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Volumn , Issue , 2011, Pages 1-390

Stochastic processes

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EID: 80051684814     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511997044     Document Type: Book
Times cited : (120)

References (42)
  • 1
    • 0000044071 scopus 로고
    • Stopping times and tightness
    • Aldous, D. 1978. Stopping times and tightness. Ann. Probab. 6, 335-40.
    • (1978) Ann. Probab , vol.6 , pp. 335-340
    • Aldous, D.1
  • 2
    • 0001109252 scopus 로고
    • One-dimensional stochastic differential equations with no strong solution
    • Barlow, M.T. 1982. One-dimensional stochastic differential equations with no strong solution. J. London Math. Soc. 26, 335-47.
    • (1982) J. London Math. Soc , vol.26 , pp. 335-347
    • Barlow, M.T.1
  • 3
    • 0013210195 scopus 로고
    • Skorokhod imbedding via stochastic integrals
    • New York: Springer-Verlag
    • Bass, R. F. 1983. Skorokhod imbedding via stochastic integrals. Séminaire de Probabilités XVII. New York: Springer-Verlag; 221-4.
    • (1983) Séminaire De Probabilités XVII , pp. 221-224
    • Bass, R.F.1
  • 5
    • 0030167087 scopus 로고    scopus 로고
    • The doob-meyer decomposition revisited
    • Bass, R. F. 1996. The Doob-Meyer decomposition revisited. Can. Math. Bull. 39, 138-50.
    • (1996) Can. Math. Bull , vol.39 , pp. 138-150
    • Bass, R.F.1
  • 10
    • 0004124953 scopus 로고    scopus 로고
    • Providence, RI: American Mathematical Society
    • Bogachev, V. I. 1998. Gaussian Measures. Providence, RI: American Mathematical Society.
    • (1998) Gaussian Measures
    • Bogachev, V.I.1
  • 13
    • 0009203062 scopus 로고
    • To reverse a markov process
    • Chung, K. L. and Walsh, J. B. 1969. To reverse a Markov process. Acta Math. 123, 225-51.
    • (1969) Acta Math , vol.123 , pp. 225-251
    • Chung, K.L.1    Walsh, J.B.2
  • 16
    • 0002485879 scopus 로고
    • Sample functions of the gaussian process
    • Dudley, R. M. 1973. Sample functions of the Gaussian process. Ann. Probab. 1, 66-103.
    • (1973) Ann. Probab , vol.1 , pp. 66-103
    • Dudley, R.M.1
  • 28
    • 0141995399 scopus 로고    scopus 로고
    • New York: John Wiley & Sons, Ltd
    • Lax, P. 2002. Functional Analysis. New York: John Wiley & Sons, Ltd.
    • (2002) Functional Analysis
    • Lax, P.1
  • 31
    • 84890634099 scopus 로고    scopus 로고
    • The skorokhod embedding problem and its offspring
    • Obloj, J. 2004. The Skorokhod embedding problem and its offspring. Probab. Surv. 1, 321-90.
    • (2004) Probab. Surv , vol.1 , pp. 321-390
    • Obloj, J.1
  • 42
    • 0000075616 scopus 로고
    • Excursions and local time
    • Walsh, J. B. 1978. Excursions and local time. Asterisque 52-53, 159-92.
    • (1978) Asterisque , vol.52-53 , pp. 159-192
    • Walsh, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.