Constructing nonhomeomorphic stochastic flows /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Darling, R. W. R., 1954- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Providence, Rhode Island : American Mathematical Society, 1987.
Colección:Memoirs of the American Mathematical Society ; Volume 70, no. 376.
Temas:
Stochastic analysis.
Analyse stochastique.
Stochastic analysis
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Contents
  • Part I. Introduction
  • 1. Background
  • 2. An outline of the main results
  • 3. Pure stochastic flows
  • Part II. Construction of a pure stochastic flow with given finite-dimensional distributions
  • 4. Convolution of measures with respect to composition of functions
  • 5. A projective system for building a pure stochastic flow
  • 6. Existence theorem for pure stochastic flows
  • Part III. Construction of a stochastic flow assuming almost no fixed points of discontinuity
  • 7. Probability measures with almost no fixed points of discontinuity
  • 8. Fluid Radon probability measures and their convolution9. Existence theorem for pure stochastic flows assuming almost no fixed points of discontinuity
  • Part IV.
  • 10. Construction of a convolution semigroup of probability measures from finite-dimensional Markov processes
  • Part V. Covariance functions and the corresponding sets of finite-dimensional motions
  • 11. Algebraic properties of the covariance function
  • 12. Constructing the finite-dimensional motions
  • 13. Stochastic continuity in the non-isotropic case
  • 14. Stochastic continuity and coalescence in the isotropic case15. The one-dimensional case
  • 16. An example in dimension two
  • Part VI. The geometry of coalescence
  • 17. Coalescence times and the coalescent set process
  • Appendix A. Baire sets and Radon probability measures
  • Appendix B. Projective systems of probability spaces
  • References

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