Special Functions, Probability Semigroups, and Hamiltonian Flows

Feinsilver, Philip J.

Special Functions, Probability Semigroups, and Hamiltonian Flows [electronic resource] / by Philip J. Feinsilver. - VIII, 116 p. online resource. - Lecture Notes in Mathematics, 696 0075-8434 ; . - Lecture Notes in Mathematics, 696 .

Basic operator theory -- Moment theory -- Orthogonal theory -- The standard processes. Examples -- Limit theorems -- Discrete theory. Martingales. Stochastic integrals -- Multidimensional theory -- Hamiltonian processes and stochastic processes -- Concluding remarks.

9783540355540

10.1007/BFb0064532 doi


Mathematics.
Mathematics, general.

QA1-939

510
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