Titlebook: It?’s Stochastic Calculus and Probability Theory; Nobuyuki Ikeda (Professor),Shinzo Watanabe (Profes Book 1996 Springer-Verlag Tokyo 1996

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https://doi.org/10.1007/978-4-431-68532-6Applied Mathematics; Probability theory; Stochastic calculus; calculus; differential equation; mathematic

Carcinogen

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.

ENNUI

雪上輕舟飛過

,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.

怎樣才咆哮

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.

persistence

,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 {..}:

PATHY

Custodian

嚴(yán)厲批評

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