Download or read book Probabilities and Potential B written by C. Dellacherie and published by Elsevier. This book was released on 2011-08-18 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilities and Potential, B

Download or read book Probabilities and Potential B Theory of Martingales written by Claude Dellacherie and published by . This book was released on 1982 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Probabilities and Potential written by C. Dellacherie and published by Elsevier. This book was released on 1979-01-01 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilities and Potential, A

Download or read book Probabilities and Potential written by Claude Dellacherie and published by Elsevier Health Sciences. This book was released on 1982 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: [A. No special title] -- B. Theory of martingales -- C. Potential theory for discrete and continuous semi groups.

Download or read book Probabilities and Potential written by Claude Dellacherie and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Probability written by Davar Khoshnevisan and published by American Mathematical Soc.. This book was released on 2007 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.

Download or read book Counterexamples in Probability written by Jordan M. Stoyanov and published by Courier Corporation. This book was released on 2014-01-15 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: "While most mathematical examples illustrate the truth of a statement, counterexamples demonstrate a statement's falsity. Enjoyable topics of study, counterexamples are valuable tools for teaching and learning. The definitive book on the subject in regards to probability, this third edition features the author's revisions and corrections plus a substantial new appendix. 2013 edition"--

Download or read book Knowing the Odds written by John B. Walsh and published by American Mathematical Soc.. This book was released on 2012-09-06 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: John Walsh, one of the great masters of the subject, has written a superb book on probability. It covers at a leisurely pace all the important topics that students need to know, and provides excellent examples. I regret his book was not available when I taught such a course myself, a few years ago. --Ioannis Karatzas, Columbia University In this wonderful book, John Walsh presents a panoramic view of Probability Theory, starting from basic facts on mean, median and mode, continuing with an excellent account of Markov chains and martingales, and culminating with Brownian motion. Throughout, the author's personal style is apparent; he manages to combine rigor with an emphasis on the key ideas so the reader never loses sight of the forest by being surrounded by too many trees. As noted in the preface, ``To teach a course with pleasure, one should learn at the same time.'' Indeed, almost all instructors will learn something new from the book (e.g. the potential-theoretic proof of Skorokhod embedding) and at the same time, it is attractive and approachable for students. --Yuval Peres, Microsoft With many examples in each section that enhance the presentation, this book is a welcome addition to the collection of books that serve the needs of advanced undergraduate as well as first year graduate students. The pace is leisurely which makes it more attractive as a text. --Srinivasa Varadhan, Courant Institute, New York This book covers in a leisurely manner all the standard material that one would want in a full year probability course with a slant towards applications in financial analysis at the graduate or senior undergraduate honors level. It contains a fair amount of measure theory and real analysis built in but it introduces sigma-fields, measure theory, and expectation in an especially elementary and intuitive way. A large variety of examples and exercises in each chapter enrich the presentation in the text.

Download or read book Introduction to Probability written by John B. Thomas and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book was written for an introductory one-term course in probability. It is intended to provide the minimum background in probability that is necessary for students interested in applications to engineering and the sciences. Although it is aimed primarily at upperclassmen and beginning graduate students, the only prere quisite is the standard calculus course usually required of under graduates in engineering and science. Most beginning students will have some intuitive notions of the meaning of probability based on experiences involving, for example, games of chance. This book develops from these notions a set of precise and ordered concepts comprising the elementary theory of probability. An attempt has been made to state theorems carefully, but the level of the proofs varies greatly from formal arguments to appeals to intuition. The book is in no way intended as a substi tu te for a rigorous mathematical treatment of probability. How ever, some small amount of the language of formal mathematics is used, so that the student may become better prepared (at least psychologically) either for more formal courses or for study of the literature. Numerous examples are provided throughout the book. Many of these are of an elementary nature and are intended merely to illustrate textual material. A reasonable number of problems of varying difficulty are provided. Instructors who adopt the text for classroom use may obtain a Solutions Manual for all of the problems by writing to the author.

Download or read book Probability For Analysts written by Karl Stromberg and published by CRC Press. This book was released on 1994-04-01 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book will enable researchers and students of analysis to more easily understand research papers in which probabilistic methods are used to prove theorems of analysis, many of which have no other known proofs. The book assumes a course in measure and integration theory but requires little or no background in probability theory. It emplhasizes topics of interest to analysts, including random series, martingales and Brownian motion.

