Asymptotic Problems in Probability Theory: Stochastic Models and Diffusions on Fractals - Couverture rigide

Elworthy, K. D.

Couverture rigide

ISBN 10 : 0582086566 ISBN 13 : 9780582086562

Editeur : CRC Press, 1993

Synopsis

Part of the "Pitman Research Notes in Mathematics" series, this text consists of two sections, the first contains discussions of limiting behaviour for certain stochastic models, the second relates to analysis on fractals, including constructions of diffusion processes on fractals. Amongst the areas covered are the support of Wiener functionals, Hausdorff dimension of nonlinear Cantor sets and homogenization of reflecting barrier Brownian motions. The companion volume to this title, "Asymptomatic Problems in probability Theory: Wiener Functionals and Asymptomatics" is divided into a "theoretical" section on properties of Wiener functionals, including K. Ito's new approach to analysis on Wiener space, and a section on asymptomatics, especially large deviation results and asymptomatics in an infinite dimensional setting. The latter includes applications to specific examples such as Schrodinger operators and stochastic wave equations.

Détails de l'édition

• Éditeur: CRC Press
• Date d'édition: 1993
• Langue: anglais
• ISBN 10: 0582086566
• ISBN 13: 9780582086562
• Reliure: Relié
• Nombre de pages: 304
• Éditeur: Ikeda N.
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible