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LEADER 03015cam 22005654a 4500

001 ocn781277931;

003 OCoLC;

005 20141212053309.0;

008 120319s2012 gw a b 001 0 eng ;

010 a| 2012007045;

020 a| 9783110278897 (pbk. : alk. paper);

020 a| 3110278898 (pbk. : alk. paper);

020 a| 9783110278989 (e-book);

020 a| 3110278987 (e-book);

029 1 a| HEBISb| 301218625;

029 1 a| AU@b| 000048925897;

035 a| (Sirsi) o781277931;

035 a| (OCoLC)781277931;

042 a| pcc;

049 a| EREE;

050 00 a| QA274.75b| .S35 2012;

072 7 a| QA2| lcco;

082 00 a| 519.2/332| 23;

100 1 a| Schilling, René L.=| ^A1156021;

245 10 a| Brownian motion :b| an introduction to stochastic processes /c| by René L. Schilling, Lothar Partzsch.;

250 a| 1st ed.;

300 a| xiv, 380 pages :b| illustrations ;c| 24 cm.;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

490 1 a| De Gruyter graduate;

504 a| Includes bibliographical references and index.;

505 0 a| Robert Brown's new thing -- Brownian motion as a Gaussian process -- Constructions of Brownian motion -- The canonical model -- Brownian motion as a martingale -- Brownian motion as a Markov process -- Brownian motion and transition semigroups -- The PDE connection -- The variation of Brownian paths -- Regularity of Brownian paths -- Strassen's functional law of the iterated logarithm -- Skorokhod representation -- Stochastic integrals: L²-theory -- Stochastic integrals: beyond -- Itô's formula -- Application of Itô's formula -- Stochastic differential equations -- On diffusions -- Simulation of Brownian motion / Björn Böttcher -- Appendixes: A.1. Kolmogorov's existence theorem -- A.2. A property of conditional expectations -- A.3. From discrete to continuous time martigales -- A.4. Stopping and sampling -- A.5. Remarks on Feller processes -- A.6. The Doob-Meyer decomposition -- A.7. BV functions and Riemann-Stieltjes integrals -- A.8. Some tools from analysis.;

650 0 a| Brownian motion processes.=| ^A88606;

650 0 a| Stochastic processes.=| ^A5552;

700 1 a| Partzsch, Lothar,d| 1945-=| ^A1148839;

830 0 a| De Gruyter graduate.=| ^A1154585;

949 a| QA274.75 .S35 2012h| JOYNER48o| jmpli| 30372016187525;

938 a| YBP Library Servicesb| YANKn| 7575982;

938 a| Baker and Taylorb| BTCPn| BK0011051580;

938 a| Otto Harrassowitzb| HARRn| har120018800;

938 a| Blackwell Book Serviceb| BBUSn| 7575982;

938 a| Coutts Information Servicesb| COUTn| 20323419;

938 a| Ingramb| INGRn| 9783110278897;

994 a| C0b| ERE;

596 a| 1;

998 a| 3290712;

999 a| QA274.75 .S35 2012w| LCc| 1i| 30372016187525d| 6/24/2022l| JGESm| JOYNERq| 1r| Ys| Yt| JGESBKu| 6/14/2013x| BOOKz| JSTACKSo| .STAFF. jmpl;

Brownian motion : an introduction to stochastic processes / by René L. Schilling, Lothar Partzsch.

Author/creator	Schilling, René L.
Other author	Partzsch, Lothar, 1945-
Format	Book
Edition	1st ed.
Publication Info	Berlin ; Boston : De Gruyter, ©2012.
Description	xiv, 380 pages : illustrations ; 24 cm.
Subjects	Brownian motion processes. Stochastic processes.

Series	De Gruyter graduate De Gruyter graduate. ^A1154585
Contents	Robert Brown's new thing -- Brownian motion as a Gaussian process -- Constructions of Brownian motion -- The canonical model -- Brownian motion as a martingale -- Brownian motion as a Markov process -- Brownian motion and transition semigroups -- The PDE connection -- The variation of Brownian paths -- Regularity of Brownian paths -- Strassen's functional law of the iterated logarithm -- Skorokhod representation -- Stochastic integrals: L²-theory -- Stochastic integrals: beyond -- Itô's formula -- Application of Itô's formula -- Stochastic differential equations -- On diffusions -- Simulation of Brownian motion / Björn Böttcher -- Appendixes: A.1. Kolmogorov's existence theorem -- A.2. A property of conditional expectations -- A.3. From discrete to continuous time martigales -- A.4. Stopping and sampling -- A.5. Remarks on Feller processes -- A.6. The Doob-Meyer decomposition -- A.7. BV functions and Riemann-Stieltjes integrals -- A.8. Some tools from analysis.
Bibliography note	Includes bibliographical references and index.
LCCN	2012007045
ISBN	9783110278897 (pbk. : alk. paper)
ISBN	3110278898 (pbk. : alk. paper)
ISBN	9783110278989 (e-book)
ISBN	3110278987 (e-book)

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Library	Location	Call Number	Status	Item Actions
Joyner	General Stacks	QA274.75 .S35 2012	✔ Available	Place Hold

Brownian motion : an introduction to stochastic processes / by René L. Schilling, Lothar Partzsch.

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