Stochastic Analysis and Applications

D. Williams

ISBN 10: 3540138919 / ISBN 13: 9783540138914

Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Dez 1984, 1984

About this Item

Neuware -Newtonian diffusions and planets, with a remark on non-standard Dirichlet forms and polymers.- The equivalence of ensembles in statistical mechanics.- The uniqueness of regular DLR measures for certain one-dimensional spin systems.- Generalised Weyl Operators.- One ¿ dimensional stochastic differential equations involving the local times of the unknown process.- Time changes of Brownian motion and the conditional excursion theorem.- On square-root boundaries for Bessel processes, and pole-seeking Brownian motion.- Distributional approximations for networks of quasireversible queues.- Some geometric aspects of potential theory.- BM( 3) and its area integral ¿ ¿ .- The unique factorisation of Brownian products.- Some integral equalities in Wiener-Hopf theory.- A differential equation in Wiener-Hopf theory. 212 pp. Englisch.

Seller Inventory # 9783540138914

Bibliographic Details

• Title: Stochastic Analysis and Applications
• Publisher: Springer Berlin Heidelberg, Springer Berlin Heidelberg Dez 1984
• Publication Date: 1984
• Language: English
• ISBN 10: 3540138919
• ISBN 13: 9783540138914
• Binding: Taschenbuch
• Condition: Neu

About this title

Synopsis

Stochastic Analysis and Applications: Proceedings of the International Conference Held in Swansea, April 11-15, 1983 Stochastic Analysis and Applications: Proceedings of the International Conference Held in Swansea, April 11-15, 1983