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Titlebook: Aspects of Brownian Motion; Roger Mansuy,Marc Yor Textbook 2008 Springer-Verlag Berlin Heidelberg 2008 Bessel process.Brownian functionals

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樓主: MIFF
31#
發(fā)表于 2025-3-26 21:43:31 | 只看該作者
Fixed-Income Portfolio AnalyticsThe Ciesielski-Taylor identities in law, which we shall study in this Chapter, were published in 1962, that is one year before the publication of the papers of Ray and Knight (1963; [80] and [57]) on Brownian local times; as we shall see below, this is more than a mere coincidence!
32#
發(fā)表于 2025-3-27 02:01:35 | 只看該作者
33#
發(fā)表于 2025-3-27 07:53:28 | 只看該作者
34#
發(fā)表于 2025-3-27 11:30:29 | 只看該作者
https://doi.org/10.1007/978-3-319-12667-8To begin with, it may be wise to state immediately that the aim. of this chapter is not to discuss Riemann’s hypothesis!, but, much more modestly, to present some of the (well-known) relations between heat equation, zeta function, theta functions and Brownian motion.
35#
發(fā)表于 2025-3-27 16:20:23 | 只看該作者
Squares of Bessel processes and Ray-Knight theorems for Brownian local times,Chapters 1 and 2 were devoted to the study of some properties of variables in the first and second Wiener chaos. In the present Chapter, we are studying variables which are definitely at a much higher level of complexity in the Wiener chaos decomposition; in fact, they have infinitely many Wiener chaos components.
36#
發(fā)表于 2025-3-27 19:32:38 | 只看該作者
An explanation and some extensions of the Ciesielski-Taylor identities,The Ciesielski-Taylor identities in law, which we shall study in this Chapter, were published in 1962, that is one year before the publication of the papers of Ray and Knight (1963; [80] and [57]) on Brownian local times; as we shall see below, this is more than a mere coincidence!
37#
發(fā)表于 2025-3-28 01:29:05 | 只看該作者
On the winding number of planar ,The appearance in Chapter 3 of Bessel processes of various dimensions is very remarkable, despite the several proofs of the Ray-Knight theorems on Brownian local times which have now been published.
38#
發(fā)表于 2025-3-28 02:29:13 | 只看該作者
39#
發(fā)表于 2025-3-28 09:06:27 | 只看該作者
Probabilistic representations of the Riemann zeta function and some generalisations related to BessTo begin with, it may be wise to state immediately that the aim. of this chapter is not to discuss Riemann’s hypothesis!, but, much more modestly, to present some of the (well-known) relations between heat equation, zeta function, theta functions and Brownian motion.
40#
發(fā)表于 2025-3-28 13:57:39 | 只看該作者
Perceptions and Culturally Responsive Care of Asian Americans with Alzheimer’s Disease and Related Dricans, Vietnamese Americans, and Hmong Americans. Available demographic characteristics, data on the prevalence of dementia, perceptions of dementia and other cultural issues affecting dementia care, assessment, and family caregiving is presented. The chapter concludes with a discussion of community resources and future research needs.
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