Del i serien Springer Collected Works in Mathematics

Selected Papers

Häftad, Engelska, 2014

AvKiyosi Ito,D.W. Stroock,S.R.S. Varadhan

909 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

, "Uber die analytische Methoden in der Wahrscheinlichkeitsrechnung," Math Ann. , "Zur Theorie der stochastischen Prozesse," Math Ann. , "Stochastic processes depending on a continuous parameter, " TAMS 42 (1937)) still appeared impregnable to all but the most erudite.

Produktinformation

Utgivningsdatum2014-10-04
Mått155 x 235 x 27 mm
Vikt940 g
FormatHäftad
SpråkEngelska
SerieSpringer Collected Works in Mathematics
Antal sidor647
Upplaga1987
FörlagSpringer-Verlag New York Inc.
ISBN9781461496304

Tillhör följande kategorier

Matematik inom Naturvetenskap och teknik

[1] On Stochastic Processes (Infinitely divisible laws of probability).- [2] Differential Equations Determining a Markoff Process.- [3] On the Ergodicity of a Certain Stationary Process.- [4] A Kinematic Theory of Turbulence.- [5] On the Normal Stationary Process with no Hysteresis.- [7] Stochastic Integral.- [9] On a Stochastic Integral Equation.- [10] Stochastic Differential Equations in a Differentiable Manifold.- [11] Brownian Motions in a Lie Group.- [12] On Stochastic Differential Equations.- [13] On a Formula Concerning Stochastic Differentials.- [14] Multiple Wiener Integral.- [15] Stochastic Differential Equations in a Differentiable Manifold.- [16] Stationary Random Distributions.- [17] Complex Multiple Wiener Integral.- [18] Isotropic Random Current.- [19] Spectral Type of the Shift Transformation of Differential Processes with Stationary Increments.- [20] Potentials and the Random Walk.- [21] Wiener Integral and Feynman Integral.- [22] Construction of Diffusions.- [23] The Brownian Motion and Tensor Fields on Riemannian Manifold.- [24] Brownian Motions on a Half Line.- [25] The Expected Number of Zeros of Continuous Stationary Gaussian Processes.- [26] On Stationary Solutions of a Stochastic Differential Equation.- [27] Transformation of Markov Processes by Multiplicative Functionals.- [28] The Canonical Modification of Stochastic Processes.- [29] On the Convergence of Sums of Independent Banach Space Valued Random Variables.- [30] Generalized Uniform Complex Measures in the Hilbertian Metric Space with their Application to the Feynman Integral.- [31] On the Oscillation Functions of Gaussian Processes.- [32] Canonical Measurable Random Functions.- [33] The Topological Support of a Gauss Measure on Hilbert Space.- [34] Poisson Point Processes Attached to Markov Processes.- [37] Stochastic Differentials.- [38] Stochastic Parallel Displacement.- [40] Extension of Stochastic Integrals.- [44] Infinite Dimensional Ornstein-Uhlenbeck Processes.- [45] Regularization of Linear Random Functionals (with M. Nawata).- [46] Distribution-Valued Processes Arising from Independent Brownian Motions.