Special Functions, Probability Semigroups, and Hamiltonian Flows (Lecture Notes in Mathematics, 696) | EKB DL

Home BookSpecial Functions, Probability Semigroups, and Hamiltonian Flows (Lecture Notes in Mathematics, 696)

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

1978Book

Author(s)P. J. Feinsilver

PublisherSpringer

ISBN9783540091004

LanguageEnglish

SpringerLink

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