標(biāo)題: Titlebook: Continuous Parameter Markov Processes and Stochastic Differential Equations; Rabi Bhattacharya,Edward C. Waymire Textbook 2023 Springer Na [打印本頁] 作者: AMUSE 時間: 2025-3-21 16:47
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations影響因子(影響力)
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations影響因子(影響力)學(xué)科排名
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations網(wǎng)絡(luò)公開度
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations被引頻次
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations被引頻次學(xué)科排名
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations年度引用
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations年度引用學(xué)科排名
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations讀者反饋
書目名稱Continuous Parameter Markov Processes and Stochastic Differential Equations讀者反饋學(xué)科排名
作者: Mortal 時間: 2025-3-21 20:53 作者: 紡織品 時間: 2025-3-22 02:08 作者: 廢墟 時間: 2025-3-22 05:55 作者: Melanoma 時間: 2025-3-22 08:46 作者: HPA533 時間: 2025-3-22 16:25
Otto Kerner,Joseph Maurer,Rudolf Volleric perspective of semigroup theory. However, the introduction of stochastic calculus in terms of stochastic differential equations provides an alternative probabilistic approach in which to analyze pdes.作者: HPA533 時間: 2025-3-22 17:18 作者: Meditate 時間: 2025-3-22 21:12
https://doi.org/10.1007/978-3-322-86395-9originally designed to provide criteria for the stability in distribution of multidimensional diffusions with linear drift and singular diffusion coefficients, the method presented may be used for nonsingular diffusions as well and also for some nonlinear drift.作者: 冰雹 時間: 2025-3-23 02:46
Handlungsorientierte VerstehensmodelleAmong the dominant notions from the theory of stochastic processes used to develop the theory of stochastic differential equations are those of martingales, stopping times, and the Markov property.作者: DEFER 時間: 2025-3-23 06:23 作者: Foam-Cells 時間: 2025-3-23 10:20
Handlungsorientierte VerstehensmodelleIn this chapter, Markov processes, having a locally compact, separable state space, are constructed with right-continuous sample paths having left limits, often referred to as..作者: 內(nèi)閣 時間: 2025-3-23 15:58
,Ordnung und Pr?sentation von Vorschriften,Let . be a Markov process on a measurable state space ., whose sample paths are piecewise constant between jumps.Such processes are said to be ..作者: 難聽的聲音 時間: 2025-3-23 20:03
Verwaltung und VerwaltungsvorschriftenLet us begin by revisiting some essential examples of processes with independent increments from the perspective of the present chapter.作者: 虛情假意 時間: 2025-3-24 00:50
https://doi.org/10.1007/978-3-322-86389-8In this chapter, It?’s stochastic integral and some of its basic properties are carefully introduced. The essential role of martingale theory is made manifestly clear through this development.作者: 混沌 時間: 2025-3-24 02:31 作者: Dendritic-Cells 時間: 2025-3-24 10:21 作者: 以煙熏消毒 時間: 2025-3-24 14:21
Videoarbeit mit einer JugendgruppeThis chapter involves the use of the Cameron-Martin-Girsanov theorem to show that the distribution . of a nonsingular nonexplosive diffusion is fully supported by ., starting at .. Strong and weak maximum principles for Dirichlet problems associated with the infinitesimal generator are obtained as corollaries.作者: 橫條 時間: 2025-3-24 17:00
Videoarbeit mit einer JugendgruppeIn this chapter criteria are developed for the transience, null recurrence, and positive recurrence of multidimensional diffusions generated by a second order elliptic operator, denoted by ., with the diffusion matrix ., non-singular and continuous, and drift vector ., measurable and bounded on compact subsets of ..作者: Eructation 時間: 2025-3-24 19:26