Download or read book Probabilities and Potential C written by C. Dellacherie and published by Elsevier. This book was released on 2011-08-18 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This third volume of the monograph examines potential theory. The first chapter develops potential theory with respect to a single kernel (or discrete time semigroup). All the essential ideas of the theory are presented: excessive functions, reductions, sweeping, maximum principle. The second chapter begins with a study of the notion of reduction in the most general situation possible - the ``gambling house'' of Dubins and Savage. The beautiful results presented have never been made accessible to a wide public. These are then connected with the theory of sweeping with respect to a cone of continuous functions, and the integral representation in compact convex sets. The third chapter presents new or little-known results, with the aim of illustrating the effectiveness of capacitary methods in the most varied fields. The last two chapters are concerned with the theory of resolvents.The fourth and last part of the English edition will be devoted to the theory of Markov processes.

Download or read book Probabilities and Potential written by Claude Dellacherie and published by . This book was released on 1978 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Summability of Multi Dimensional Fourier Series and Hardy Spaces written by Ferenc Weisz and published by Springer Science & Business Media. This book was released on 2002-03-31 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: The history of martingale theory goes back to the early fifties when Doob [57] pointed out the connection between martingales and analytic functions. On the basis of Burkholder's scientific achievements the mar tingale theory can perfectly well be applied in complex analysis and in the theory of classical Hardy spaces. This connection is the main point of Durrett's book [60]. The martingale theory can also be well applied in stochastics and mathematical finance. The theories of the one-parameter martingale and the classical Hardy spaces are discussed exhaustively in the literature (see Garsia [83], Neveu [138], Dellacherie and Meyer [54, 55], Long [124], Weisz [216] and Duren [59], Stein [193, 194], Stein and Weiss [192], Lu [125], Uchiyama [205]). The theory of more-parameter martingales and martingale Hardy spaces is investigated in Imkeller [107] and Weisz [216]. This is the first mono graph which considers the theory of more-parameter classical Hardy spaces. The methods of proofs for one and several parameters are en tirely different; in most cases the theorems stated for several parameters are much more difficult to verify. The so-called atomic decomposition method that can be applied both in the one-and more-parameter cases, was considered for martingales by the author in [216].

Download or read book Mathematics for Neuroscientists written by Fabrizio Gabbiani and published by Academic Press. This book was released on 2010-09-16 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: Virtually all scientific problems in neuroscience require mathematical analysis, and all neuroscientists are increasingly required to have a significant understanding of mathematical methods. There is currently no comprehensive, integrated introductory book on the use of mathematics in neuroscience; existing books either concentrate solely on theoretical modeling or discuss mathematical concepts for the treatment of very specific problems. This book fills this need by systematically introducing mathematical and computational tools in precisely the contexts that first established their importance for neuroscience. All mathematical concepts will be introduced from the simple to complex using the most widely used computing environment, Matlab. This book will provide a grounded introduction to the fundamental concepts of mathematics, neuroscience and their combined use, thus providing the reader with a springboard to cutting-edge research topics and fostering a tighter integration of mathematics and neuroscience for future generations of students. A very didactic and systematic introduction to mathematical concepts of importance for the analysis of data and the formulation of concepts based on experimental data in neuroscience Provides introductions to linear algebra, ordinary and partial differential equations, Fourier transforms, probabilities and stochastic processes Introduces numerical methods used to implement algorithms related to each mathematical concept Illustrates numerical methods by applying them to specific topics in neuroscience, including Hodgkin-Huxley equations, probabilities to describe stochastic release, stochastic processes to describe noise in neurons, Fourier transforms to describe the receptive fields of visual neurons Allows the mathematical novice to analyze their results in more sophisticated ways, and consider them in a broader theoretical framework

Download or read book Stochastic Flows and Jump Diffusions written by Hiroshi Kunita and published by Springer. This book was released on 2019-03-26 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.

Download or read book Probabilities and Potential written by Claude Dellacherie and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the Martingale Problem for Interactive Measure Valued Branching Diffusions written by Edwin Arend Perkins and published by American Mathematical Soc.. This book was released on 1995 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops stochastic integration with respect to ``Brownian trees'' and its associated stochastic calculus, with the aim of proving pathwise existence and uniqueness in a stochastic equation driven by a historical Brownian motion. Perkins uses these results and a Girsanov-type theorem to prove that the martingale problem for the historical process associated with a wide class of interactive branching measure-valued diffusions (superprocesses) is well-posed. The resulting measure-valued processes will arise as limits of the empirical measures of branching particle systems in which particles interact through their spatial motions or, to a lesser extent, through their branching rates.