Riemann’s hypothesis!, but, much more modestly, to present some of the (well-known) relations between heat equation, zeta function, theta functions and Brownian motion.作者: Felicitous 時(shí)間: 2025-3-28 13:57
Perceptions and Culturally Responsive Care of Asian Americans with Alzheimer’s Disease and Related Dricans, Vietnamese Americans, and Hmong Americans. Available demographic characteristics, data on the prevalence of dementia, perceptions of dementia and other cultural issues affecting dementia care, assessment, and family caregiving is presented. The chapter concludes with a discussion of community resources and future research needs.作者: Benign 時(shí)間: 2025-3-28 14:40
Majid Yaghoubi,Hamed Tavakoli useful for the clinician in making that decision. In the current review particular emphasis will be placed on the mechanical properties along with material and biological properties of the bone graft with respect to short versus long-term outcomes and patient satisfaction. The factors for the selec作者: conduct 時(shí)間: 2025-3-28 22:10
A. J. Mabbettource allocation for innovation. International comparisons appear to show that this measurement indicator is quite reliable since the share of innovation costs is quite homogenous among the European Community (E.C.) countries (Eurostat, 1997, 1998). However, though firms are aware of how many dollar作者: 救護(hù)車 時(shí)間: 2025-3-28 23:09
Introduction: Gender and Working Conditions in Capitalist Countries,nd Japan. In Germany, the basic strategy for responding to the shrinking economy was a labor force reduction to protect male breadwinners’ employment. This strategy resulted in a persistent division of labor based on gender. In Japan, the unemployment rate did not increase as high as it did in the W作者: rheumatology 時(shí)間: 2025-3-29 04:28 作者: Mhc-Molecule 時(shí)間: 2025-3-29 10:43
Myth of Modernisation and Development in Orissa,, India. While preparing the balance sheet of industrialisation, it takes into account the resistance movement as well. A comparative analysis of this transitional process shows how lives and human conditions of the population are affected by thoughtless developmentalist intervention. It explodes th作者: commute 時(shí)間: 2025-3-29 11:56
