The generalized Feller equation and related topics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Harlow, Essex
Longman Scientific & Technical u.a.
1993
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Pitman monographs and surveys in pure and applied mathematics
68 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVI, 292 S. |
| ISBN: | 0582087368 |
Internformat
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| 245 | 1 | 0 | |a The generalized Feller equation and related topics |c S. H. Lehnigk |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Harlow, Essex |b Longman Scientific & Technical u.a. |c 1993 | |
| 300 | |a XVI, 292 S. | ||
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| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Pitman monographs and surveys in pure and applied mathematics |v 68 | |
| 650 | 7 | |a Fokker-Planck, Équation de |2 ram | |
| 650 | 7 | |a processus diffusion |2 inriac | |
| 650 | 7 | |a solution numérique |2 inriac | |
| 650 | 7 | |a équation Fokker-Planck |2 inriac | |
| 650 | 4 | |a Diffusion processes | |
| 650 | 4 | |a Fokker-Planck equation |x Numerical solutions | |
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Preface xi
Symbols xv
Standard Symbols xv
Nonstandard Symbols xvi
Chapter 1 The Generalized Feller Equation 1
1.1 Fokker Planck Equations and Similarity Solutions 1
1.2 The Generalized Feller Equation 4
1.3 A Similarity Solution 6
1.4 Properties of the Boundary Points 10
1.5 Related Equations 12
1.6 The Lognormal Diffusion Process 17
Chapter 2 The Source Solution 23
2.1 A Fundamental Solution 23
2.2 The Source Solution 27
2.3 A Singular Integral 37
Chapter 3 Initial Condition Solutions 57
3.1 Poisson Lebesgue Transform Solutions 57
3.2 Poisson Stieltjes Transform Solutions 61
3.3 Integral Representation of the Source Solution 63
3.4 Practical Aspects of the Source Solution 64
viii
Chapter 4 Boundary Condition Solutions 67
4.1 Two Convolution Kernels 67
4.2 Reduced Differential Equations 73
4.3 Properties of the Convolution Kernels 76
4.4 Boundary Condition Solutions 83
Chapter 5 Integral Representations 93
5.1 Initial and Boundary Condition Solutions 93
5.2 An Extreme Value Principle 96
5.3 A Uniqueness Theorem 99
5.4 Bounded Solutions 101
5.5 Positive Solutions 110
5.6 Examples 125
Chapter 6 Basis Functions and Series Expansions 133
6.1 Sequences of Initial Condition Solutions 133
6.2 Generating Functions 139
6.3 Functional Estimates of the Basis Functions 142
6.4 Convergence of Series Expansions 146
6.5 Series Solutions 159
6.6 Associated Basis Functions 164
6.7 Functional Relations of the Source Solutions 170
6.8 Huygens Property Solutions 179
6.9 Series Expansions of Solutions 188
6.10 Examples 195
Chapter 7 A Generalized Theta Function 199
7.1 Introduction 199
7.2 Inequalities for |u*„(*, ; i/)| 201
7.3 Holomorphy of 0(x, t) as a Function of x 204
7.4 Holomorphy of 0(x, t) as a Function of t 205
7.5 Q(x, t) as a Solution of GF 214
7.6 The Special Case u = 1/2 215
ix
Chapter 8 Probability Density Functions 219
8.1 Introduction 219
8.2 The Source Density 221
8.3 Special Cases 226
8.4 Related Densities 228
Chapter 9 Parameter Estimation 231
9.1 Introduction 231
9.2 Source Density Estimation 233
9.3 Hyper Gamma Density Estimation 240
9.4 Lognormal Density Estimation 255
9.5 Extreme Value Density Estimation 258
Chapter 10 Characteristic Functions 267
10.1 Introduction 267
10.2 The Characteristic Function for 0 /? 1 270
10.3 The Characteristic Function for 0 = 1 278
10.4 The Characteristic Function for j3 1 280
Bibliography 285
Index 290
|
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| id | DE-604.BV009468746 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:35:59Z |
| institution | BVB |
| isbn | 0582087368 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006262954 |
| oclc_num | 27429783 |
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| owner | DE-12 DE-384 DE-29T DE-11 DE-188 |
| owner_facet | DE-12 DE-384 DE-29T DE-11 DE-188 |
| physical | XVI, 292 S. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Longman Scientific & Technical u.a. |
| record_format | marc |
| series | Pitman monographs and surveys in pure and applied mathematics |
| series2 | Pitman monographs and surveys in pure and applied mathematics |
| spelling | Lehnigk, Siegfried Horst 1928- Verfasser (DE-588)105384542 aut The generalized Feller equation and related topics S. H. Lehnigk 1. publ. Harlow, Essex Longman Scientific & Technical u.a. 1993 XVI, 292 S. txt rdacontent n rdamedia nc rdacarrier Pitman monographs and surveys in pure and applied mathematics 68 Fokker-Planck, Équation de ram processus diffusion inriac solution numérique inriac équation Fokker-Planck inriac Diffusion processes Fokker-Planck equation Numerical solutions Fokker-Planck-Gleichung (DE-588)4126333-9 gnd rswk-swf Fokker-Planck-Gleichung (DE-588)4126333-9 s DE-604 Pitman monographs and surveys in pure and applied mathematics 68 (DE-604)BV000022446 68 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006262954&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Lehnigk, Siegfried Horst 1928- The generalized Feller equation and related topics Pitman monographs and surveys in pure and applied mathematics Fokker-Planck, Équation de ram processus diffusion inriac solution numérique inriac équation Fokker-Planck inriac Diffusion processes Fokker-Planck equation Numerical solutions Fokker-Planck-Gleichung (DE-588)4126333-9 gnd |
| subject_GND | (DE-588)4126333-9 |
| title | The generalized Feller equation and related topics |
| title_auth | The generalized Feller equation and related topics |
| title_exact_search | The generalized Feller equation and related topics |
| title_full | The generalized Feller equation and related topics S. H. Lehnigk |
| title_fullStr | The generalized Feller equation and related topics S. H. Lehnigk |
| title_full_unstemmed | The generalized Feller equation and related topics S. H. Lehnigk |
| title_short | The generalized Feller equation and related topics |
| title_sort | the generalized feller equation and related topics |
| topic | Fokker-Planck, Équation de ram processus diffusion inriac solution numérique inriac équation Fokker-Planck inriac Diffusion processes Fokker-Planck equation Numerical solutions Fokker-Planck-Gleichung (DE-588)4126333-9 gnd |
| topic_facet | Fokker-Planck, Équation de processus diffusion solution numérique équation Fokker-Planck Diffusion processes Fokker-Planck equation Numerical solutions Fokker-Planck-Gleichung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006262954&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000022446 |
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