| 書目名稱 | Handbook of Brownian Motion - Facts and Formulae |
| 編輯 | Andrei N. Borodin,Paavo Salminen |
| 視頻video | http://file.papertrans.cn/421/420925/420925.mp4 |
| 叢書名稱 | Probability and Its Applications |
| 圖書封面 |  |
| 描述 | 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 |
| 出版日期 | Book 2002Latest edition |
| 關(guān)鍵詞 | Bessel process; Brownian motion; Markov process; Mathematical Finance; Ornstein-Uhlenbeck process; Probab |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-0348-8163-0 |
| isbn_softcover | 978-3-0348-9462-3 |
| isbn_ebook | 978-3-0348-8163-0Series ISSN 2297-0371 Series E-ISSN 2297-0398 |
| issn_series | 2297-0371 |
| copyright | Birkh?user Verlag 2002 |
|Archiver|手機(jī)版|小黑屋|
派博傳思國(guó)際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-11 19:29
發(fā)表于 2025-3-21 16:47:38
