Analysis in Banach Spaces: Volume I: Martingales and Littlewood-Paley Theory, Hytцnen Tuomas, Van Neerven Jan, Veraar Mark
Автор: Revuz, Daniel Yor, Marc Название: Continuous martingales and brownian motion ISBN: 3642084001 ISBN-13(EAN): 9783642084003 Издательство: Springer Рейтинг: Цена: 13969.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "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. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... 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, and throwing out challenging remarks about areas awaiting further research..." Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.
Автор: Schilling Название: Measures, Integrals and Martingales ISBN: 1316620247 ISBN-13(EAN): 9781316620243 Издательство: Cambridge Academ Рейтинг: Цена: 7445.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Measure and integration are key topics in many areas of mathematics, including analysis, probability, mathematical physics and finance. This book offers a concise yet elementary introduction in which the theory is quickly and simply developed. Few prerequisites are required, making the text suitable for undergraduate lecture courses or self-study.
Описание: We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale is then said to be associated to this peacock. In this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings. They are developed in eight chapters, with about a hundred of exercises.
Описание: Covering a range of subjects from operator theory and classical harmonic analysis to Banach space theory, this book features fully-refereed, high-quality papers exploring new results and trends in weighted norm inequalities, Schur-Agler class functions, complex analysis, dynamical systems, and dyadic harmonic analysis.
Автор: Pisier Название: Martingales in Banach Spaces ISBN: 1107137241 ISBN-13(EAN): 9781107137240 Издательство: Cambridge Academ Рейтинг: Цена: 9979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Martingales arise in many areas of probability theory. This book focuses on their applications to the geometry of Banach spaces and discusses the interplay of Banach space valued martingales with various other areas of analysis. It is accessible to graduates with a basic knowledge of real and complex analysis.
Автор: Le Gall Jean-Franзois Название: Brownian Motion, Martingales, and Stochastic Calculus ISBN: 331980961X ISBN-13(EAN): 9783319809618 Издательство: Springer Рейтинг: Цена: 7965.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Gaussian variables and Gaussian processes.- Brownian motion.- Filtrations and martingales.- Continuous semimartingales.- Stochastic integration.- General theory of Markov processes.- Brownian motion and partial differential equations.- Stochastic differential equations.- Local times.- The monotone class lemma.- Discrete martingales.- References.
Описание: This monograph deals with the theory of one-and two-parameter martingale Hardy spaces and their use in Fourier analysis. The atomic decomposition method is applied to both theories, and a new proof of Carleson`s convergence result, using martingale methods, is provided.
Описание: Preface.- Part I: Cora.- Cora Sadosky: her mathematics, mentorship, and professional contributions (Rodolfo Torres).- Cora's scholarly work: publications according to MathSciNet.- Remembrances and Photos (Steven Krantz, Marнa Dolores (Lolу) Morбn, Guido Weiss, Mike Wilson, Georgia Benkhart, Judy Green, Richard Bourgin, Daniel Szyld, Estela Gavosto, Andrea Nahmod, Marнa Cristina Pereyra, Gustavo Ponce, Rodolfo Torres & Wilfredo Urbina).- Part II: Harmonic and Complex Analysis, Banach and Metric Spaces, and Partial Differential Equations.- Higher-order elliptic equations in non-smooth domains: history and recent results (Svitlana Mayboroda).- Victor Shapiro and the theory of uniqueness for multiple trigonometric series (Marshall Ash).- A last conversation with Cora (Aline Bonami).- Fourier multipliers of the homogeneous Sobolev space W1,1 (Aline Bonami).- A Note on nonhomogeneous weighted div-curl lemmas (Der-Chen Chang, Galia Dafni & Hong Yue).- A remark on bilinear square functions (Lukas Grafakos).- Unique continuous for the elasticity system and a counterexample for second order elliptic systems (Carlos Kenig & Jenn-Nan Wang).- Hardy spaces of holomorphic functions for domains in Cn with minimal smoothness (Loredana Lanzani & Eli Stein).- On the preservation of eccentricities of Monge-Ampиre sections (Diego Maldonado).- BMO: oscillations, self-improvement, Gagliardo coordinate spaces and reverse Hardy inequalities (Mario Milman).- Besov spaces, symbolic calculus and boundedness of bilinear pseudodifferential operators (Virginia Naibo & Jodi Herbert).- Metric characterization of some classes of Banach spaces (Mikhail Ostrowski).- On the IVP for the k-generalized Benjamin-Ono equation (Gustavo Ponce).
Автор: Le Gall, Jean-francois Название: Brownian motion, martingales, and stochastic calculus ISBN: 3319310887 ISBN-13(EAN): 9783319310886 Издательство: Springer Рейтинг: Цена: 7965.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Автор: Norihiko Kazamaki Название: Continuous Exponential Martingales and BMO ISBN: 3540580425 ISBN-13(EAN): 9783540580423 Издательство: Springer Рейтинг: Цена: 3487.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes.
Описание: Covering a range of subjects from operator theory and classical harmonic analysis to Banach space theory, this book features fully-refereed, high-quality papers exploring new results and trends in weighted norm inequalities, Schur-Agler class functions, complex analysis, dynamical systems, and dyadic harmonic analysis.
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