Processus stochastiques et mouvement brownien
E1020439
Processus stochastiques et mouvement brownien is a foundational mathematical work by Paul Lévy that develops the theory of stochastic processes and Brownian motion.
All labels observed (1)
| Label | Occurrences |
|---|---|
| Processus stochastiques et mouvement brownien canonical | 1 |
Statements (44)
| Predicate | Object |
|---|---|
| instanceOf |
book
ⓘ
mathematical monograph ⓘ |
| author | Paul Lévy NERFINISHED ⓘ |
| contribution |
development of the mathematical theory of Brownian motion
ⓘ
development of the theory of stochastic processes ⓘ |
| countryOfOrigin | France ⓘ |
| field |
mathematics
ⓘ
probability theory ⓘ stochastic analysis ⓘ |
| genre |
mathematics textbook
ⓘ
scientific literature ⓘ |
| hasInfluenceOn |
mathematical finance
ⓘ
statistical physics ⓘ stochastic differential equations ⓘ |
| hasPart |
measure-theoretic foundations of stochastic processes
ⓘ
results on Gaussian processes ⓘ results on Markov processes ⓘ results on martingale-type ideas ⓘ study of sample path properties of stochastic processes ⓘ theory of Brownian motion as a stochastic process ⓘ |
| historicalPeriod | 20th-century mathematics ⓘ |
| influenced |
modern probability theory
ⓘ
stochastic calculus ⓘ theory of Markov processes ⓘ |
| influencedBy |
Albert Einstein
NERFINISHED
ⓘ
Norbert Wiener NERFINISHED ⓘ |
| language | French ⓘ |
| mainSubject |
Brownian motion
NERFINISHED
ⓘ
stochastic processes ⓘ |
| namedAfter | Brownian motion NERFINISHED ⓘ |
| notableFor |
rigorous treatment of Brownian motion
ⓘ
systematic development of stochastic process theory ⓘ |
| originalTitle | Processus stochastiques et mouvement brownien NERFINISHED ⓘ |
| relatedConcept |
Gaussian process
NERFINISHED
ⓘ
Markov process ⓘ Wiener process NERFINISHED ⓘ hitting times ⓘ local time of Brownian motion ⓘ probability measure ⓘ random walk ⓘ sample path continuity ⓘ |
| relatedWork | Théorie de l’addition des variables aléatoires NERFINISHED ⓘ |
| usedIn |
advanced courses on stochastic processes
ⓘ
research in probability theory ⓘ |
Referenced by (1)
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