Stochastic Analysis and Applications
Springer Berlin (Verlag)
978-3-540-13891-4 (ISBN)
Newtonian diffusions and planets, with a remark on non-standard Dirichlet forms and polymers.- The equivalence of ensembles in statistical mechanics.- The uniqueness of regular DLR measures for certain one-dimensional spin systems.- Generalised Weyl Operators.- One - dimensional stochastic differential equations involving the local times of the unknown process.- Time changes of Brownian motion and the conditional excursion theorem.- On square-root boundaries for Bessel processes, and pole-seeking Brownian motion.- Distributional approximations for networks of quasireversible queues.- Some geometric aspects of potential theory.- BM(?3) and its area integral Pds. ?×d?.- The unique factorisation of Brownian products.- Some integral equalities in Wiener-Hopf theory.- A differential equation in Wiener-Hopf theory.
| Erscheint lt. Verlag | 1.12.1984 |
|---|---|
| Reihe/Serie | Lecture Notes in Mathematics |
| Zusatzinfo | VIII, 204 p. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 216 x 279 mm |
| Gewicht | 328 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Schlagworte | Analysis • Applications • Bessel process • Brownian motion • Dirichlet form • local time • Wahrscheinlichkeitsrechnung |
| ISBN-10 | 3-540-13891-9 / 3540138919 |
| ISBN-13 | 978-3-540-13891-4 / 9783540138914 |
| Zustand | Neuware |
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