Hakutulokset: Kirjoja kirjailijalta Jean-François Le Gall
yhteensä 11 hakutulosta
Brownian Motion, Martingales, and Stochastic Calculus
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main …
Measure Theory, Probability, and Stochastic Processes
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the …
Brownian Motion, Martingales, and Stochastic Calculus
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main …
Spatial Branching Processes, Random Snakes and Partial Differential Equations
In these lectures, we give an account of certain recent developments of the theory of spatial branching processes. These developments lead to several fas cinating probabilistic …
Mouvement brownien, martingales et calcul stochastique
Cet ouvrage propose une approche concise mais complète de la théorie de l''intégrale stochastique dans le cadre général des semimartingales continues. Après une introduction au …
Spatial Branching Processes, Random Snakes and Partial Differential Equations
In these lectures, we give an account of certain recent developments of the theory of spatial branching processes. These developments lead to several fas- cinating probabilistic …
Measure Theory, Probability, and Stochastic Processes
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the …
Mouvement brownien, martingales et calcul stochastique
Cet ouvrage propose une approche concise mais complète de la théorie de l'intégrale stochastique dans le cadre général des semimartingales continues. Après une introduction au …
Brownian Motion, Martingales, and Stochastic Calculus
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main …
Ecole d'Ete de Probabilites de Saint-Flour XX - 1990
Ecole d'Ete de Probabilites de Saint-Flour XX - 1990
CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.