Zobrazeno 1 - 10
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pro vyhledávání: '"David Applebaum"'
Autor:
David Applebaum
A quantity can be made smaller and smaller without it ever vanishing. This fact has profound consequences for science, technology, and even the way we think about numbers. In this book, we will explore this idea by moving at an easy pace through an a
Autor:
David Applebaum
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects togeth
Autor:
David Applebaum
This updated textbook is an excellent way to introduce probability and information theory to new students in mathematics, computer science, engineering, statistics, economics, or business studies. Only requiring knowledge of basic calculus, it starts
Autor:
David Applebaum
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. For the first time in a book, Applebaum ties th
Publikováno v:
Journal of Theoretical Probability. 34:1029-1042
We consider isotropic Lévy processes on a compact Riemannian manifold, obtained from an $${\mathbb {R}}^d$$ R d -valued Lévy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to str
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::999ef995c40d49335b6dbc127e6b10b3
https://doi.org/10.1007/s10959-019-00980-3
https://doi.org/10.1007/s10959-019-00980-3
Publikováno v:
Journal of Stochastic Analysis. 2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::086a895c0627d8baf2937ca2279a7836
https://doi.org/10.31390/josa.2.3.01
https://doi.org/10.31390/josa.2.3.01
Autor:
Trang Le Ngan, David Applebaum
Publikováno v:
Journal of the London Mathematical Society. 101:136-155
We extend a classical theorem of Courr\`{e}ge to Lie groups in a global setting, thus characterising all linear operators on the space of smooth functions of compact support that satisfy the positive maximum principle. We show that these are L\'{e}vy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac1ebcc7d3f1ee41923de2736f54b7d8
https://doi.org/10.1112/jlms.12262
https://doi.org/10.1112/jlms.12262
Autor:
David Applebaum, Ming Liao
Publikováno v:
Geometry and Invariance in Stochastic Dynamics ISBN: 9783030874315
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::406befd01c97d6f88917d0c2e52a7396
https://doi.org/10.1007/978-3-030-87432-2_2
https://doi.org/10.1007/978-3-030-87432-2_2
Autor:
David Applebaum
Markov and Feller semigroups are introduced, together with the corresponding stochastic processes. As all generators of Feller semigroups satisfy the positive maximum principle, we focus on that property and discuss the associated Hille–Yosida–Ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6bac724cc50715e33f4f9a0a9df8aa83
https://doi.org/10.1017/9781108672641.008
https://doi.org/10.1017/9781108672641.008