Jean-François Le Gall – författare
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12 produkter
Measure Theory, Probability, and Stochastic Processes
Inbunden, 2022
822 kr
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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 …
Measure Theory, Probability, and Stochastic Processes
E-bok, 2022
815 kr
Lägg i varukorg
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 …
Measure Theory, Probability, and Stochastic Processes
Häftad, 2023
604 kr
Lägg i varukorg
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 …
Spatial Branching Processes, Random Snakes and Partial Differential Equations
E-bok, 2012
734 kr
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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 …
Brownian Motion, Martingales, and Stochastic Calculus
Inbunden, 2016
576 kr
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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 …
Brownian Motion, Martingales, and Stochastic Calculus
E-bok, 2016
701 kr
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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 …
Brownian Motion, Martingales, and Stochastic Calculus
Häftad, 2018
626 kr
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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 …
Ecole d'Ete de Probabilites de Saint-Flour XX - 1990
Av Jean-Francois Le Gall, Mark I. Freidlin m. fl.
E-bok, 2006
649 kr
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Ecole d'Ete de Probabilites de Saint-Flour XX - 1990
Av Mark I. Freidlin, Jean-Francois Le Gall m. fl.
Häftad, 1992
496 kr
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CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.
Mouvement brownien, martingales et calcul stochastique
Häftad, 2012
767 kr
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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 …
Mouvement brownien, martingales et calcul stochastique
E-bok, 2012
330 kr
Lägg i varukorg
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 …
Spatial Branching Processes, Random Snakes and Partial Differential Equations
Häftad, 1999
550 kr
Lägg i varukorg
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 …
