Brownian motion and martingales in analysis
Author(s)
Bibliographic Information
Brownian motion and martingales in analysis
（The Wadsworth mathematics series）
Wadsworth Advanced Books & Software, c1984
Available at / 64 libraries
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
dc19:515/d9382021241145
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Note
Bibliography: p. 313-324
Includes indexes
Description and Table of Contents
Description
This book should be of interest to students of mathematics.
Table of Contents
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.
by "Nielsen BookData"