Continuous Martingales and Brownian Motion:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1991
|
| Schriftenreihe: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
293 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This book focuses on the probabilistic theory ofBrownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec tioll of many fundamental classes of processes. It is a continuous martingale, a Gaussian process, a Markov process or more specifically a process with in dependent increments; it can actually be defined, up to simple transformations, as the real-valued, centered process with independent increments and continuous paths. It is therefore no surprise that a vast array of techniques may be success fully applied to its study and we, consequently, chose to organize the book in the following way. After a first chapter where Brownian motion is introduced, each of the following ones is devoted to a new technique or notion and to some of its applications to Brownian motion. Among these techniques, two are of para mount importance: stochastic calculus, the use ofwhich pervades the whole book and the powerful excursion theory, both of which are introduced in a self contained fashion and with a minimum of apparatus. They have made much easier the proofs of many results found in the epoch-making book of Itö and McKean: Diffusion Processes and their Sampie Paths, Springer (1965) |
| Beschreibung: | 1 Online-Ressource (IX, 536 p) |
| ISBN: | 9783662217269 9783662217283 |
| ISSN: | 0072-7830 |
| DOI: | 10.1007/978-3-662-21726-9 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV042423502 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s1991 |||| o||u| ||||||eng d | ||
| 020 | |a 9783662217269 |c Online |9 978-3-662-21726-9 | ||
| 020 | |a 9783662217283 |c Print |9 978-3-662-21728-3 | ||
| 024 | 7 | |a 10.1007/978-3-662-21726-9 |2 doi | |
| 035 | |a (OCoLC)1184499770 | ||
| 035 | |a (DE-599)BVBBV042423502 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519.2 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Revuz, Daniel |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Continuous Martingales and Brownian Motion |c by Daniel Revuz, Marc Yor |
| 264 | 1 | |a Berlin, Heidelberg |b Springer Berlin Heidelberg |c 1991 | |
| 300 | |a 1 Online-Ressource (IX, 536 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics |v 293 |x 0072-7830 | |
| 500 | |a This book focuses on the probabilistic theory ofBrownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec tioll of many fundamental classes of processes. It is a continuous martingale, a Gaussian process, a Markov process or more specifically a process with in dependent increments; it can actually be defined, up to simple transformations, as the real-valued, centered process with independent increments and continuous paths. It is therefore no surprise that a vast array of techniques may be success fully applied to its study and we, consequently, chose to organize the book in the following way. After a first chapter where Brownian motion is introduced, each of the following ones is devoted to a new technique or notion and to some of its applications to Brownian motion. Among these techniques, two are of para mount importance: stochastic calculus, the use ofwhich pervades the whole book and the powerful excursion theory, both of which are introduced in a self contained fashion and with a minimum of apparatus. They have made much easier the proofs of many results found in the epoch-making book of Itö and McKean: Diffusion Processes and their Sampie Paths, Springer (1965) | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Probability Theory and Stochastic Processes | |
| 650 | 4 | |a Theoretical, Mathematical and Computational Physics | |
| 650 | 4 | |a Mathematik | |
| 650 | 0 | 7 | |a Martingal |0 (DE-588)4126466-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische Analysis |0 (DE-588)4132272-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Martingaltheorie |0 (DE-588)4168982-3 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |D s |
| 689 | 0 | 1 | |a Martingal |0 (DE-588)4126466-6 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 689 | 1 | 0 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |D s |
| 689 | 1 | 1 | |a Stochastische Analysis |0 (DE-588)4132272-1 |D s |
| 689 | 1 | |8 2\p |5 DE-604 | |
| 689 | 2 | 0 | |a Martingaltheorie |0 (DE-588)4168982-3 |D s |
| 689 | 2 | |8 3\p |5 DE-604 | |
| 689 | 3 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 3 | |8 4\p |5 DE-604 | |
| 700 | 1 | |a Yor, Marc |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-662-21726-9 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027858919 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 3\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 4\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153099325014016 |
|---|---|
| any_adam_object | |
| author | Revuz, Daniel |
| author_facet | Revuz, Daniel |
| author_role | aut |
| author_sort | Revuz, Daniel |
| author_variant | d r dr |
| building | Verbundindex |
| bvnumber | BV042423502 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)1184499770 (DE-599)BVBBV042423502 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-662-21726-9 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03912nmm a2200661zcb4500</leader><controlfield tag="001">BV042423502</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s1991 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783662217269</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-662-21726-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783662217283</subfield><subfield code="c">Print</subfield><subfield code="9">978-3-662-21728-3</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-662-21726-9</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1184499770</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042423502</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Revuz, Daniel</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Continuous Martingales and Brownian Motion</subfield><subfield code="c">by Daniel Revuz, Marc Yor</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin, Heidelberg</subfield><subfield code="b">Springer Berlin Heidelberg</subfield><subfield code="c">1991</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (IX, 536 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics</subfield><subfield code="v">293</subfield><subfield code="x">0072-7830</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">This book focuses on the probabilistic