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" Bessel processes and infinitely divisible laws', in D. WILLIAMS (ed.): Stochastic Integrals, Vol. "
Continuous Martingales and Brownian Motion - Página 583
de Daniel Revuz, Marc Yor - 2004 - 602 páginas
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Encyclopaedia of Mathematics: Supplement, Volume 1

Michiel Hazewinkel - 1997 - 638 páginas
...three-dimensional Bessel process', Adv. Applied Probab. 7 (1975), 511-526. [3] PITMAN, JW, AND YOR, M.: 'Bessel processes and infinitely divisible laws', in D. WILLIAMS (ed.): Stochastic Integrals, Vol. 851 of Lecture Notes in Mathematics, Springer, 1981. [4] PITMAN, JW, AND YOR, M.: 'A decomposition...
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations

L. C. G. Rogers, David Williams - 2000 - 412 páginas
...Preprint No. II (1974). [3] Levy systems and path decompositions, in (,'inlar, Chung and Getoor [1, 1981]. PITMAN, JW and YOR, M. [I] Bessel processes and infinitely divisible laws. Stochastic Integrals (ed. D. Williams), Lecture Notes in Mathematics 851, Springer, Berlin, 1981, pp....
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Exponential Functionals of Brownian Motion and Related Processes

Marc Yor - 2001 - 220 páginas
...extensions de la loi de Tare sinus. CRAS Paris, t. 315, Serie I, 855-858 Pitman, JW and Yor, M. (1981). Bessel processes and infinitely divisible laws. In:...Williams, ed., Stochastic integrals. Lect. Notes in Maths, no. 851. Springer. Berlin. 285-370 Spit2er, F. (1958). Some theorems concerning 2-dimensional...
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Lévy Processes: Theory and Applications

Ole E. Barndorff-Nielsen, Thomas Mikosch, Sidney I. Resnick - 2001 - 436 páginas
...distribution of some perpetuities, Adv. Appl. Probab., 31-1 (1999), 112-134. [36] J. Pitman and M. Yor, Bessel processes and infinitely divisible laws, in D. Williams, ed., Stochastic Integrals, Lecture Notes in Math. 851, Springer, 1981. [37] J. Pitman and M. Yor, Level crossings of a Cauchy...
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