LIBROS DEL AUTOR: jean francois le gall

6 resultados para LIBROS DEL AUTOR: jean francois le gall

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  • Measure Theory, Probability, and Stochastic Processes
    Jean-François Le Gall
    This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other are...
    Disponible

    47,22 €

  • Brownian Motion, Martingales, and Stochastic Calculus
    Jean-François Le Gall
    This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introd...
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    84,75 €

  • Brownian Motion, Martingales, and Stochastic Calculus
    Jean-Francois Le Gall
    This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introd...
    Disponible

    83,39 €

  • Mouvement brownien, martingales et calcul stochastique
    Jean-Francois Le Gall
    Cet ouvrage propose une approche concise mais complète de la théorie de l’intégrale stochastique dans le cadre général des semimartingales continues. Après une introduction au mouvement brownien et à ses principales propriétés, les martingales et les semimartingales continues sont présentées en détail avant la construction de l’intégrale stochastique. Les outils du calcul stoch...
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    85,23 €

  • Spatial Branching Processes, Random Snakes and Partial Differential Equations
    Jean-Francois Le Gall
    This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between supe...
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    122,16 €

  • Ecole d’Ete de Probabilites de Saint-Flour XX - 1990
    Jean-Francois Le Gall / Mark Freidlin
    CONTENTS: M.I. Freidlin: Semi-linear PDE’s and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion. ...
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    84,91 €