標(biāo)題: Titlebook: It?’s Stochastic Calculus and Probability Theory; Nobuyuki Ikeda (Professor),Shinzo Watanabe (Profes Book 1996 Springer-Verlag Tokyo 1996 [打印本頁] 作者: 浮標(biāo) 時間: 2025-3-21 19:52
書目名稱It?’s Stochastic Calculus and Probability Theory影響因子(影響力)
書目名稱It?’s Stochastic Calculus and Probability Theory影響因子(影響力)學(xué)科排名
書目名稱It?’s Stochastic Calculus and Probability Theory網(wǎng)絡(luò)公開度
書目名稱It?’s Stochastic Calculus and Probability Theory網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱It?’s Stochastic Calculus and Probability Theory被引頻次
書目名稱It?’s Stochastic Calculus and Probability Theory被引頻次學(xué)科排名
書目名稱It?’s Stochastic Calculus and Probability Theory年度引用
書目名稱It?’s Stochastic Calculus and Probability Theory年度引用學(xué)科排名
書目名稱It?’s Stochastic Calculus and Probability Theory讀者反饋
書目名稱It?’s Stochastic Calculus and Probability Theory讀者反饋學(xué)科排名
作者: 嘲笑 時間: 2025-3-21 20:32
https://doi.org/10.1007/978-4-431-68532-6Applied Mathematics; Probability theory; Stochastic calculus; calculus; differential equation; mathematic作者: Carcinogen 時間: 2025-3-22 04:02
Smooth measures and continuous additive functionals of right Markov processes,“smooth” measures on the state space of the process. We consider the correspondence in the context of a Borel right process with a distinguished excessive measure. A “nest” type characterization of smooth measures is provided, as well as a capacitary characterization of nests. Our results extend work of Revuz, Fukushima, and others.作者: ENNUI 時間: 2025-3-22 07:32 作者: 雪上輕舟飛過 時間: 2025-3-22 09:45
,Hall’s transform and the Segal-Bargmann map,It is shown how Hall’s transform for a compact Lie group can be derived from the infinite dimensional Segal-Bargmann transform by means of stochastic analysis.作者: 怎樣才咆哮 時間: 2025-3-22 16:36
Van Vleck-Pauli formula for Wiener integrals and Jacobi fields,In this paper, we are concerned with the explicit evaluation of Wiener integrals from the viewpoint of geometry of the space of paths. Our main purpose is to emphasize the close ties between explicit expressions of Wiener integrals associated with quadratic functionals and aspects of the theory of Jacobi fields.作者: persistence 時間: 2025-3-22 18:03
,Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion,Yor [4] obtained an exact formula for a one-dimensional Brownian motion {..}:作者: PATHY 時間: 2025-3-22 22:23 作者: Custodian 時間: 2025-3-23 02:41 作者: 嚴(yán)厲批評 時間: 2025-3-23 08:11
K. D. Elworthy,Xue-Mei Li wetlands for various uses. Wetland restoration efforts require assessment of the level of ecohydrological restoration for the intended functions. Among the various indicators of success in wetland restoration, achieving the desired water level (hydrology) is the most important, faster to achieve, a作者: Memorial 時間: 2025-3-23 11:38 作者: 防御 時間: 2025-3-23 15:01
Masatoshi Fukushima,Matsuyo Tomisakiperature in the different sublayers of the ABL. Because of the above-mentioned difficulties of closure, these relationships are not derived by the solution of the transport equations; rather they are arrived at by invoking similarity, through the application of dimensional analysis. Thus, after the 作者: 死貓他燒焦 時間: 2025-3-23 19:00 作者: FAWN 時間: 2025-3-24 01:01 作者: Crayon 時間: 2025-3-24 03:07 作者: 寡頭政治 時間: 2025-3-24 07:38 作者: esoteric 時間: 2025-3-24 12:56 作者: 笨拙的你 時間: 2025-3-24 18:47 作者: nurture 時間: 2025-3-24 22:51 作者: 延期 時間: 2025-3-25 00:13 作者: ENACT 時間: 2025-3-25 05:25
