| 书目名称 | Some Aspects of Brownian Motion | | 副标题 | Part II: Some Recent | | 编辑 | Marc Yor | | 视频video | | | 丛书名称 | Lectures in Mathematics. ETH Zürich | | 图书封面 |  | | 描述 | The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It may be natural that Part II, the younger brother, looks more into the main technique with which Part I was "working", namely: martingales and stochastic calculus. As F. Knight writes, in a review article on Part I, in which research on Brownian motion is compared to gold mining: "In the days of P. Levy, and even as late as the theorems of "Ray and Knight" (1963), it was possible for the practiced eye to pick up valuable reward without the aid of much technology . . . Thereafter, however, the rewards are increasingly achieved by the application of high technology". Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II | | 出版日期 | Book 1997 | | 关键词 | Brownian motion; Markov process; Martingale; Probability theory; filtration; function; local time | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-0348-8954-4 | | isbn_softcover | 978-3-7643-5717-7 | | isbn_ebook | 978-3-0348-8954-4 | | copyright | Springer Basel AG 1997 |
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发表于 2025-3-21 18:08:08
