Special Functions, Probability Semigroups, and Hamiltonian Flows (Lecture Notes in Mathematics, 696)
Description
Basic operator theory.- Moment theory.- Orthogonal theory.- The standard processes. Examples.- Limit theorems.- Discrete theory. Martingales. Stochastic integrals.- Multidimensional theory.- Hamiltonian processes and stochastic processes.- Concluding remarks.
Keywords
FUNCTIONS, SPECIALPROBABILITIESSEMIGROUPS
