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| schema:creator | <https://jpsearch.go.jp/entity/ncname/Revuz_Daniel> (➜ "Revuz Daniel") |
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| schema:datePublished | "2005" |
| schema:description 8 | "資料種別: Paperback / softback" |
| schema:description | "注記: Includes indexes" |
| schema:description | "備考: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion...This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." --BULLETIN OF THE L.M.S. (Nielsen Book)...(more)" |
| schema:description | "備考: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion...This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." -BULLETIN OF THE L.M.S. (Nielsen Book)...(more)" |
| schema:description | "資料種別: Hardback" |
| schema:description | "分類: LCC:QA274.5; DC20:519.2/87; BIC:PBT; BIC:PBW" |
| schema:description | "責任表示: Daniel Revuz, Marc Yor" |
| schema:description | "Bibliography: p. [553]-594" |
| schema:edition | "Corr. 3rd print. of 3rd ed" |
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| schema:isbn 2 | "9783642084003" |
| schema:isbn | "3540643257" |
| schema:numberOfPages | "xi, 606 p." |
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| schema:size | "24 cm" |
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| schema:tocEntry | "0. Preliminaries.- I. Introduction.- II. Martingales.- III. Markov Processes.- IV. Stochastic Integration.- V. Representation of Martingales.- VI. Local Times.- VII. Generators and Time Reversal.- VIII. Girsanov's Theorem and First Applications.- IX. Stochastic Differential Equations.- X. Additive Functionals of Brownian Motion.- XI. Bessel Processes and Ray-Knight Theorems.- XII. Excursions.- XIII. Limit Theorems in Distribution.- x1. Gronwall's Lemma.- x2. Distributions.- x3. Convex Functions.- x4. Hausdorff Measures and Dimension.- x5. Ergodic Theory.- x6. Probabilities on Function Spaces.- x7. Bessel Functions.- x8. Sturm-Liouville Equation.- Index of Notation.- Index of Terms.- Catalogue....(more)" |