Brownian motion and martingales in analysis
著者
書誌事項
Brownian motion and martingales in analysis
（The Wadsworth mathematics series）
Wadsworth Advanced Books & Software, c1984
大学図書館所蔵 件 / 全64件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Bibliography: p. 313-324
Includes indexes
内容説明・目次
内容説明
This book should be of interest to students of mathematics.
目次
Brownian motion. Stochastic integration. Conditioned Brownian motions. Boundary limits of harmonic functions. Complex Brownian motion and analytic functions. Hardy spaces and related spaces of martingales. H1 and BMO, m1 and BMO. PDE's which can be solved by running a Brownian motion. Stochastic differential equations.
「Nielsen BookData」 より