Absolute continuity under time shift of trajectories and related stochastic calculus / Jörg-Uwe Löbus.

Format:

Book

Author/Creator:

Löbus, Jörg-Uwe, author.

Series:

Memoirs of the American Mathematical Society ; v. 1185.

Memoirs of the American Mathematical Society, 1947-6221 ; v. 1185

Language:

English

Subjects (All):

Continuity.

Stochastic processes.

Jump processes.

Physical Description:

1 online resource (pages cm.)

Place of Publication:

Providence, Rhode Island : American Mathematical Society, [2017]

System Details:

Mode of access : World Wide Web

text file

Contents:

Chapter 1. Introduction, Basic Objects, and Main Result Chapter 2. Flows and Logarithmic Derivative Relative to $X$ under Orthogonal Projection Chapter 3. The Density Formula Chapter 4. Partial Integration Chapter 5. Relative Compactness of Particle Systems Appendix A. Basic Malliavin Calculus for Brownian Motion with Random Initial Data

Notes:

Includes bibliographical references and index.

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2017

Description based on print version record.

Other Format:

Print version: Löbus, Jörg-Uwe, Absolute continuity under time shift of trajectories and related stochastic calculus /

ISBN:

9781470441371

Access Restriction:

Restricted for use by site license.