Otto Kerner,Joseph Maurer,Rudolf VollerThe phenomena of explosion of a multidimensional nonsingular diffusion is considered in this chapter. In particular, conditions are provided that are sufficient for both explosion and nonexplosion. In one dimension, the conditions are also necessary.作者: CHART 時間: 2025-3-25 01:06
Otto Kerner,Joseph Maurer,Rudolf VollerThis chapter builds on the construction of unrestricted Markov processes on a measurable state space, by further constructing Markov processes by means of various transformations such as reflection, rotation, periodic embeddings, and so on.作者: 羊齒 時間: 2025-3-25 03:23
https://doi.org/10.1007/978-3-322-86393-5In this chapter, based mostly on Wasielak (.) and Bhattacharya and Wasielak (.), criteria for polynomial and exponential rates of convergence of Markov processes to equilibrium are derived both for discrete time Harris positive recurrent Markov processes, as well as .-dimensional diffusions, ., using the method of coupling.作者: 獸皮 時間: 2025-3-25 09:05
https://doi.org/10.1007/978-3-322-86394-2The classical Dirichlet problem seeks to find functions with specified boundary values on a domain for which the function is harmonic on the interior. The intrinsic connection between the Laplacian operator and Brownian motion leads to a beautiful interplay between pde and stochastic calculus presented in this chapter.作者: DAUNT 時間: 2025-3-25 15:34
https://doi.org/10.1007/978-3-322-86395-9In this chapter the theory of stochastic integrals is extended to that with respect to square integrable martingales. This extension is enabled by the so called Doob–Meyer decomposition of submartingales作者: 嗎啡 時間: 2025-3-25 18:27 作者: 疼死我了 時間: 2025-3-25 21:44
Semigroup Theory and Markov Processes,To construct a discrete parameter homogeneous Markov process with state space (., one only needs to specify the initial state, or initial distribution, and the one-step transition probability . (see BCPT, pp. 187–189, or Bhattacharya and Waymire ., pp. 9–11).作者: Ptosis 時間: 2025-3-26 02:32
Regularity of Markov Process Sample Paths,In this chapter, Markov processes, having a locally compact, separable state space, are constructed with right-continuous sample paths having left limits, often referred to as..作者: Accord 時間: 2025-3-26 05:05 作者: 得體 時間: 2025-3-26 12:15
Processes with Independent Increments,Let us begin by revisiting some essential examples of processes with independent increments from the perspective of the present chapter.作者: Pseudoephedrine 時間: 2025-3-26 14:09
The Stochastic Integral,In this chapter, It?’s stochastic integral and some of its basic properties are carefully introduced. The essential role of martingale theory is made manifestly clear through this development.作者: 思想流動 時間: 2025-3-26 20:26
,It?’s Lemma,As observed in Proposition . and Exercises ., . in Chapter ., the sample paths of Brownian motion are nowhere differentiable.作者: Lament 時間: 2025-3-26 21:26 作者: 鄙視 時間: 2025-3-27 04:03 作者: 吞噬 時間: 2025-3-27 06:02
Transience and Recurrence of Multidimensional Diffusions,In this chapter criteria are developed for the transience, null recurrence, and positive recurrence of multidimensional diffusions generated by a second order elliptic operator, denoted by ., with the diffusion matrix ., non-singular and continuous, and drift vector ., measurable and bounded on compact subsets of ..作者: ligature 時間: 2025-3-27 09:49
Criteria for Explosion,The phenomena of explosion of a multidimensional nonsingular diffusion is considered in this chapter. In particular, conditions are provided that are sufficient for both explosion and nonexplosion. In one dimension, the conditions are also necessary.作者: Sciatica 時間: 2025-3-27 17:41 作者: Foreshadow 時間: 2025-3-27 21:15
