| 書目名稱 | Some Aspects of Brownian Motion | | 副標(biāo)題 | Part II: Some Recent | | 編輯 | Marc Yor | | 視頻video | http://file.papertrans.cn/872/871885/871885.mp4 | | 叢書名稱 | Lectures in Mathematics. ETH Zürich | | 圖書封面 |  | | 描述 | The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It may be natural that Part II, the younger brother, looks more into the main technique with which Part I was "working", namely: martingales and stochastic calculus. As F. Knight writes, in a review article on Part I, in which research on Brownian motion is compared to gold mining: "In the days of P. Levy, and even as late as the theorems of "Ray and Knight" (1963), it was possible for the practiced eye to pick up valuable reward without the aid of much technology . . . Thereafter, however, the rewards are increasingly achieved by the application of high technology". Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II | | 出版日期 | Book 1997 | | 關(guān)鍵詞 | Brownian motion; Markov process; Martingale; Probability theory; filtration; function; local time | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-0348-8954-4 | | isbn_softcover | 978-3-7643-5717-7 | | isbn_ebook | 978-3-0348-8954-4 | | copyright | Springer Basel AG 1997 |
The information of publication is updating
|
|
|Archiver|手機(jī)版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2026-1-20 11:12
發(fā)表于 2025-3-21 18:08:08
