| 書目名稱 | Real and Stochastic Analysis |
| 副標題 | New Perspectives |
| 編輯 | M. M. Rao |
| 視頻video | http://file.papertrans.cn/823/822241/822241.mp4 |
| 概述 | Self-contained and written by active researchers, each chapter is devoted to a particular application of functional analytic methods in stochastic analysis.Every chapter contains substantial new resul |
| 叢書名稱 | Trends in Mathematics |
| 圖書封面 |  |
| 描述 | As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic analysis show their mutual benefits and advance the subjects. The presentation of each article, given as a chapter, is in a research-expository style covering the respective topics in depth. In fact, most of the details are included so that each work is essentially self contained and thus will be of use both for advanced graduate students and other researchers interested in the areas considered. Moreover, numerous new problems for future research are suggested in each chapter. The presented articles contain a substantial number of new results as well as unified and simplified accounts of previously known ones. A large part of the material cov- ered is on stochastic differential equations on various structures, together with some applications. Although Brownian motion plays a key role, (semi-) martingale theory is important for a considerable extent. Moreover, noncommutative analysis and probabil- ity have a prominent role in some chapters, with new ideas and results. A more detailed outline of each of the ar |
| 出版日期 | Book 2004 |
| 關(guān)鍵詞 | Feynman-Kac formula; Hilbert space; Kolmogorov‘s criterion; Lévy process; Martingale; Measure; Observable; |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4612-2054-1 |
| isbn_softcover | 978-1-4612-7397-4 |
| isbn_ebook | 978-1-4612-2054-1Series ISSN 2297-0215 Series E-ISSN 2297-024X |
| issn_series | 2297-0215 |
| copyright | Birkh?user Boston 2004 |
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-15 12:30
發(fā)表于 2025-3-21 20:01:29