The Speed of Convergence to Equilibrium of Discrete Parameter Markov Processes and Diffusions,In this chapter, based mostly on Wasielak (.) and Bhattacharya and Wasielak (.), criteria for polynomial and exponential rates of convergence of Markov processes to equilibrium are derived both for discrete time Harris positive recurrent Markov processes, as well as .-dimensional diffusions, ., using the method of coupling.作者: 得體 時間: 2025-3-27 23:29 作者: 直言不諱 時間: 2025-3-28 04:13
Stochastic Integrals with ,-Martingales,In this chapter the theory of stochastic integrals is extended to that with respect to square integrable martingales. This extension is enabled by the so called Doob–Meyer decomposition of submartingales作者: 使入迷 時間: 2025-3-28 09:20 作者: mechanical 時間: 2025-3-28 13:51
https://doi.org/10.1007/978-3-322-86389-8apter is devoted to the solution of (.) (or (.)). The chapter is organized into subsections in which the scope of the theory is gradually extended to broader classes of coefficients and/or higher dimensions.作者: 褻瀆 時間: 2025-3-28 16:13 作者: 有角 時間: 2025-3-28 21:22
https://doi.org/10.1007/978-3-322-86394-2rtingale central limit theorem applied to functions in the range of the infinitesimal generator. This chapter includes an example application to dispersion in a periodic media and another to obtain the seminal formula of Taylor and Aris for long-time dispersion of solutes embedded in fluid flow.作者: laxative 時間: 2025-3-29 01:17
https://doi.org/10.1007/978-3-322-86395-9originally designed to provide criteria for the stability in distribution of multidimensional diffusions with linear drift and singular diffusion coefficients, the method presented may be used for nonsingular diffusions as well and also for some nonlinear drift.作者: 放逐某人 時間: 2025-3-29 04:01 作者: upstart 時間: 2025-3-29 07:47 作者: outer-ear 時間: 2025-3-29 11:29 作者: 散開 時間: 2025-3-29 19:27 作者: 直覺好 時間: 2025-3-29 23:39 作者: 貪婪的人 時間: 2025-3-30 02:08
978-3-031-34153-3Springer Nature Switzerland AG 2023作者: 夜晚 時間: 2025-3-30 05:20
Construction of Diffusions as Solutions of Stochastic Differential Equations,apter is devoted to the solution of (.) (or (.)). The chapter is organized into subsections in which the scope of the theory is gradually extended to broader classes of coefficients and/or higher dimensions.作者: 善變 時間: 2025-3-30 10:41 作者: PAGAN 時間: 2025-3-30 15:23 作者: Confirm 時間: 2025-3-30 20:00 作者: Cloudburst 時間: 2025-3-30 21:36 作者: Insulin 時間: 2025-3-31 04:07 作者: 輕彈 時間: 2025-3-31 09:04
0072-5285 of steady states,? and the speed of convergence to equilibrium.? A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections be978-3-031-34153-3978-3-031-33296-8Series ISSN 0072-5285 Series E-ISSN 2197-5612 作者: 賞錢 時間: 2025-3-31 12:13
Book 2022rts will set out to detail all the aspects that are necessary for diagnosing a patient and then deciding on the best form of treatment, surgical or otherwise. Part four covers special situations, including bilateral SCDS and the pediatric patient. In part five, Philippa Thomson, a patient herself, w作者: delta-waves 時間: 2025-3-31 13:54 作者: maintenance 時間: 2025-3-31 18:26
Normal Anatomicoroentgen Studies and Correlations,y of this area is considered, with special reference to the upper and lower sphincters of the esophagus. Following extensive gross anatomic dissections, histologic sectioning, and anatomicoroentgen studies, both the upper and lower sphincters have been shown to be anatomic transitional zones rather 作者: WAG 時間: 2025-4-1 01:09
Simone C. L. Cheng,Oliver H. M. Yau [6]. A variety of such nonselective methods were employed in the 1950s and early 1960s [7], but these were rapidly replaced by the selective technique developed by Sones et al. [8]. Subsequently, Ricketts and Abrams [9], Wilson and co-workers [10], and Judkins [11] modified the percutaneous techniq