Hiroshi Kunita form commercial accumulations of oil or gas (Fig. 9.1a). Back in 1981, Kirkland and Evans made the observation that some 50 % of the world’s oil sequestered in carbonate reservoirs may be associated with mesohaline micritic source rocks. Heresy or not, the notion that much of the oil in carbonate r作者: 群居動物 時間: 2025-3-25 10:30
Shigeo Kusuokay greenschist phase, little or nothing of the original sedimentary mineral phase remains with the possible exception of anhydrite (Table 14.1; Spear 1993). Consider “the before and after” situation as a sequence of evaporite-entraining sediments passes into the metamorphic realm. Under a likely “bef作者: 上坡 時間: 2025-3-25 13:05 作者: 條約 時間: 2025-3-25 19:27 作者: 減去 時間: 2025-3-25 20:57 作者: 戰(zhàn)勝 時間: 2025-3-26 02:04
Makiko Nisioan evaporite bed remains in the subsurface the more likely it is to dissolve. Preservation or loss it is not a question of whether an evaporite will dissolve in the subsurface, but when. This is why there are few preserved beds of evaporite salts older than Neoproterozoic. As thick evaporite units d作者: SEED 時間: 2025-3-26 05:01 作者: 監(jiān)禁 時間: 2025-3-26 09:09 作者: MOAN 時間: 2025-3-26 13:41 作者: Kaleidoscope 時間: 2025-3-26 18:09 作者: Atheroma 時間: 2025-3-26 23:13
On decomposition of additive functionals of reflecting Brownian motions,M = (X., P.) on . with the associated Dirichlet form .,. being regular on ..., the following decomposition of additive functionals (AF’s in abbreviaton) is known ([11]): ... — almost surely,which holds for quasi every (q.e. in abbreviation) . ∈ . Here u is a quasi- continuous function in the space F作者: 衣服 時間: 2025-3-27 01:50 作者: 圓柱 時間: 2025-3-27 05:29
Lagrangian for pinned diffusion process,pendent Hilbert spaces ([11], also [10]). Near the end of the 1970s D.Fujiwara succeeded in proving the existence of the limit of finite dimensional path integrals for Schr?dinger equations in a very strong sense [3], and later in showing “It?’s version” [4]. Inspired by their works and looking at t作者: 消滅 時間: 2025-3-27 13:27
Short Time Asymptotics and an Approximation for the Heat Kernel of a Singular Diffusion,t also those associated with the generators with distribution coefficients like measures or even derivatives of measures. That of one-dimensional ones is completely determined in 1950’s and 1960’s by many authors such as W. Feller, K. It?, H. P. McKean and E.B. Dynkin, among others. The situation fo作者: multiply 時間: 2025-3-27 15:10 作者: 仲裁者 時間: 2025-3-27 18:29 作者: 名義上 時間: 2025-3-28 00:02 作者: anticipate 時間: 2025-3-28 03:21
,Calculus for multiplicative functionals, It?’s formula and differential equations,’s stochastic analysis has established for itself the central role in modern probability theory. It?’s theory of stochastic differential equations has been one of the most important tools. However, It?’s construction of stochastic integrals over Brownian motion possesses an essentially random charac作者: 尾巴 時間: 2025-3-28 08:37 作者: inflame 時間: 2025-3-28 11:01 作者: mitral-valve 時間: 2025-3-28 16:08 作者: 縱火 時間: 2025-3-28 21:08
nown as Ito‘s stochastic analysis or Ito‘s stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito‘s analysis is indispensable as an essential in作者: CORE 時間: 2025-3-29 00:11
Equilibrium fluctuations for lattice gas,afterward generalized to an interacting case by Spohn [11] in an equilibrium situation. The corresponding law of large numbers, equivalently, the hydrodynamic limit for interacting Brownian particles was established by Varadhan [13].作者: 捏造 時間: 2025-3-29 06:09
