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Books on the topic 'Brownian motion processes'

Author: Grafiati

Published: 4 June 2021

Last updated: 30 July 2024

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1

1972-, Dolgopyat Dmitry, ed. Brownian Brownian motion-I. Providence, R.I: American Mathematical Society, 2009.

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2

Wiersema, Ubbo F. Brownian motion calculus. Chichester: John Wiley & Sons, 2008.

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3

Wiersema, Ubbo F. Brownian Motion Calculus. New York: John Wiley & Sons, Ltd., 2008.

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4

Schilling, René L. Brownian motion: An introduction to stochastic processes. Berlin: De Gruyter, 2012.

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5

Lindstrøm, Tom. Brownian motion on nested fractals. Providence, R.I., USA: American Mathematical Society, 1990.

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6

Earnshaw, Robert C., and Elizabeth M. Riley. Brownian motion: Theory, modelling and applications. Hauppauge, N.Y: Nova Science Publishers, 2011.

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7

Bass, Richard F. Cutting Brownian paths. Providence, R.I: American Mathematical Society, 1999.

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8

Karatzas, Ioannis. Brownian motion and stochastic calculus. 2nd ed. New York: Springer, 1996.

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9

E, Shreve Steven, ed. Brownian motion and stochastic calculus. New York: Springer-Verlag, 1988.

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10

E, Shreve Steven, ed. Brownian motion and stochastic calculus. 2nd ed. New York: Springer-Verlag, 1991.

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11

Chung, Kai Lai. From Brownian motion to Schrodinger's Equation. Berlin: Springer-Verlag, 1995.

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12

Chung, Kai Lai, and John B. Walsh. Markov Processes, Brownian Motion, and Time Symmetry. New York, NY: Springer New York, 2005. http://dx.doi.org/10.1007/0-387-28696-9.

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13

Revuz, D. Continuous martingales and Brownian motion. 2nd ed. Berlin: Springer, 2001.

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14

Revuz, D. Continuous martingales and Brownian motion. Berlin: Springer-Verlag, 1991.

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15

Nourdin, Ivan. Selected Aspects of Fractional Brownian Motion. Milano: Springer Milan, 2012.

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16

Yor, Marc. Exponential Functionals of Brownian Motion and Related Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56634-9.

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17

Marc, Yor, ed. Continuous martingales and Brownian motion. 3rd ed. Berlin: Springer, 1999.

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18

Marc, Yor, ed. Continuous martingales and Brownian motion. 2nd ed. Berlin: Springer-Verlag, 1994.

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19

Corte, Julio César García. Tiempos locales y excursiones del movimiento browniano. México, D.F: Universidad Autónoma Metropolitana, Unidad Iztapalapa, 2002.

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20

León, José Rafael. Paseo al azar y movimiento browniano. Caracas: Escuela Venezolana de Matemáticas, Centro de Estudios Avanzados, Instituto Venezolano de Investigaciones Científicas, 1989.

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21

Najnudel, J. A global view of Brownian penalisations. Tokyo: Mathematical Society of Japan, 2009.

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22

Yor, Marc. Some aspects of Brownianmotion. Basel: Birkhäuser, 1992.

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23

Mishura, Yuliya S. Stochastic Calculus for Fractional Brownian Motion and Related Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-75873-0.

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24

Marinucci, D. Weak convergence of multivariate fractional processes. London: Suntory Centre, 1998.

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25

Schertzer, Emmanuel. Stochastic flows in the Brownian web and net. Providence, Rhode Island: American Mathematical Society, 2014.

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26

Francesca, Biagini, ed. Stochastic calculus for fractional Brownian motion and applications. London: Springer, 2008.

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27

Taira, Kazuaki. Brownian motion and index formulas for the de Rham complex. Berlin: Wiley-VCH, 1998.

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28

Goldman, André. Mouvement brownien à plusieurs paramètres: Mesure de Hausdorff des trajectoires. Paris: Société mathématique de France, 1988.

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29

Hélyette, Geman, ed. Mathematical finance--Bachelier Congress 2000: Selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000. Berlin: Springer, 2002.

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30

T͡Sit͡siashvili, G. Sh. Kommutat͡sionnye ėffekty v zadache diffuzii s pogloshcheniem. Vladivostok: In-t prikladnoĭ matematiki DVO RAN, 1992.

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31

Neuenschwander, Daniel. Probabilities on the Heisenberg group: Limit theorems and Brownian motion. Berlin: Springer, 1996.

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32

P, McKean Henry, ed. Diffusion processes and their sample paths. Berlin: Springer, 1996.

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33

Barik, Debashis. Quantum Brownian motion in C-numbers: Theory and applications. New York: Nova Science Publishers, 2005.

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34

Srivastava, M. S. Dynamic sampling plan in CUSUM procedure for detecting a change in the drift of Brownian motion. Toronto: University of Toronto, Dept. of Statistics, 1991.

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35

P, Kalmykov Yu, and Waldron J. T, eds. The Langevin equation: With applications in physics, chemistry, and electrical engineering. Singapore: World Scientific, 1996.

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36

P, Kalmykov Yu, and Waldron J. T, eds. The Langevin equation: With applications to stochastic problems in physics, chemistry, and electrical engineering. 2nd ed. Singapore: World Scientific, 2004.

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37

Dzhigardzh͡ian, O. L. Modeli upravleni͡ia zapasami s vinerovskim sprosom. Moskva: Vychislitelʹnyĭ ͡tsentr AN SSSR, 1988.

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38

Walsh, John B., and Kai Lai Chung. Markov Processes, Brownian Motion, and Time Symmetry. Springer London, Limited, 2006.

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39

Peres, Y., and Peter Mörters. Brownian Motion. Cambridge University Press, 2010.

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40

Mörters, Peter, and Yuval Peres. Brownian Motion. Cambridge University Press, 2010.

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41

Mörters, Peter, and Yuval Peres. Brownian Motion. Cambridge University Press, 2012.

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42

Mörters, Peter, and Yuval Peres. Brownian Motion. Cambridge University Press, 2010.

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43

Mörters, Peter, and Yuval Peres. Brownian Motion. Cambridge University Press, 2010.

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44

Markov Processes, Brownian Motion, and Time Symmetry (Grundlehren der mathematischen Wissenschaften). Springer, 2005.

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45

Schilling, René L., Bjö Böttcher, and Lothar Partzsch. Brownian Motion: An Introduction to Stochastic Processes. de Gruyter GmbH, Walter, 2014.

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46

Schilling, René L., Bjö Böttcher, and Lothar Partzsch. Brownian Motion: An Introduction to Stochastic Processes. de Gruyter GmbH, Walter, 2014.

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47

Baikie, Grant. Relativistic Brownian Motion and Diffusion Processes. Independently Published, 2018.

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48

Generalized Functionals of Brownian Motion and Their Appliations. World Scientific Publishing Company, 2011.

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49

Karatzas, Ioannis, and Steven Shreve. Brownian Motion and Stochastic Calculus. Springer London, Limited, 2014.

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50

Karatzas, Ioannis, and Steven Shreve. Brownian Motion and Stochastic Calculus. Springer London, Limited, 2012.

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