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  • Book
  • © 1981

Mecanique Aleatoire

Part of the book series: Lecture Notes in Mathematics (LNM, volume 866)

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Table of contents (14 chapters)

  1. Front Matter

    Pages I-XIV
  2. Notations

    • Jean-Michel Bismut
    Pages 1-2
  3. Introduction

    • Jean-Michel Bismut
    Pages 3-35
  4. Flots associés à des diffusions

    • Jean-Michel Bismut
    Pages 36-102
  5. Integrales stochastiques

    • Jean-Michel Bismut
    Pages 123-156
  6. Calcul différentiel stochastique

    • Jean-Michel Bismut
    Pages 157-220
  7. Diffusions sur les variétés symplectiques

    • Jean-Michel Bismut
    Pages 221-241
  8. Problemes variationnels et diffusions hamiltoniennes

    • Jean-Michel Bismut
    Pages 242-362
  9. Back Matter

    Pages 554-563

Keywords

  • Diffeomorphismus
  • Diffusionsprozess (Statistik)
  • Hamilton-Jacobische Differentialgleichung
  • Hamiltonsche Bewegungsgleichungen
  • Martingale
  • Mechanik
  • Stochastische Differentialgleichung
  • Stochastische Optimierung
  • Stochastisches Integral

Bibliographic Information

  • Book Title: Mecanique Aleatoire

  • Authors: Jean-Michel Bismut

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0088591

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1981

  • Softcover ISBN: 978-3-540-10840-5Published: 01 June 1981

  • eBook ISBN: 978-3-540-38734-3Published: 14 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: XVI, 563

  • Topics: Probability Theory

Buying options

eBook USD 39.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions