多维扩散过程
正版现货,品相完整,套书只发一本,多版面书籍只对书名
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131.3
九品
仅1件
作者Daniel、S.R.S.Varadhan 著
出版社世界图书出版公司
出版时间2009-03
版次1
装帧平装
上书时间2024-06-15
商品详情
- 品相描述:九品
图书标准信息
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作者
Daniel、S.R.S.Varadhan 著
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出版社
世界图书出版公司
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出版时间
2009-03
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版次
1
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ISBN
9787506292627
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定价
55.00元
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装帧
平装
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开本
16开
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纸张
其他
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页数
338页
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正文语种
英语
- 【内容简介】
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《多维扩散过程》为英文版本,内容讲述了多维物体的扩散过程,讲解详细,易懂。
- 【目录】
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FrequentlyUsedNotation
Chapter0Introduction
Chapter1PreliminaryMaterial:ExtensionTheorems,Martingales,andCompactness
1.0Introduction
1.1WeakConvergence.ConditionalProbabilityDistributionsandExtensionTheorems
1.2Martingales.
1.3TheSpacec([0,0);R)
1.4MartingalesandCompactness
1.5Exercises
Chapter2MarkovProcesses,RegularityofTheirSamplePaths,andtheWienerMeasure.
2.1RegularityofPaths
2.2MarkOVProcessesandTransitionProbabilities
2.3WienerMeasure
2.4Exercises
Chapter3ParabolicPartialDifferentialEquations
3.1TheMaximumPrinciple.
3.2ExistenceTheorems
3.3Exercises
Chapter4TheStochasticCalculusofDi斤usionTheory
4.1BrownianMorion,
4.2EquivalenceofCertainMartingales
4.3It6ProcessesandStochasticIntegration
4.4It’sFormula
4.5ItProcessesasStochasticIntegrals
4.6ExerciSes
Chapter5StochasticDilierentialEquations
5.0Introduction
5.1ExistenceandUniqueness
5.2OntheLipschitzCondition
5.3EquivalenceofDifferentChoicesoftheSquareRoot
5.4Exercises
Chapter6TheMartingaleFormulation
6.0Introduction
6.1Existence
6.2Uniqueness:MarkovProperty
6.3Uniqueness:SomeExamples.
6.4Cameron.Martin.GirsanovFormula
6.5Uniqueness:RandomTimeChange
6.6Uniqueness:Localization.
6.7Exercises
Chapter7Uniqueness
7.0Introduction
7.1Uniqueness:LocalCase
7.2Uniqueness:GlobalCase
7.3ExereiSes
Chapter8It’SUniquenessandUniquenesstotheMartingaleProblem
8.0Introduction.
8.IResultsofYamadaandWatanabe
8.2More0nItbUniqueness
8.3Exercises
Chapter9SomeEstimatesontheTransitionProbabilityFunctions
9.0Introduetion
9.1TheInhomogeneousCase
9.2TheHomogeneousCase
Chapter10Explosion
10.0Introduction
10.1LocallyBoundedCocfficients
10.2ConditionsforExplosionandNon-Explosion
10.3Exercises.
Chapter11LimitTheorems
11.0Introduction
11.1ConvergenceofDiffusionProcess
11.2ConvergenceofMarkovChainstoDiffusions
11.3ConvergenceofDiffusionProcesses:EllipticCase
11.4ConvergenceofTransitionProbabilityDensities
11.5ExerciSeS
Chapter12TheNon—UniqueCase
12.0Introduction
12.1ExistenceofMeasurableChoices
12.2MarkovSelections
12.3ReconstructionofAllSolutions
12.4Exercises
Appendix
A.0Introduction
A.1LEstimatesforSomeSingularIntegralOperators
A.2ProofoftheMainEstimate
A.3Exercises
BibliographicalRemarks
Bibliography
Index
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