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1.

図書

図書
Jean-Pierre Caubet
出版情報: Berlin ; New York : Springer-Verlag, 1976  ix, 212 p. ; 25 cm
シリーズ名: Lecture notes in mathematics ; 559
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2.

図書

図書
J. Michael Harrison
出版情報: New York : Wiley, c1985  xxi, 140 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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3.

図書

図書
Alain-Sol Sznitman
出版情報: Berlin : Springer, c1998  xvi, 353 p. ; 25 cm
シリーズ名: Springer monographs in mathematics
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4.

図書

図書
Ioannis Karatzas, Steven E. Shreve
出版情報: New York : Springer, c1998  xv, 407 p. ; 24 cm
シリーズ名: Applications of mathematics ; 39
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目次情報: 続きを見る
A Brownian Motion of Financial Markets
Contingent Claim Valuation in a Complete Market
Single-Agent Consumption and Investment
Equilibrium in a Complete Market
Contingent Claims in Incomplete Markets
Constrained Consumption and Investment
A Brownian Motion of Financial Markets
Contingent Claim Valuation in a Complete Market
Single-Agent Consumption and Investment
5.

図書

図書
Daniel Revuz, Marc Yor
出版情報: Berlin ; New York ; Tokyo : Springer-Verlag, c1999  xiii, 602 p. ; 24 cm
シリーズ名: Die Grundlehren der mathematischen Wissenschaften ; 293
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6.

図書

図書
Kazuaki Taira
出版情報: Berlin : Wiley-VCH, c1998  215 p. ; 24 cm
シリーズ名: Mathematical research ; vol. 106
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7.

図書

図書
Kai Lai Chung, Zhongxin Zhao
出版情報: Berlin ; New York : Springer-Verlag, c1995  xii, 287 p. ; 24 cm
シリーズ名: Die Grundlehren der mathematischen Wissenschaften ; 312
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目次情報: 続きを見る
Preparatory Material / 1:
Basic Notation / 1.1:
Markov Process and Strong Markov Property / 1.2:
Construction of Brownian Motion / 1.3:
Harmonic Function and Poisson Kernel / 1.4:
Exit Time and Place / 1.5:
Dirichlet Boundary Value Problem / 1.6:
Appendix to Chapter 1
Notes on Chapter 1
Killed Brownian Motion / 2:
Feller Properties / 2.1:
Transition Density / 2.2:
Green Potential and Function / 2.3:
Compactness and Spectrum / 2.4:
Laplacian as Generator / 2.5:
Notes on Chapter 2
Schrodinger Operator / 3:
The Schrodinger Equation and Class J / 3.1:
Semigroup with Multiplicative Functional / 3.2:
Potential Operator and its Inverse / 3.3:
Schrodinger Infinitesimal Generator / 3.4:
Notes on Chapter 3
Stopped Feynman-Kac Functional / 4:
Harnack Inequality and Gauge Theorem / 4.1:
Fundamental Properties of the Gauge / 4.2:
Dirichlet Boundary Value Problem for the Schrodinger Equation / 4.4:
Representation Theorem / 4.5:
Equivalence Theorem for Gaugeability / 4.6:
Notes on Chapter 4
Conditional Brownian Motion and Conditional Gauge / 5:
Conditional Brownian Motion / 5.1:
Life in a Lipschitz Domain / 5.2:
Conditional Gauge for a Small Ball / 5.3:
General Gauge Theorem / 5.4:
Continuity of Weak Solutions / 5.5:
New Approach to the Gauge Theorem / 5.6:
Notes on Chapter 5
Green Functions / 6:
Basic Properties of the q-Green Function / 6.1:
Notes on Chapter 6 / 6.2:
Conditional Gauge and q-Green Function / 7:
Conditional Gauge Theorem / 7.1:
Approximation and Continuity of the Conditional Gauge / 7.2:
Extended Conditional Gauge Theorem / 7.3:
Representation of the Conditional Gauge / 7.4:
Notes on Chapter 7
Various Related Developments / 8:
Variation of Gauge / 8.1:
Variation of the Principal Eigenvalue / 8.2:
Principal Eigenfunction and Sharp Variation / 8.3:
Boundary Harnack Principle and Application / 8.4:
Schrodinger Equation in the Classical Setting / 8.5:
Dirichlet Problem and Truncated Gauge / 8.6:
Notes on Chapter 8
The Case of One Dimension / 9:
Fundamental Expectations / 9.1:
Gauge for a Finite or Infinite Interval / 9.2:
Special Cases and Examples / 9.3:
Local Time and Density / 9.4:
Derivatives and Neumann's Problem / 9.5:
Notes on Chapter 9
References
Index
Preparatory Material / 1:
Basic Notation / 1.1:
Markov Process and Strong Markov Property / 1.2:
8.

図書

図書
Daniel Neuenschwander
出版情報: Berlin : Springer, c1996  viii, 139 p. ; 24 cm
シリーズ名: Lecture notes in mathematics ; 1630
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9.

図書

図書
Andrei N. Borodin, Paavo Salminen
出版情報: Basel : Birkhäuser, c1996  xiv, 462 p. ; 24 cm
シリーズ名: Probability and its applications
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10.

図書

図書
Kai Lai Chung
出版情報: New York ; Berlin : Springer-Verlag, c1982  viii, 239 p. ; 25 cm
シリーズ名: Die Grundlehren der mathematischen Wissenschaften ; Bd. 249
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