Fatou's Theorem for the Harmonic Functions of Two-dimensional Ornstein-Uhlenbeck Processes

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Publisher : Ann Arbor, Mich. : University Microfilms International
ISBN 13 :
Total Pages : 140 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Fatou's Theorem for the Harmonic Functions of Two-dimensional Ornstein-Uhlenbeck Processes by : Peter Des Barres March

Download or read book Fatou's Theorem for the Harmonic Functions of Two-dimensional Ornstein-Uhlenbeck Processes written by Peter Des Barres March and published by Ann Arbor, Mich. : University Microfilms International. This book was released on 1983 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Mathematical Reviews

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ISBN 13 :
Total Pages : 1804 pages
Book Rating : 4.X/5 (6 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2004 with total page 1804 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Comprehensive Dissertation Index

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Publisher :
ISBN 13 :
Total Pages : 1016 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Comprehensive Dissertation Index by :

Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bulletin - Institute of Mathematical Statistics

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Publisher :
ISBN 13 :
Total Pages : 904 pages
Book Rating : 4.3/5 (512 download)

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Book Synopsis Bulletin - Institute of Mathematical Statistics by : Institute of Mathematical Statistics

Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1984 with total page 904 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Canadian Mathematical Bulletin

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Publisher :
ISBN 13 :
Total Pages : 144 pages
Book Rating : 4./5 ( download)

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Book Synopsis Canadian Mathematical Bulletin by :

Download or read book Canadian Mathematical Bulletin written by and published by . This book was released on 1992-03 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Register of Doctoral Degrees Conferred by the University of Minnesota

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Publisher :
ISBN 13 :
Total Pages : 536 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Register of Doctoral Degrees Conferred by the University of Minnesota by : University of Minnesota

Download or read book Register of Doctoral Degrees Conferred by the University of Minnesota written by University of Minnesota and published by . This book was released on 1976 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Canadiana

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Publisher :
ISBN 13 :
Total Pages : 706 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Canadiana by :

Download or read book Canadiana written by and published by . This book was released on 1987 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt:

American Doctoral Dissertations

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Publisher :
ISBN 13 :
Total Pages : 564 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis American Doctoral Dissertations by :

Download or read book American Doctoral Dissertations written by and published by . This book was released on 1982 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Referativnyĭ zhurnal

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Publisher :
ISBN 13 :
Total Pages : 800 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Referativnyĭ zhurnal by :

Download or read book Referativnyĭ zhurnal written by and published by . This book was released on 1986 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Encyclopaedia of Mathematics

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Publisher : Springer Science & Business Media
ISBN 13 : 9400903650
Total Pages : 743 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Encyclopaedia of Mathematics by : Michiel Hazewinkel

Download or read book Encyclopaedia of Mathematics written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 743 pages. Available in PDF, EPUB and Kindle. Book excerpt: This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.

Dissertation Abstracts International

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ISBN 13 :
Total Pages : 468 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1983 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability Theory Subject Indexes from Mathematical Reviews

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Publisher :
ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Probability Theory Subject Indexes from Mathematical Reviews by : American Mathematical Society

Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Combinatorics and Random Matrix Theory

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Publisher : American Mathematical Soc.
ISBN 13 : 0821848410
Total Pages : 461 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Combinatorics and Random Matrix Theory by : Jinho Baik

Download or read book Combinatorics and Random Matrix Theory written by Jinho Baik and published by American Mathematical Soc.. This book was released on 2016-06-22 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last fifteen years a variety of problems in combinatorics have been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a “stochastic special function theory” for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.

Introduction to Stochastic Calculus with Applications

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Publisher : Imperial College Press
ISBN 13 : 1860945554
Total Pages : 431 pages
Book Rating : 4.8/5 (69 download)

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Book Synopsis Introduction to Stochastic Calculus with Applications by : Fima C. Klebaner

Download or read book Introduction to Stochastic Calculus with Applications written by Fima C. Klebaner and published by Imperial College Press. This book was released on 2005 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.

Brownian Motion

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Publisher : Cambridge University Press
ISBN 13 : 1139486578
Total Pages : pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Brownian Motion by : Peter Mörters

Download or read book Brownian Motion written by Peter Mörters and published by Cambridge University Press. This book was released on 2010-03-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.

Fractals in Probability and Analysis

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Publisher : Cambridge University Press
ISBN 13 : 1107134110
Total Pages : 415 pages
Book Rating : 4.1/5 (71 download)

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Book Synopsis Fractals in Probability and Analysis by : Christopher J. Bishop

Download or read book Fractals in Probability and Analysis written by Christopher J. Bishop and published by Cambridge University Press. This book was released on 2017 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: A mathematically rigorous introduction to fractals, emphasizing examples and fundamental ideas while minimizing technicalities.

Brownian Motion, Martingales, and Stochastic Calculus

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Publisher : Springer
ISBN 13 : 3319310895
Total Pages : 273 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Brownian Motion, Martingales, and Stochastic Calculus by : Jean-François Le Gall

Download or read book Brownian Motion, Martingales, and Stochastic Calculus written by Jean-François Le Gall and published by Springer. This book was released on 2016-04-28 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.