skip to content
The Feynman-Kac formula and decomposition of Brownian paths Preview this item
ClosePreview this item
Checking...

The Feynman-Kac formula and decomposition of Brownian paths

Author: M Jeanblanc; Jim Pitman; Marc Yor; Australian National University. Centre for Mathematics and Its Applications.; Australian National University. School of Mathematical Sciences.
Publisher: [Canberra] : Australian National University, Centre for Mathematics and its Applications, School of Mathematical Sciences, 1997.
Series: Financial mathematics research report, no. FMRR 006-97.; Research report (Australian National University. School of Mathematical Sciences)
Edition/Format:   Print book : English
Database:WorldCat
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Document Type: Book
All Authors / Contributors: M Jeanblanc; Jim Pitman; Marc Yor; Australian National University. Centre for Mathematics and Its Applications.; Australian National University. School of Mathematical Sciences.
OCLC Number: 39442445
Notes: "November 1997."
Description: 27 pages ; 30 cm.
Series Title: Financial mathematics research report, no. FMRR 006-97.; Research report (Australian National University. School of Mathematical Sciences)
Responsibility: M. Jeanblanc, J. Pitman and M. Yor.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/39442445> # The Feynman-Kac formula and decomposition of Brownian paths
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "39442445" ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/42106959#Place/canberra> ; # Canberra
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/aca> ;
   schema:about <http://id.worldcat.org/fast/839767> ; # Brownian movements
   schema:about <http://id.worldcat.org/fast/830862> ; # Bessel functions
   schema:about <http://id.worldcat.org/fast/796532> ; # Additive functions
   schema:about <http://id.worldcat.org/fast/1136277> ; # Sturm-Liouville equation
   schema:about <http://id.worldcat.org/fast/1133519> ; # Stochastic processes
   schema:about <http://id.worldcat.org/fast/889127> ; # Decomposition (Mathematics)
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/124478877> ; # Australian National University. Centre for Mathematics and Its Applications.
   schema:contributor <http://viaf.org/viaf/231142169> ; # Australian National University. School of Mathematical Sciences.
   schema:contributor <http://experiment.worldcat.org/entity/work/data/42106959#Person/yor_marc> ; # Marc Yor
   schema:contributor <http://viaf.org/viaf/27149173> ; # Jim Pitman
   schema:creator <http://viaf.org/viaf/41933185> ; # M. Jeanblanc
   schema:datePublished "1997" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/42106959> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/42106959#Series/research_report_australian_national_university_school_of_mathematical_sciences> ; # Research report (Australian National University. School of Mathematical Sciences)
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/42106959#Series/financial_mathematics_research_report> ; # Financial mathematics research report ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/42106959#Series/research_report> ; # Research report
   schema:name "The Feynman-Kac formula and decomposition of Brownian paths"@en ;
   schema:productID "39442445" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/39442445#PublicationEvent/canberra_australian_national_university_centre_for_mathematics_and_its_applications_school_of_mathematical_sciences_1997> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/42106959#Agent/australian_national_university_centre_for_mathematics_and_its_applications_school_of_mathematical_sciences> ; # Australian National University, Centre for Mathematics and its Applications, School of Mathematical Sciences
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/39442445> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/42106959#Agent/australian_national_university_centre_for_mathematics_and_its_applications_school_of_mathematical_sciences> # Australian National University, Centre for Mathematics and its Applications, School of Mathematical Sciences
    a bgn:Agent ;
   schema:name "Australian National University, Centre for Mathematics and its Applications, School of Mathematical Sciences" ;
    .

<http://experiment.worldcat.org/entity/work/data/42106959#Series/financial_mathematics_research_report> # Financial mathematics research report ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/39442445> ; # The Feynman-Kac formula and decomposition of Brownian paths
   schema:name "Financial mathematics research report ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/42106959#Series/research_report> # Research report
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/39442445> ; # The Feynman-Kac formula and decomposition of Brownian paths
   schema:name "Research report" ;
    .

<http://experiment.worldcat.org/entity/work/data/42106959#Series/research_report_australian_national_university_school_of_mathematical_sciences> # Research report (Australian National University. School of Mathematical Sciences)
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/39442445> ; # The Feynman-Kac formula and decomposition of Brownian paths
   schema:name "Research report (Australian National University. School of Mathematical Sciences)" ;
    .

<http://id.worldcat.org/fast/1133519> # Stochastic processes
    a schema:Intangible ;
   schema:name "Stochastic processes"@en ;
    .

<http://id.worldcat.org/fast/1136277> # Sturm-Liouville equation
    a schema:Intangible ;
   schema:name "Sturm-Liouville equation"@en ;
    .

<http://id.worldcat.org/fast/796532> # Additive functions
    a schema:Intangible ;
   schema:name "Additive functions"@en ;
    .

<http://id.worldcat.org/fast/830862> # Bessel functions
    a schema:Intangible ;
   schema:name "Bessel functions"@en ;
    .

<http://id.worldcat.org/fast/839767> # Brownian movements
    a schema:Intangible ;
   schema:name "Brownian movements"@en ;
    .

<http://id.worldcat.org/fast/889127> # Decomposition (Mathematics)
    a schema:Intangible ;
   schema:name "Decomposition (Mathematics)"@en ;
    .

<http://viaf.org/viaf/124478877> # Australian National University. Centre for Mathematics and Its Applications.
    a schema:Organization ;
   schema:name "Australian National University. Centre for Mathematics and Its Applications." ;
    .

<http://viaf.org/viaf/231142169> # Australian National University. School of Mathematical Sciences.
    a schema:Organization ;
   schema:name "Australian National University. School of Mathematical Sciences." ;
    .

<http://viaf.org/viaf/27149173> # Jim Pitman
    a schema:Person ;
   schema:familyName "Pitman" ;
   schema:givenName "Jim" ;
   schema:name "Jim Pitman" ;
    .

<http://viaf.org/viaf/41933185> # M. Jeanblanc
    a schema:Person ;
   schema:familyName "Jeanblanc" ;
   schema:givenName "M." ;
   schema:name "M. Jeanblanc" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.