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|a UAMI
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| 100 |
1 |
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|a Schilling, René L.
|
| 245 |
1 |
0 |
|a Brownian motion :
|b an introduction to stochastic processes /
|c René L. Schilling, Lothar Partzsch ; with a chapter on simulation by Björn Böttcher.
|
| 260 |
|
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|a Berlin ;
|a Boston :
|b De Gruyter,
|c ©2012.
|
| 300 |
|
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|a 1 online resource (xiv, 380 pages) :
|b illustrations
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
|
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|a computer
|b c
|2 rdamedia
|
| 338 |
|
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|a online resource
|b cr
|2 rdacarrier
|
| 490 |
1 |
|
|a De Gruyter graduate
|
| 504 |
|
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|a Includes bibliographical references and index.
|
| 505 |
0 |
|
|a Robert Brown's new thing -- Brownian motion as a Gaussian process -- Constructions of Brownian motion -- The canonical model -- Brownian motion as a martingale -- Brownian motion as a Markov process -- Brownian motion and transition semigroups -- The PDE connection -- The variation of Brownian paths -- Regularity of Brownian paths -- Strassen's functional law of the iterated logarithm -- Skorokhod representation -- Stochastic integrals: L²-theory -- Stochastic integrals: beyond -- Itô's formula -- Application of Itô's formula -- Stochastic differential equations -- On diffusions -- Simulation of Brownian motion / Björn Böttcher -- Appendixes: A.1. Kolmogorov's existence theorem -- A.2. A property of conditional expectations -- A.3. From discrete to continuous time martigales -- A.4. Stopping and sampling -- A.5. Remarks on Feller processes -- A.6. The Doob-Meyer decomposition -- A.7. BV functions and Riemann-Stieltjes integrals -- A.8. Some tools from analysis.
|
| 590 |
|
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|a eBooks on EBSCOhost
|b EBSCO eBook Subscription Academic Collection - Worldwide
|
| 650 |
|
0 |
|a Brownian motion processes.
|
| 650 |
|
0 |
|a Stochastic processes.
|
| 650 |
|
6 |
|a Processus de mouvement brownien.
|
| 650 |
|
6 |
|a Processus stochastiques.
|
| 650 |
|
7 |
|a MATHEMATICS
|x Probability & Statistics
|x Stochastic Processes.
|2 bisacsh
|
| 650 |
|
7 |
|a Brownian motion processes.
|2 fast
|0 (OCoLC)fst00839765
|
| 650 |
|
7 |
|a Stochastic processes.
|2 fast
|0 (OCoLC)fst01133519
|
| 650 |
|
7 |
|a Brownsche Bewegung
|2 gnd
|
| 650 |
|
7 |
|a Stochastischer Prozess
|2 gnd
|
| 700 |
1 |
|
|a Partzsch, Lothar,
|d 1945-
|
| 700 |
1 |
|
|a Böttcher, Björn.
|
| 776 |
0 |
8 |
|i Print version:
|a Schilling, René L.
|t Brownian motion.
|d Berlin ; Boston : De Gruyter, ©2012
|w (DLC) 2012007045
|
| 830 |
|
0 |
|a De Gruyter graduate.
|
| 856 |
4 |
0 |
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