A partir de cette page vous pouvez :
| Retourner au premier écran avec les dernières notices... |
Catégories
> 60-XX Probability theory and stochastic processes > 60JXX Markov processes > 60J25 Markov processes with continuous parameter
60J25 Markov processes with continuous parameter
Affiner la rechercheCompactification et balayage de processus droits / El Karoui, Nicole
Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 14562 AST/21 imprimé / autre CRDM AST/ASTÉRISQUE Disponible
Titre : Constructing nonhomeomorphic stochastic flows Type de document : texte imprimé Auteurs : R. W. R. Darling Editeur : Providence, R.I. : American Mathematical Society Année de publication : 1987 Collection : Memoirs of the American Mathematical Society, ISSN 0065-9266 num. 376 Importance : v - 97 p. ISBN/ISSN/EAN : 978-0-8218-2439-9 Langues : Anglais Catégories : 28-XX Measure and integration :28CXX Set functions and measures on spaces with additional structure :28C20 Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60-XX Probability theory and stochastic processes :60BXX Probability theory on algebraic and topological structures:60B05 Probability measures on topological spaces
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G99 None of the above, but in this section
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H99 None of the above, but in this section
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameterMots-clés : independent increments existence of a pure stochastic flow consistent system of finite- dimensional markov processes smoothness properties stochastic flows Index. décimale : Mem Constructing nonhomeomorphic stochastic flows [texte imprimé] / R. W. R. Darling . - Providence, R.I. : American Mathematical Society, 1987 . - v - 97 p.. - (Memoirs of the American Mathematical Society, ISSN 0065-9266; 376) .
ISBN : 978-0-8218-2439-9
Langues : Anglais
Catégories : 28-XX Measure and integration :28CXX Set functions and measures on spaces with additional structure :28C20 Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60-XX Probability theory and stochastic processes :60BXX Probability theory on algebraic and topological structures:60B05 Probability measures on topological spaces
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G99 None of the above, but in this section
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H99 None of the above, but in this section
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameterMots-clés : independent increments existence of a pure stochastic flow consistent system of finite- dimensional markov processes smoothness properties stochastic flows Index. décimale : Mem Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 14820 Mem/376 imprimé / autre CRDM Mem/MEMOIRS AMS Disponible
Titre : Controlled Markov processes and viscosity solutions Type de document : texte imprimé Auteurs : Fleming, Wendell H. ; H. Mete Soner Editeur : Springer-Verlag Année de publication : 1993 Collection : Applications of Mathematics num. 25 Importance : xv - 428 p. ISBN/ISSN/EAN : 978-0-387-97927-4 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameter
93-XX Systems theory; control :93EXX Stochastic systems and control:93E20 Optimal stochastic controlMots-clés : theory of viscosity solutions stochastic differential equations infinitesimal generator of semigroups control problems controlled markov diffusion processes dynamic programming hamilton-jacobi-bellman equation Index. décimale : 60C Monographie Controlled Markov processes and viscosity solutions [texte imprimé] / Fleming, Wendell H. ; H. Mete Soner . - [S.l.] : Springer-Verlag, 1993 . - xv - 428 p.. - (Applications of Mathematics; 25) .
ISBN : 978-0-387-97927-4
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameter
93-XX Systems theory; control :93EXX Stochastic systems and control:93E20 Optimal stochastic controlMots-clés : theory of viscosity solutions stochastic differential equations infinitesimal generator of semigroups control problems controlled markov diffusion processes dynamic programming hamilton-jacobi-bellman equation Index. décimale : 60C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 14623 60C115 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible
Titre : Eigenvalues, inequalities, and ergodic theory Type de document : texte imprimé Auteurs : Chen, Mu-Fa Editeur : Springer-Verlag Année de publication : 2005 Collection : Probability and Its Applications Importance : xiii - 228 p. ISBN/ISSN/EAN : 978-1-85233-868-8 Langues : Anglais Catégories : 37-XX Dynamical systems and ergodic theory :37-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameterMots-clés : sturm-liouville theory markov processes dynamical systems and ergodic theory probability theory Index. décimale : 60C Monographie Eigenvalues, inequalities, and ergodic theory [texte imprimé] / Chen, Mu-Fa . - [S.l.] : Springer-Verlag, 2005 . - xiii - 228 p. . - (Probability and Its Applications) .
ISBN : 978-1-85233-868-8
Langues : Anglais
Catégories : 37-XX Dynamical systems and ergodic theory :37-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameterMots-clés : sturm-liouville theory markov processes dynamical systems and ergodic theory probability theory Index. décimale : 60C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 16586 60C245 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible 20556 60C245 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible
Titre : Limit theorems for null recurrent Markov processes Type de document : texte imprimé Auteurs : R. Höpfner, Auteur ; E. Löcherbach, Auteur Editeur : Providence, R.I. : American Mathematical Society Année de publication : 2003 Collection : Memoirs of the American Mathematical Society, ISSN 0065-9266 num. 768 Importance : 92 p. ISBN/ISSN/EAN : 978-0-8218-3231-8 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60FXX Limit theorems :60F17 Functional limit theorems; invariance principles
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G44 Martingales with continuous parameter
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameterMots-clés : Markov processes in continuous time Harris recurrence weak convergence of martingales integrable additive functionals Index. décimale : Mem Limit theorems for null recurrent Markov processes [texte imprimé] / R. Höpfner, Auteur ; E. Löcherbach, Auteur . - Providence, R.I. : American Mathematical Society, 2003 . - 92 p.. - (Memoirs of the American Mathematical Society, ISSN 0065-9266; 768) .
ISBN : 978-0-8218-3231-8
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60FXX Limit theorems :60F17 Functional limit theorems; invariance principles
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G44 Martingales with continuous parameter
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J25 Markov processes with continuous parameterMots-clés : Markov processes in continuous time Harris recurrence weak convergence of martingales integrable additive functionals Index. décimale : Mem Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 19511 Mem/768 imprimé / autre CRDM Mem/MEMOIRS AMS Disponible
Permalink
Permalink
Permalink
Permalink
Permalink
