Books on the topic 'Brownian motion processes'
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Mörters, Peter. Brownian motion. Cambridge, UK: Cambridge University Press, 2010.
Find full textChernov, Nikolai. Brownian Brownian motion-I. Providence, R.I: American Mathematical Society, 2009.
Find full textWiersema, Ubbo F. Brownian motion calculus. Chichester: John Wiley & Sons, 2008.
Find full textWiersema, Ubbo F. Brownian Motion Calculus. New York: John Wiley & Sons, Ltd., 2008.
Find full textMishura, I͡Ulii͡a S. Stochastic calculus for fractional Brownian motion and related processes. Berlin: Springer-Verlag, 2008.
Find full textLindstrøm, Tom. Brownian motion on nested fractals. Providence, R.I., USA: American Mathematical Society, 1990.
Find full textSchilling, René L. Brownian motion: An introduction to stochastic processes. Berlin: De Gruyter, 2012.
Find full textEarnshaw, Robert C., and Elizabeth M. Riley. Brownian motion: Theory, modelling and applications. Hauppauge, N.Y: Nova Science Publishers, 2011.
Find full textYor, Marc. Some aspects of Brownian motion. Basel: Birkhäuser, 1992.
Find full textHarrison, J. Michael. Brownian motion and stochastic flow systems. New York: Wiley, 1985.
Find full textHarrison, J. Michael. Brownian Motion and Stochastic Flow Systems. Malabar, FL, USA: Krieger Publishing Company, 1990.
Find full textD. P. van der Vecht. Inequalities for stopped Brownian motion. [Amsterdam, the Netherlands]: Centrum voor Wiskunde en Informatica, 1986.
Find full textBorodin, A. N. Handbook of Brownian motion: Facts and formulae. Basel: Birkhäuser Verlag, 1996.
Find full textBorodin, A. N. Handbook of Brownian motion: Facts and formulae. 2nd ed. Basel: Birkhäuser, 2002.
Find full textBass, Richard F. Cutting Brownian paths. Providence, R.I: American Mathematical Society, 1999.
Find full textKaratzas, Ioannis. Brownian motion and stochastic calculus. 2nd ed. New York: Springer, 1996.
Find full textKaratzas, Ioannis. Brownian motion and stochastic calculus. 2nd ed. New York: Springer-Verlag, 1991.
Find full textKaratzas, Ioannis. Brownian motion and stochastic calculus. New York: Springer-Verlag, 1988.
Find full textChung, 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.
Full textSznitman, Alain-Sol. Brownian motion, obstacles, and random media. Berlin: Springer, 1998.
Find full textChung, Kai Lai. From Brownian motion to Schrodinger's Equation. Berlin: Springer-Verlag, 1995.
Find full textRevuz, D. Continuous martingales and Brownian motion. 3rd ed. Berlin: Springer, 1999.
Find full textRevuz, D. Continuous martingales and Brownian motion. Berlin: Springer-Verlag, 1991.
Find full textRevuz, D. Continuous martingales and Brownian motion. 2nd ed. Berlin: Springer-Verlag, 1994.
Find full textRevuz, D. Continuous martingales and Brownian motion. 2nd ed. Berlin: Springer, 2001.
Find full textNourdin, Ivan. Selected Aspects of Fractional Brownian Motion. Milano: Springer Milan, 2012.
Find full textYor, 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.
Full textLeón, José Rafael. Paseo al azar y movimiento browniano. Caracas: Escuela Venezolana de Matemáticas, Centro de Estudios Avanzados, Instituto Venezolano de Investigaciones Científicas, 1989.
Find full textCorte, Julio César García. Tiempos locales y excursiones del movimiento browniano. México, D.F: Universidad Autónoma Metropolitana, Unidad Iztapalapa, 2002.
Find full textNajnudel, J. A global view of Brownian penalisations. Tokyo: Mathematical Society of Japan, 2009.
Find full textYor, Marc. Some aspects of Brownianmotion. Basel: Birkhäuser, 1992.
Find full textMishura, 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.
Full textMazo, Robert M. Brownian motion: Fluctuations, dynamics, and applications. Oxford: Clarendon Press, 2002.
Find full textMarinucci, D. Weak convergence of multivariate fractional processes. London: Suntory Centre, 1998.
Find full textChung, Kai Lai. Green, Brown, and probability & Brownian motion on the line. River Edge, NJ: World Scientific, 2002.
Find full textChung, Kai Lai. From Brownian motion to Schrödinger's Equation. Berlin: Springer-Verlag, 1995.
Find full textSchertzer, Emmanuel. Stochastic flows in the Brownian web and net. Providence, Rhode Island: American Mathematical Society, 2014.
Find full textFrancesca, Biagini, ed. Stochastic calculus for fractional Brownian motion and applications. London: Springer, 2008.
Find full textTaira, Kazuaki. Brownian motion and index formulas for the de Rham complex. Berlin: Wiley-VCH, 1998.
Find full textCoffey, William. The Langevin equation: With applications in physics, chemistry, and electrical engineering. Singapore: World Scientific, 1996.
Find full textGoldman, André. Mouvement brownien à plusieurs paramètres: Mesure de Hausdorff des trajectoires. Paris: Société mathématique de France, 1988.
Find full textCoffey, William. The Langevin equation: With applications to stochastic problems in physics, chemistry, and electrical engineering. 2nd ed. Singapore: World Scientific, 2004.
Find full textOsswald, Horst. Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion: An introduction. Cambridge: Cambridge University Press, 2012.
Find full textSmarandache, Florentin, and V. Christianto. Quantization in astrophysics, Brownian motion and supersymmetry: Including articles never before published. Chennai, Tamil Nadu: MathTiger, 2007.
Find full textBachelier Finance Society. World Congress. Mathematical finance--Bachelier Congress 2000: Selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000. Edited by Geman Hélyette. Berlin: Springer, 2002.
Find full textLerche, Hans Rudolf. Boundary crossing of Brownian motion: Its relation to the law of the iterated logarithm and to sequential analysis. Berlin: Springer-Verlag, 1986.
Find full textLerche, Hans Rudolf. Boundary crossing of Brownian motion: Its relation to the law of the iterated logarithm and to sequential analysis. Berlin: Springer-Verlag, 1986.
Find full textNeuenschwander, Daniel. Probabilities on the Heisenberg group: Limit theorems and Brownian motion. Berlin: Springer, 1996.
Find full textWalsh, John B., and Kai Lai Chung. Markov Processes, Brownian Motion, and Time Symmetry. Springer London, Limited, 2006.
Find full textPeres, Y., and Peter Mörters. Brownian Motion. Cambridge University Press, 2010.
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