Jean-François Le Gall – författare
Visar alla böcker från författaren Jean-François Le Gall. Handla med fri frakt och snabb leverans.
7 produkter
7 produkter
Del 295 - Graduate Texts in Mathematics
Measure Theory, Probability, and Stochastic Processes
Inbunden, Engelska, 2022
806 kr
Skickas inom 10-15 vardagar
Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix.Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory.
Del 295 - Graduate Texts in Mathematics
Measure Theory, Probability, and Stochastic Processes
Häftad, Engelska, 2023
592 kr
Skickas inom 10-15 vardagar
Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix.Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory.
Del 274 - Graduate Texts in Mathematics
Brownian Motion, Martingales, and Stochastic Calculus
Inbunden, Engelska, 2016
540 kr
Skickas
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Del 274 - Graduate Texts in Mathematics
Brownian Motion, Martingales, and Stochastic Calculus
Häftad, Engelska, 2018
614 kr
Skickas inom 10-15 vardagar
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 introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter.Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides astrong theoretical background to the reader interested in such developments.Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.
Del 1527 - Lecture Notes in Mathematics
Ecole d'Ete de Probabilites de Saint-Flour XX - 1990
Häftad, Engelska, 1992
486 kr
Skickas inom 10-15 vardagar
CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.
Del 71 - Mathématiques et Applications
Mouvement brownien, martingales et calcul stochastique
Häftad, Franska, 2012
752 kr
Skickas inom 10-15 vardagar
Cet ouvrage propose une approche concise mais complète de la théorie de l'intégrale stochastique dans le cadre général des semimartingales continues.
Häftad, Engelska, 1999
539 kr
Skickas inom 10-15 vardagar
In these lectures, we give an account of certain recent developments of the theory of spatial branching processes. These developments lead to several fas cinating probabilistic objects, which combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial dif ferential equations. Our first objective is to give a short self-contained presentation of the measure valued branching processes called superprocesses, which have been studied extensively in the last twelve years. We then want to specialize to the important class of superprocesses with quadratic branching mechanism and to explain how a concrete and powerful representation of these processes can be given in terms of the path-valued process called the Brownian snake. To understand this representation as well as to apply it, one needs to derive some remarkable properties of branching trees embedded in linear Brownian motion, which are of independent interest. A nice application of these developments is a simple construction of the random measure called ISE, which was proposed by Aldous as a tree-based model for random distribution of mass and seems to play an important role in asymptotics of certain models of statistical mechanics. We use the Brownian snake approach to investigate connections between super processes and partial differential equations. These connections are remarkable in the sense that almost every important probabilistic question corresponds to a significant analytic problem.