Random Walk: A Modern Introduction - University of Chicago
6 Potential Theory 119 6.1 Introduction 119 6.2 Dirichlet problem 121 6.3 Difference estimates and Harnack inequality 125 6.4 Further estimates 132 6.5 Capacity, transient case 136 6.6 Capacity in two dimensions 144 6.7 Neumann problem 152 6.8 Beurling estimate 154 6.9 Eigenvalue of a set 157 7 Dyadic coupling 166 7.1 Introduction 166 7.2 Some ...
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Stochastic Calculus: An Introduction with Applications
www.math.uchicago.eduThis is an introduction to stochastic calculus. I will assume that the reader has had a post-calculus course in probability or statistics. For much of these notes this is all that is needed, but to have a deep understanding of the subject, one needs to know measure theory and probability from that per-spective.
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Overview - Department of Mathematics
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Random Walk: A Modern Introduction
www.math.uchicago.eduRandom walk – the stochastic process formed by successive summation of independent, identically distributed random variables – is one of the most basic and well-studied topics in probability theory. For random walks on the integer lattice Zd, the main reference is the classic book by Spitzer [16].
Stochastic Calculus: An Introduction with Applications
www.math.uchicago.eduIntroductory comments This is an introduction to stochastic calculus. I will assume that the reader has had a post-calculus course in probability or statistics.
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A Concise Course in Algebraic Topology J. P. May
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Introduction de la spculation Preliminaries
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www.math.uchicago.eduMore is Better an investigation of monotonicity assumption in economics Joohyun Shon August 2008 Abstract Monotonicity of preference is assumed in the conventional economic
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