Book contents
- Frontmatter
- Contents
- Preface
- Heinrich von Weizsäcker's students
- Heinrich von Weizsäcker's publications
- I Foundations and techniques in stochastic analysis
- II Construction, simulation, discretization of stochastic processes
- 5 Construction of surface measures for Brownian motion
- 6 Sampling conditioned diffusions
- 7 Asymptotic formulae for coding problems: a review
- III Stochastic analysis in mathematical physics
- IV Stochastic analysis in mathematical biology
5 - Construction of surface measures for Brownian motion
Published online by Cambridge University Press: 05 March 2012
- Frontmatter
- Contents
- Preface
- Heinrich von Weizsäcker's students
- Heinrich von Weizsäcker's publications
- I Foundations and techniques in stochastic analysis
- II Construction, simulation, discretization of stochastic processes
- 5 Construction of surface measures for Brownian motion
- 6 Sampling conditioned diffusions
- 7 Asymptotic formulae for coding problems: a review
- III Stochastic analysis in mathematical physics
- IV Stochastic analysis in mathematical biology
Summary

- Type
- Chapter
- Information
- Trends in Stochastic Analysis , pp. 123 - 158Publisher: Cambridge University PressPrint publication year: 2009
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