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There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re[...]
Mention d'édition : 2nd ed. ISBN/ISSN/EAN : 978-3-0348-9462-3 Article en page(s) : XV, 672 p. Index. décimale : 519.2/33 Tags : Brownian motion processes Langues: Anglais Books
This book contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations, and their applications to a variety of problems arising in statistical physics, biology, and [...]
ISBN/ISSN/EAN : 978-1-4419-1902-1 Article en page(s) : XVIII, 555 p. Index. décimale : 519.2 Tags : Distribution (Probability theory) ; Engineering mathematics ; Mathematical statistics ; Mathematics Langues: Anglais