Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften)
ISBN:9783540643258From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a ...
Continuous Martingales and Brownian Motion Grundlehren der mathematischen Wissenschaften
Lectures from Markov Processes to Brownian Motion (Grundlehren Der Mathematischen Wissenschaften)
ISBN:9780387906188...
Lectures from Markov Processes to Brownian Motion Grundlehren Der Mathematischen Wissenschaften
Some Aspects of Brownian Motion
ISBN:9783764357177These notes represent approximately the second half of lectures given by the author at ETH in a Nac...
Some Aspects of Brownian Motion
Stochastic Calculus for Fractional Brownian Motion and Applications
ISBN:9781852339968The purpose of this book is to present a comprehensive account of the different definitions of stoc...
Stochastic Calculus for Fractional Brownian Motion and Applications
Markov Processes, Brownian Motion, and Time Symmetry
ISBN:9780387220260From the reviews of the First Edition: "This excellent book is based on several sets of lecture no...
Markov Processes Brownian Motion and Time Symmetry
Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs)
ISBN:9780821815182...written to be understood by a reader having minimal familiarity with continuous time stochastic...
Essentials of Brownian Motion and Diffusion Mathematical Surveys and Monographs
Brownian motion and diffusion (Holden-Day series in probability and statistics)
ISBN:9780816230242...
Brownian motion and diffusion Holden Day series in probability and statistics
Some Aspects of Brownian Motion, Part I
ISBN:9780817628079...
Some Aspects of Brownian Motion Part I
Aspects of Brownian Motion (Universitext)
ISBN:9783540223474Stochastic calculus and excursion theory are very efficient tools to obtain either exac...
Aspects of Brownian Motion Universitext
Brownian Motion and Stochastic Flow Systems (Wiley Series in Probability and Mathematical Statistics. Probability and Mathematical Statistics)
ISBN:9780471819394...
Brownian Motion and Stochastic Flow Systems Wiley Series in Probability and Mathematical Statistics Probability and Mathematical Statistics
Integral Transformations And Anticipative Calculus For Fractional Brownian Motions
ISBN:9780821837047...
Integral Transformations And Anticipative Calculus For Fractional Brownian Motions
Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics)
ISBN:9783540294078...
Random Times and Enlargements of Filtrations in a Brownian Setting Lecture Notes in Mathematics
Green, Brown, and Probability and Brownian Motion on the Line
ISBN:9789810246891This study consists of two parts. Part I is the second edition of the author's publication, "Green,...
Green Brown and Probability and Brownian Motion on the Line
Green, Brown, & Probability and Brownian Motion on the Line
ISBN:9789810246907...
Green Brown Probability and Brownian Motion on the Line
Brownian Motion Calculus
ISBN:9780470021705在线阅读本书 There are not many calculus books that are very accessible to students without a ...
Brownian Motion and Stochastic Calculus
ISBN:9783540976554...
Brownian Motion and Stochastic Calculus
Quantum Brownian Motion in C-Numbers
ISBN:9781594546112...
Quantum Brownian Motion in C Numbers
Handbook of Brownian Motion
ISBN:9783764367053...
Brownian Motion and Martingales in Analysis (Wadsworth & Brooks/Cole Mathematics Series)
ISBN:9780534030650...
Brownian Motion and Martingales in Analysis Wadsworth Brooks Cole Mathematics Series
Random Walks, Brownian Motion and Interacting Particle Systems (Progress in Probability)
ISBN:9783764335090...
Random Walks Brownian Motion and Interacting Particle Systems Progress in Probability
Dynamical Theories of Brownian Motion (Mathematical Notes (Princeton University Press))
ISBN:9780691079509...
Dynamical Theories of Brownian Motion Mathematical Notes Princeton University Press
Brownian Motion
ISBN:9780521760188This eagerly awaited textbook covers everything the graduate student in probability wants to know a...
Continuous Martingales and Brownian Motion (Grundlehren Der Mathematischen Wissenschaften)
ISBN:9783540521679...
Continuous Martingales and Brownian Motion Grundlehren Der Mathematischen Wissenschaften
Brownian Motion (Applications of Mathematics 11)
ISBN:9780387904399...
Brownian Motion Applications of Mathematics 11
Macromolecules in Solution and Brownian Relativity, Volume 15
ISBN:9780123739063This book illustrates the recent picture of statistical physics of polymers and polymer solutions t...
Macromolecules in Solution and Brownian Relativity Volume 15
Brownian Motion
ISBN:9780199556441Brownian motion - the incessant motion of small particles suspended in a fluid - is an important to...
Penalising Brownian Paths
ISBN:9783540896982Penalising a process is to modify its distribution with a limiting procedure, thus defining a new p...
Brownian Agents and Active Particles
ISBN:9783540738442"This book lays out a vision for a coherent framework for understanding complex systems'' (from the...
Brownian Agents and Active Particles
Option Pricing in Fractional Brownian Markets
ISBN:9783642003301...
Option Pricing in Fractional Brownian Markets
Investigations on the Theory of the Brownian Movement
ISBN:9780486603049Five early papers evolve theory that won Einstein a Nobel Prize: "Movement of Small Particles Suspe...
Investigations on the Theory of the Brownian Movement
Stochastic Calculus for Fractional Brownian Motion and Related Processes
ISBN:9783540758723This volume examines the theory of fractional Brownian motion and other long-memory processes. Inte...
Stochastic Calculus for Fractional Brownian Motion and Related Processes
From Brownian Motion to Schrodinger's Equation (Grundlehren Der Mathematischen Wissenschaften)
ISBN:9780387570303...
From Brownian Motion to Schrodinger s Equation Grundlehren Der Mathematischen Wissenschaften
Continuous Martingales and Brownian Motion
ISBN:9783642084003...
Continuous Martingales and Brownian Motion
Brownian Motion and Stochastic Calculus
ISBN:9780387976556A graduate-course text, written for readers familiar with measure-theoretic probability and discret...
Brownian Motion and Stochastic Calculus