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Absolute continuity under time shift of trajectories and related stochastic calculus /
The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A\equiv A(W) is a function of W. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Providence, Rhode Island :
American Mathematical Society,
2017.
|
| Colección: | Memoirs of the American Mathematical Society ;
no. 1185. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 001 | EBOOKCENTRAL_on1005657578 | ||
| 003 | OCoLC | ||
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| 020 | |a 9781470441371 |q (electronic bk.) | ||
| 020 | |a 1470441373 |q (electronic bk.) | ||
| 020 | |z 9781470426033 |q (print) | ||
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| 049 | |a UAMI | ||
| 100 | 1 | |a Löbus, Jörg-Uwe, |e author. | |
| 245 | 1 | 0 | |a Absolute continuity under time shift of trajectories and related stochastic calculus / |c Jörg-Uwe Löbus. |
| 264 | 1 | |a Providence, Rhode Island : |b American Mathematical Society, |c 2017. | |
| 264 | 4 | |c ©2017 | |
| 300 | |a 1 online resource (v, 135 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Memoirs of the American Mathematical Society, |x 0065-9266 ; |v volume 249, number 1185 | |
| 588 | 0 | |a Print version record. | |
| 500 | |a "Volume 249, Number 1185 (sixth of 8 numbers), September 2017." | ||
| 504 | |a Includes bibliographical references (pages 133-134) and index. | ||
| 505 | 0 | |a Introduction, Basic Objects, and Main Result -- Flows and Logarithmic Derivative Relative to X under Orthogonal Projection -- The Density Formula -- Partial Integration -- Relative Compactness of Particle Systems -- Appendix A: Basic Malliavin Calculus for Brownian Motion with Random Initial Data -- References -- Index. | |
| 520 | |a The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A\equiv A(W) is a function of W. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when A is a jump process. Absolute continuity of (X, P) under time shift of trajectories is investigated. For example under various conditions on the initial density with respect to the Lebesgue measure, m, and on A with A_0=0 we verify \frac{P(dX_{\cdot -t})}{P(dX_\cdot)}=\frac{m(X_{-t} | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Continuity. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Jump processes. | |
| 650 | 6 | |a Continuité. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Processus de sauts. | |
| 650 | 7 | |a MATHEMATICS |x Calculus. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Mathematical Analysis. |2 bisacsh | |
| 650 | 7 | |a Continuity |2 fast | |
| 650 | 7 | |a Jump processes |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 710 | 2 | |a American Mathematical Society, |e publisher. | |
| 758 | |i has work: |a Absolute continuity under time shift of trajectories and related stochastic calculus (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGmQbpckbrWXDrBddKpvBP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Löbus, Jörg-Uwe. |t Absolute continuity under time shift of trajectories and related stochastic calculus. |d Providence, Rhode Island : American Mathematical Society, [2017] |z 9781470426033 |w (DLC) 2017040910 |w (OCoLC)990126211 |
| 830 | 0 | |a Memoirs of the American Mathematical Society ; |v no. 1185. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=5110285 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH37445114 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL5110285 | ||
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| 994 | |a 92 |b IZTAP | ||