Diffusion processes on an open time interval and their time reversal,e the limiting behaviour of the process as . ′ ↓ ., and . ↑ .. This requires closer analysis of stochastic differential equations in connection with time reversal. In this context, a Skorokhod problem with singular drift is discussed.作者: CROW 時間: 2025-3-29 08:32 作者: BOON 時間: 2025-3-29 14:04
On decomposition of additive functionals of reflecting Brownian motions,n P.-a.s. but not necessarily of bounded variation P.-a.s. on each finite time interval. Nevertheless both ... and ... are well computable from . through the Dirichlet form . and accordingly the decomposition (1.1) has proved to be a useful substitute of Ito’s formula for symmetric Markov processes.作者: 眉毛 時間: 2025-3-29 19:36
A class of integration by parts formulae in stochastic analysis I,ble adapted process with sample paths in the Cameron-Martin space ..([0,.];...).Set .. = σ{ξ.(x) : 0 ≤ . ≤ .} Taking conditional expectation with respect to..., formula (1.2) yields integration by parts formulae on ..(.) of the form.where . is the vector field on ..(.) .and . is given by ..作者: 真 時間: 2025-3-29 23:22 作者: 投射 時間: 2025-3-30 01:41 作者: 泥沼 時間: 2025-3-30 05:46
,A Martin boundary connected with the ∞-volume limit of the focussing cubic Schr?dinger equation,t ∞-volume Gibbs states. These are related to a sort of “boundary” of the type introduced by Martin [1941] for the description of classical harmonic functions in general 3-dimensional regions, as will be explained below.作者: grotto 時間: 2025-3-30 10:13 作者: 上坡 時間: 2025-3-30 13:32 作者: fringe 時間: 2025-3-30 17:44
Short Time Asymptotics and an Approximation for the Heat Kernel of a Singular Diffusion, is completely determined in 1950’s and 1960’s by many authors such as W. Feller, K. It?, H. P. McKean and E.B. Dynkin, among others. The situation for multidimensional ones is however quite different and the problem is still open.作者: 音樂學(xué)者 時間: 2025-3-30 23:04
Some recent developments in nonlinear filtering theory,t the place to describe in detail Professor It?’s continuing contributions to the subject he helped to create. However, one incident which illustrates his eagerness to explore and assimilate new ideas stands out in my mind.作者: 刻苦讀書 時間: 2025-3-31 01:06
Detecting a single defect in a scenery by observing the scenery along a random walk path,serve one of the two sequences {ξ(..)}. or .(..)}., without being told which of the two sequences is observed. If ξ is known, can we decide (with zero probability of error) on the basis of these observations which of the two sequences was observed ? We prove that this can be done for ‘a(chǎn)lmost all’ ξ, when k≥5.作者: 瑣事 時間: 2025-3-31 07:20 作者: ABASH 時間: 2025-3-31 12:07
Nobuyuki Ikeda (Professor),Shinzo Watanabe (Profes作者: investigate 時間: 2025-3-31 17:14 作者: 令人不快 時間: 2025-3-31 20:36
experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and res978-4-431-68534-0978-4-431-68532-6作者: 有惡意 時間: 2025-3-31 23:06 作者: CUMB 時間: 2025-4-1 03:12
K. D. Elworthy,Xue-Mei Li evaluate the state of wetland ET at two different wetland restoration sites: Glacial Ridge prairie restoration, northwestern Minnesota, and Kissimmee River basin, south Florida. Groundwater level and ET before and after the restoration is compared. Their spatial and temporal ET responses to the res作者: 曲解 時間: 2025-4-1 07:32
Masatoshi Fukushima,Matsuyo Tomisakiretically by means of a conceptual transport model or by applying a plausible closure assumption to the transport equations, and only some unknown constants need be determined experimentally. Especially in recent years numerous similarity models for the ABL have been proposed in the literature. This
