FMF, Mathematical Library, Lj. (MAKLJ)
-
Uporaba Brownovega gibanja in martingalov v klasični analizi : doktorska disertacijaKink, PeterUporaba Brownovega gibanja v klasični analizi ima zgodovino, ki sega vsaj do Kakutanija (1944) in njegove rešitve Dirichletovega problema. Prave možnosti za uporabo martingalov v analizi, predvsem v ... teoriji parcialnih diferencialnih enačb, pa se odprejo z Itôvo formulo in teorijo stohastičnih integralov in stohastičnih diferencialnih enačb (SDE). V prvem in drugem poglavju so predstavljene osnovne lastnosti Brownovega gibanja in teorija stohastičnih integralov in SDE, ki jih potrebujemo v nadaljevanju. V tretjem poglavju se osredotočimo na najbolj znane uporabe Brownovega gibanja v klasični harmonični analizi, ki segajo do Dooba, ki se je s tem ukvarjal od 1953 dalje. Četrto poglavje vsebuje nekatere uporabe martingalov v kompleksni analizi, med njimi je tudi rezultat avtorjevega raziskovalnega dela. V petem poglavju so zbrani rezultati iz teorije eliptičnih parcialnih diferencialnih enačb, ki jih lahko izpeljemo s pomočjo Brownovega gibanja in SDE. Večina rezultatov je že klasičnih, predstavljeni pa so tudi nekateri novejši pristopi.Type of material - dissertationPublication and manufacture - Ljubljana : [P. Kink], 2011Language - slovenianCOBISS.SI-ID - 15927129
Author
Kink, Peter
Other authors
Perman, Mihael
Topics
Brownovo gibanje |
martingali |
stohastični integrali |
stohastične diferencialne enačbe |
parcialne diferencialne enačbe |
disertacije
![loading ... loading ...](themes/default/img/ajax-loading.gif)
Call number – location, accession no. ... |
Copy status | Reservation |
---|---|---|
Skladišče-Jadranska 21 0000010921/0000000117 Skladišče-Jadranska 21 10921/117 |
available - reading room
|
![loading ... loading ...](themes/default/img/ajax-loading.gif)
![loading ... loading ...](themes/default/img/ajax-loading.gif)
![loading ... loading ...](themes/default/img/ajax-loading.gif)
Shelf entry
Permalink
- URL:
Impact factor
Access to the JCR database is permitted only to users from Slovenia. Your current IP address is not on the list of IP addresses with access permission, and authentication with the relevant AAI accout is required.
Year | Impact factor | Edition | Category | Classification | ||||
---|---|---|---|---|---|---|---|---|
JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
Select the library membership card:
If the library membership card is not in the list,
add a new one.
DRS, in which the journal is indexed
Database name | Field | Year |
---|
Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
---|---|
Kink, Peter | 24815 |
Perman, Mihael | 10013 |
Source: Personal bibliographies
and: SICRIS
Select pickup location:
Material pickup by post
Delivery address:
Address is missing from the member's data.
The address retrieval service is currently unavailable, please try again.
By clicking the "OK" button, you will confirm the pickup location selected above and complete the reservation process.
By clicking the "OK" button, you will confirm the above pickup location and delivery address, and complete the reservation process.
By clicking the "OK" button, you will confirm the address selected above and complete the reservation process.
Notification
Automatic login and reservation service currently not available. You can reserve the material on the Biblos portal or try again here later.
Subject headings in COBISS General List of Subject Headings
Select pickup location
The material from the parent unit is free. If the material is delivered to the pickup location from another unit, the library may charge you for this service.
Pickup location | Material status | Reservation |
---|
Reservation in progress
Please wait a moment.
Reservation was successful.
Reservation failed.
Reservation...
Membership card:
Pickup location: