Cargando…

Cutting Brownian paths

Detalles Bibliográficos
Autores principales:	Bass, Richard F, Burdzy, Krzysztof, Burdzy, K
Lenguaje:	eng
Publicado:	American Mathematical Society 1999
Materias:	Mathematical Physics and Mathematics
Acceso en línea:	http://cds.cern.ch/record/2682527

Ejemplares similares

Ecole d'été de probabilités de Saint-Flour XLIII
por: Burdzy, Krzysztof
Publicado: (2014)

Penalising Brownian paths
por: Roynette, Bernard, et al.
Publicado: (2009)

Seminar on Stochastic Processes, 1992
por: Çinlar, E, et al.
Publicado: (1993)

Brownian Motion
por: Mörters, Peter, et al.
Publicado: (2010)

Brownian motion and diffusion
por: Freedman, David
Publicado: (1983)

Aspects of brownian motion
por: Mansuy, Roger, et al.
Publicado: (2008)

Continuous Martingales and Brownian motion
por: Revuz, Daniel, et al.
Publicado: (1999)

Some aspects of brownian motion
por: Yor, Marc
Publicado: (1997)

Brownian motion and stochastic calculus
por: Karatzas, Ioannis, et al.
Publicado: (1998)

Continuous martingales and Brownian motion
por: Revuz, Daniel, et al.
Publicado: (1991)

Brownian motion and stochastic calculus
por: Karatzas, Ioannis, et al.
Publicado: (1988)

Brownian motion on nested fractals
por: Lindstrom, Tom
Publicado: (1990)

From Brownian motion to Schrödinger’s equation
por: Chung, Kai Lai, et al.
Publicado: (1995)

Handbook of brownian motion — facts and formulae
por: Borodin, Andrei N, et al.
Publicado: (2002)

Handbook of brownian motion — facts and formulae
por: Borodin, Andrei N, et al.
Publicado: (1996)

Selected aspects of fractional Brownian motion
por: Nourdin, Ivan
Publicado: (2012)

Brownian motion, obstacles and random media
por: Sznitman, Alain-Sol
Publicado: (1998)

Brownian motion and classical potential theory
por: Port, Sidney
Publicado: (2012)

Brownian motion, martingales, and stochastic calculus
por: Le Gall, Jean-François
Publicado: (2016)

Brownian motion, hardy spaces and bounded mean oscillation
por: Petersen, K E
Publicado: (1977)

Lectures from Markov processes to Brownian motion
por: Chung, Kai Lai
Publicado: (1982)

Reflected Brownian motions in the KPZ universality class
por: Weiss, Thomas, et al.
Publicado: (2017)

Exponential functionals of brownian motion and related processes
por: Yor, Marc
Publicado: (2001)

Markov processes, Brownian motion, and time symmetry
por: Chung, Kai Lai, et al.
Publicado: (2005)

Stochastic calculus for fractional Brownian motion and applications
por: Biagini, Francesca, et al.
Publicado: (2005)

Random walks on braid groups: brownian bridges, complexity and statistics
por: Nechaev, S K, et al.
Publicado: (1995)

On mesoscopic equilibrium for linear statistics in Dyson's brownian motion
por: Duits, Maurice, et al.
Publicado: (2018)

Integral transformations and anticipative calculus for fractional Brownian motions
por: Hu, Yaozhong
Publicado: (2005)

Simple Brownian diffusion: an introduction to the standard theoretical models
por: Gillespie, Daniel T, et al.
Publicado: (2013)

Brownian dynamics at boundaries and interfaces: in physics, chemistry, and biology
por: Schuss, Zeev
Publicado: (2013)

Random times and enlargements of filtrations in a Brownian setting
por: Mansuy, Roger, et al.
Publicado: (2006)

Stochastic calculus for fractional Brownian motion and related processes
por: Mishura, Yuliya S
Publicado: (2008)

Probabilities on the Heisenberg group: limit theorems and Brownian motion
por: Neuenschwander, Daniel
Publicado: (1996)

Approximation and entropy numbers of Volterra operators with application to Brownian motion
por: A, Lifshits Mikhail, et al.
Publicado: (2002)

Brownian ratchets: from statistical physics to bio and nano-motors
por: Cubero, David, et al.
Publicado: (2016)

Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion
por: Osswald, Horst
Publicado: (2012)

Inference on the hurst parameter and the variance of diffusions driven by fractional Brownian motion
por: Berzin, Corinne, et al.
Publicado: (2014)

Statistics Of A Flux In Burgers Turbulence With One-sided Brownian Initial Data
por: Bertoin, J, et al.
Publicado: (2001)

Nonlinear expectations and stochastic calculus under uncertainty: with robust CLT and G-Brownian motion
por: Peng, Shige
Publicado: (2019)

Boundary crossing of brownian motion: its relation to the law of the iterated logarithm and to sequential analysis
por: Lerche, Hans Rudolf
Publicado: (1986)

Cannot write session to /tmp/vufind_sessions/sess_l7omhjah5c6k7q53j2nb2lrduu