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Klappentext

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Inhalt

A probabilistic proof of the boundary Harnack principle.- Logarithmic Sobolev inequalities of symmetric diffusions.- Rescaling the vacancy of a Boolean coverage process.- The Blumenthal-Getoor-McKean Theorem revisited.- Local times, occupation times, and the Lebesgue measure of the range of a Levy process.- Martingale problems associated with the Boltzmann equation.- Probabilistic methods in differential geometry.- Probabilistic methods in Schrödinger equations.- Stochastic variational principle of Schrödinger processes.- The high contact principle in optimal stopping and stochastic waves.- Continuity of solutions of Schrödinger equation.- Stationary solutions for bilinear systems with constant coefficients.- Gaugeability for unbounded domains.- Correction to: Some formulas for the energy functional of a Markov process.

Titel
Seminar on Stochastic Processes, 1989
EAN
9781461234586
Format
E-Book (pdf)
Veröffentlichung
06.12.2012
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
20.46 MB
Anzahl Seiten
216