theory ofBrownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec tioll of many fundamental classes of processes. It is a continuous martingale, a Gaussian process, a Markov process or more specifically a process with in dependent increments; it can actually be defined, up to simple transformations, as the real-valued, centered process with independent increments and continuous paths. It is therefore no surprise that a vast array of techniques may be success fully applied to its study and we, consequently, chose to organize the book in the following way. After a first chapter where Brownian motion is introduced, each of the following ones is devoted to a new technique or notion and to some of its applications to Brownian motion. Among these techniques, two are of para mount importance: stochastic calculus, the use ofwhich pervades the whole book and the powerful excursion theory, both of which are introduced in a self contained fashion and with a minimum of apparatus. They have made much easier the proofs of many results found in the epoch-making book of Itö and McKean: Diffusion Processes and their Sampie Paths, Springer (1965)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probability Theory and Stochastic Processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Theoretical, Mathematical and Computational Physics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Martingal</subfield><subfield code="0">(DE-588)4126466-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Brownsche Bewegung</subfield><subfield code="0">(DE-588)4128328-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Martingaltheorie</subfield><subfield code="0">(DE-588)4168982-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Brownsche Bewegung</subfield><subfield code="0">(DE-588)4128328-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Martingal</subfield><subfield code="0">(DE-588)4126466-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Brownsche Bewegung</subfield><subfield code="0">(DE-588)4128328-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Martingaltheorie</subfield><subfield code="0">(DE-588)4168982-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">3\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="8">4\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Yor, Marc</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-662-21726-9</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027858919</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">3\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">4\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042423502 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:13Z |
| institution | BVB |
| isbn | 9783662217269 9783662217283 |
| issn | 0072-7830 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027858919 |
| oclc_num | 1184499770 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (IX, 536 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| series2 | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics |
| spelling | Revuz, Daniel Verfasser aut Continuous Martingales and Brownian Motion by Daniel Revuz, Marc Yor Berlin, Heidelberg Springer Berlin Heidelberg 1991 1 Online-Ressource (IX, 536 p) txt rdacontent c rdamedia cr rdacarrier Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 293 0072-7830 This book focuses on the probabilistic theory ofBrownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec tioll of many fundamental classes of processes. It is a continuous martingale, a Gaussian process, a Markov process or more specifically a process with in dependent increments; it can actually be defined, up to simple transformations, as the real-valued, centered process with independent increments and continuous paths. It is therefore no surprise that a vast array of techniques may be success fully applied to its study and we, consequently, chose to organize the book in the following way. After a first chapter where Brownian motion is introduced, each of the following ones is devoted to a new technique or notion and to some of its applications to Brownian motion. Among these techniques, two are of para mount importance: stochastic calculus, the use ofwhich pervades the whole book and the powerful excursion theory, both of which are introduced in a self contained fashion and with a minimum of apparatus. They have made much easier the proofs of many results found in the epoch-making book of Itö and McKean: Diffusion Processes and their Sampie Paths, Springer (1965) Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Mathematik Martingal (DE-588)4126466-6 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Martingaltheorie (DE-588)4168982-3 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 s Martingal (DE-588)4126466-6 s 1\p DE-604 Stochastische Analysis (DE-588)4132272-1 s 2\p DE-604 Martingaltheorie (DE-588)4168982-3 s 3\p DE-604 Stochastischer Prozess (DE-588)4057630-9 s 4\p DE-604 Yor, Marc Sonstige oth https://doi.org/10.1007/978-3-662-21726-9 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Revuz, Daniel Continuous Martingales and Brownian Motion Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Mathematik Martingal (DE-588)4126466-6 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Stochastische Analysis (DE-588)4132272-1 gnd Martingaltheorie (DE-588)4168982-3 gnd |
| subject_GND | (DE-588)4126466-6 (DE-588)4057630-9 (DE-588)4128328-4 (DE-588)4132272-1 (DE-588)4168982-3 |
| title | Continuous Martingales and Brownian Motion |
| title_auth | Continuous Martingales and Brownian Motion |
| title_exact_search | Continuous Martingales and Brownian Motion |
| title_full | Continuous Martingales and Brownian Motion by Daniel Revuz, Marc Yor |
| title_fullStr | Continuous Martingales and Brownian Motion by Daniel Revuz, Marc Yor |
| title_full_unstemmed | Continuous Martingales and Brownian Motion by Daniel Revuz, Marc Yor |
| title_short | Continuous Martingales and Brownian Motion |
| title_sort | continuous martingales and brownian motion |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Mathematik Martingal (DE-588)4126466-6 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Stochastische Analysis (DE-588)4132272-1 gnd Martingaltheorie (DE-588)4168982-3 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Mathematik Martingal Stochastischer Prozess Brownsche Bewegung Stochastische Analysis Martingaltheorie |
| url | https://doi.org/10.1007/978-3-662-21726-9 |
| work_keys_str_mv | AT revuzdaniel continuousmartingalesandbrownianmotion AT yormarc continuousmartingalesandbrownianmotion |