Książki na temat „Brownian motion processes”
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Mörters, Peter. Brownian motion. Cambridge, UK: Cambridge University Press, 2010.
Chernov, Nikolai. Brownian Brownian motion-I. Providence, R.I: American Mathematical Society, 2009.
Wiersema, Ubbo F. Brownian motion calculus. Chichester: John Wiley & Sons, 2008.
Wiersema, Ubbo F. Brownian Motion Calculus. New York: John Wiley & Sons, Ltd., 2008.
Mishura, I͡Ulii͡a S. Stochastic calculus for fractional Brownian motion and related processes. Berlin: Springer-Verlag, 2008.
Lindstrøm, Tom. Brownian motion on nested fractals. Providence, R.I., USA: American Mathematical Society, 1990.
Schilling, René L. Brownian motion: An introduction to stochastic processes. Berlin: De Gruyter, 2012.
Earnshaw, Robert C., i Elizabeth M. Riley. Brownian motion: Theory, modelling and applications. Hauppauge, N.Y: Nova Science Publishers, 2011.
Yor, Marc. Some aspects of Brownian motion. Basel: Birkhäuser, 1992.
Harrison, J. Michael. Brownian motion and stochastic flow systems. New York: Wiley, 1985.
Harrison, J. Michael. Brownian Motion and Stochastic Flow Systems. Malabar, FL, USA: Krieger Publishing Company, 1990.
D. P. van der Vecht. Inequalities for stopped Brownian motion. [Amsterdam, the Netherlands]: Centrum voor Wiskunde en Informatica, 1986.
Borodin, A. N. Handbook of Brownian motion: Facts and formulae. Basel: Birkhäuser Verlag, 1996.
Borodin, A. N. Handbook of Brownian motion: Facts and formulae. Wyd. 2. Basel: Birkhäuser, 2002.
Bass, Richard F. Cutting Brownian paths. Providence, R.I: American Mathematical Society, 1999.
Karatzas, Ioannis. Brownian motion and stochastic calculus. Wyd. 2. New York: Springer, 1996.
Karatzas, Ioannis. Brownian motion and stochastic calculus. Wyd. 2. New York: Springer-Verlag, 1991.
Karatzas, Ioannis. Brownian motion and stochastic calculus. New York: Springer-Verlag, 1988.
Chung, Kai Lai, i 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.
Sznitman, Alain-Sol. Brownian motion, obstacles, and random media. Berlin: Springer, 1998.
Chung, Kai Lai. From Brownian motion to Schrodinger's Equation. Berlin: Springer-Verlag, 1995.
Revuz, D. Continuous martingales and Brownian motion. Wyd. 3. Berlin: Springer, 1999.
Revuz, D. Continuous martingales and Brownian motion. Berlin: Springer-Verlag, 1991.
Revuz, D. Continuous martingales and Brownian motion. Wyd. 2. Berlin: Springer-Verlag, 1994.
Revuz, D. Continuous martingales and Brownian motion. Wyd. 2. Berlin: Springer, 2001.
Nourdin, Ivan. Selected Aspects of Fractional Brownian Motion. Milano: Springer Milan, 2012.
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.
León, José Rafael. Paseo al azar y movimiento browniano. Caracas: Escuela Venezolana de Matemáticas, Centro de Estudios Avanzados, Instituto Venezolano de Investigaciones Científicas, 1989.
Corte, Julio César García. Tiempos locales y excursiones del movimiento browniano. México, D.F: Universidad Autónoma Metropolitana, Unidad Iztapalapa, 2002.
Najnudel, J. A global view of Brownian penalisations. Tokyo: Mathematical Society of Japan, 2009.
Yor, Marc. Some aspects of Brownianmotion. Basel: Birkhäuser, 1992.
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.
Mazo, Robert M. Brownian motion: Fluctuations, dynamics, and applications. Oxford: Clarendon Press, 2002.
Marinucci, D. Weak convergence of multivariate fractional processes. London: Suntory Centre, 1998.
Chung, Kai Lai. Green, Brown, and probability & Brownian motion on the line. River Edge, NJ: World Scientific, 2002.
Chung, Kai Lai. From Brownian motion to Schrödinger's Equation. Berlin: Springer-Verlag, 1995.
Schertzer, Emmanuel. Stochastic flows in the Brownian web and net. Providence, Rhode Island: American Mathematical Society, 2014.
Francesca, Biagini, red. Stochastic calculus for fractional Brownian motion and applications. London: Springer, 2008.
Taira, Kazuaki. Brownian motion and index formulas for the de Rham complex. Berlin: Wiley-VCH, 1998.
Coffey, William. The Langevin equation: With applications in physics, chemistry, and electrical engineering. Singapore: World Scientific, 1996.
Goldman, André. Mouvement brownien à plusieurs paramètres: Mesure de Hausdorff des trajectoires. Paris: Société mathématique de France, 1988.
Coffey, William. The Langevin equation: With applications to stochastic problems in physics, chemistry, and electrical engineering. Wyd. 2. Singapore: World Scientific, 2004.
Osswald, Horst. Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion: An introduction. Cambridge: Cambridge University Press, 2012.
Smarandache, Florentin, i V. Christianto. Quantization in astrophysics, Brownian motion and supersymmetry: Including articles never before published. Chennai, Tamil Nadu: MathTiger, 2007.
Bachelier 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. Redaktor Geman Hélyette. Berlin: Springer, 2002.
Lerche, Hans Rudolf. Boundary crossing of Brownian motion: Its relation to the law of the iterated logarithm and to sequential analysis. Berlin: Springer-Verlag, 1986.
Lerche, Hans Rudolf. Boundary crossing of Brownian motion: Its relation to the law of the iterated logarithm and to sequential analysis. Berlin: Springer-Verlag, 1986.
Neuenschwander, Daniel. Probabilities on the Heisenberg group: Limit theorems and Brownian motion. Berlin: Springer, 1996.
Walsh, John B., i Kai Lai Chung. Markov Processes, Brownian Motion, and Time Symmetry. Springer London, Limited, 2006.
Peres, Y., i Peter Mörters. Brownian Motion. Cambridge University Press, 2010.