Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
1996
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Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | Regensburg, Univ., Diss., 1996 |
Beschreibung: | 62 S. |
Internformat
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Datensatz im Suchindex
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adam_text |
TABLE
OF
CONTENTS
INTRODUCTION
.
1
NOTATIONS
.
3
1
LINEAR
DIFFUSIONS
.
5
2
RESULTS
ON
UNIQUENESS
.
7
3
THE
SCALE
FUNCTION
.
11
4
CHANGE
OF
SCALE
AND
SPEED
.
15
5
TIME
REVERSAL
.
21
6
A
PITMAN
TYPE
THEOREM
.
25
7
TRANSITION
DENSITIES
AND
BRIDGES
.
33
8
EXCURSION
MEASURES
.
44
9
BROWNIAN
BRIDGES
ON
MANIFOLDS
.
50
A
APPENDIX.
FILTRATIONS
IN
CANONICAL
SPACES
.
58
B
APPENDIX.
SINGULARITIES
OF
CONTINUOUS
LOCAL
MARTINGALES
.
59
ADDENDUM
.
60
REFERENCES
.
61 |
any_adam_object | 1 |
author | Rauscher, Bernhard |
author_facet | Rauscher, Bernhard |
author_role | aut |
author_sort | Rauscher, Bernhard |
author_variant | b r br |
building | Verbundindex |
bvnumber | BV011190947 |
classification_rvk | SK 820 |
ctrlnum | (OCoLC)258066175 (DE-599)BVBBV011190947 |
discipline | Mathematik |
format | Book |
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genre_facet | Hochschulschrift |
id | DE-604.BV011190947 |
illustrated | Not Illustrated |
indexdate | 2024-08-17T00:56:25Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007505401 |
oclc_num | 258066175 |
open_access_boolean | |
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owner_facet | DE-355 DE-BY-UBR DE-739 DE-29T DE-12 DE-703 DE-11 |
physical | 62 S. |
publishDate | 1996 |
publishDateSearch | 1996 |
publishDateSort | 1996 |
record_format | marc |
spelling | Rauscher, Bernhard Verfasser aut Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds vorgelegt von Bernhard Rauscher 1996 62 S. txt rdacontent n rdamedia nc rdacarrier Regensburg, Univ., Diss., 1996 Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd rswk-swf Radial symmetrische Mannigfaltigkeit (DE-588)4449457-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Diffusionsprozess (DE-588)4274463-5 s Brownsche Bewegung (DE-588)4128328-4 s Wahrscheinlichkeitsmaß (DE-588)4137556-7 s Radial symmetrische Mannigfaltigkeit (DE-588)4449457-9 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007505401&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Rauscher, Bernhard Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds Brownsche Bewegung (DE-588)4128328-4 gnd Diffusionsprozess (DE-588)4274463-5 gnd Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Radial symmetrische Mannigfaltigkeit (DE-588)4449457-9 gnd |
subject_GND | (DE-588)4128328-4 (DE-588)4274463-5 (DE-588)4137556-7 (DE-588)4449457-9 (DE-588)4113937-9 |
title | Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds |
title_auth | Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds |
title_exact_search | Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds |
title_full | Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds vorgelegt von Bernhard Rauscher |
title_fullStr | Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds vorgelegt von Bernhard Rauscher |
title_full_unstemmed | Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds vorgelegt von Bernhard Rauscher |
title_short | Excursion measures for linear diffusions with applications to Brownian bridges on radially symmetric manifolds |
title_sort | excursion measures for linear diffusions with applications to brownian bridges on radially symmetric manifolds |
topic | Brownsche Bewegung (DE-588)4128328-4 gnd Diffusionsprozess (DE-588)4274463-5 gnd Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Radial symmetrische Mannigfaltigkeit (DE-588)4449457-9 gnd |
topic_facet | Brownsche Bewegung Diffusionsprozess Wahrscheinlichkeitsmaß Radial symmetrische Mannigfaltigkeit Hochschulschrift |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007505401&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT rauscherbernhard excursionmeasuresforlineardiffusionswithapplicationstobrownianbridgesonradiallysymmetricmanifolds |