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Search results 127

Stochastic Komatu-Loewner evolutions

Stochastic Komatu-Loewner evolutions
Paper図書
Zhen-Qing Chen, Masatoshi Fukushima, Takuya MurayamaWorld Scientific[2023]<MA211-D47>
National Diet Library
  • Summary, etc....s by using the Brownian motion with darning (BMD) that has a...
  • Subject HeadingBrownian motion processes--Mathematical model...

Beyond the triangle : Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations

Beyond the triangle : Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations
Paper図書
Sabir Umarov, Marjorie Hahn, Kei Kobayashi.World Scientific[2018]<MA211-B183>
National Diet LibraryOther Libraries in Japan
  • Subject HeadingBrownian motion processes. Fokker-Planck equa...

Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures (Lecture notes in mathematics ; 2088)

Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures (Lecture notes in mathematics ; 2088)
Paper図書
Ju Yi Yen, Marc Yor.Springer[2013]<MA211-B146>
National Diet Library
  • Subject HeadingLocal times (Stochastic processes) Brownian motion processes.

Penalising Brownian paths / Bernard Roynette, Marc Yor. (Lecture notes in mathematics ; 1969)

Penalising Brownian paths / Bernard Roynette, Marc Yor. (Lecture notes in mathematics ; 1969)
Paper図書
Springerc2009.<M211-B2>
National Diet Library
  • Subject HeadingBrownian motion processes. Martingales (Mathe...

Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII-2013 (Lecture notes in mathematics ; 2106)

Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII-2013 (Lecture notes in mathematics ; 2106)
Paper図書
Krzysztof Burdzy.Springer[2014]<MA211-B154>
National Diet Library
  • ContentsBrownian motion Probabilistic ......city Reflected Brownian motion in time dependent domains.
  • Subject HeadingBrownian motion processes. Mathematical analy...

Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction (Cambridge tracts in mathematics ; 191)

Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction (Cambridge tracts in mathematics ; 191)
Paper図書
Horst Osswald.Cambridge University Press2012.<MA211-B119>
National Diet LibraryOther Libraries in Japan
  • Summary, etc....te-dimensional Brownian motion. In an effort ......overed include Brownian motion, Ornstein-Uhlenbeck processes...
  • Contents...te-dimensional Brownian motion; 12. The Itô i......te-dimensional Brownian motion; 13. Multiple ......te-dimensional Brownian motion); 18. The Malliavin derivativ...
  • Subject Heading...évy processes. Brownian motion processes. MATHEMATICS / Prob...

Option pricing in fractional Brownian markets / Stefan Rostek. (Lecture notes in economics and mathematical systems ; 622)

Option pricing in fractional Brownian markets / Stefan Rostek. (Lecture notes in economics and mathematical systems ; 622)
Paper図書
Springerc2009.<MA211-B83>
National Diet Library
  • Subject HeadingBrownian motion processes. Options (Finance) ...

Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor. (Lecture notes in mathematics ; 1873)

Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor. (Lecture notes in mathematics ; 1873)
Paper図書
Springerc2006.<MA211-B29>
National Diet Library
  • Subject HeadingStochastic processes. Filters (Mathematics) Brownian motion processes.

Loewner chains and evolution families on parallel slit half-planes

Loewner chains and evolution families on parallel slit half-planes
Digital博士論文障害者向け資料あり
Murayama, Takuya2021-03-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject HeadingLoewner chain evolution family Komatu-Loewner equation Brownian motion with darning SLE

Fractional Brownian motionの研究

Fractional Brownian motionの研究
Paper図書
笠原, 勇二, お茶の水女子大学1998-2000<Y151-H10640107>
National Diet Library
  • Subject Headingfractional Brownian motion self similarity local time ta...

Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura. (Lecture notes in mathematics ; 1929)

Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura. (Lecture notes in mathematics ; 1929)
Paper図書
Springerc2008.<MA211-B65>
National Diet Library
  • Subject HeadingStochastic analysis. Brownian motion processes -- Mathematical mod...

デイリクレ空間の収束と拡散過程の収束に関する研究

デイリクレ空間の収束と拡散過程の収束に関する研究
Paper図書
富崎, 松代, 奈良女子大学2000-2002<Y151-H12640125>
National Diet Library
  • Subject Headingデイリクレ形式 拡散過程 bi-generalized diffusion distorted Brownian Motion スペクトル

自己相似確率過程の研究

自己相似確率過程の研究
Paper図書
笠原, 勇二, お茶の水女子大学1997-1998<Y151-H08454038>
National Diet Library
  • Subject Headingself-similar fractional Brownian motion extremal process local time C...

Interacting Brownian motionsの自己拡散行列

Interacting Brownian motionsの自己拡散行列
Paper図書
長田博文, 東京大学1997-1998<Y151-H09640244>
National Diet Library
  • Subject Heading自己拡散係数 無限粒子系 Interacting Brownian motion 流体力学極限

Convergence of stochastic processes on varying metric spaces

Convergence of stochastic processes on varying metric spaces
Digital博士論文障害者向け資料あり
Suzuki, Kohei2016-03-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject HeadingWeak convergence Brownian motion measured Gromov-Hausdorff con...

A Schumpeterian Microfoundation of the Geometric Brownian Motion of Firm Size and Zipf’s Law

A Schumpeterian Microfoundation of the Geometric Brownian Motion of Firm Size and Zipf’s Law
Digital文書・図像類
春山, 鉄源神戸大学大学院経済学研究科2024-05神戸大学経済学研究科 Discussion Paper2403p.1-29
Available onlineOther Libraries in Japan
  • Subject HeadingGeometric Brownian Motion Firm Size Pareto Distribution...

Brownian motion : a guide to random processes and stochastic calculus 3rd ed

Brownian motion : a guide to random processes and stochastic calculus 3rd ed
Paper図書
René L. Schilling ; with a chapter on simulation by Björn BöttcherDe Gruyterc2021
Other Libraries in Japan
  • Subject HeadingBrownian motion processes Stochastic processe...
  • Subject Heading (ID)Brownian motion processes Stochastic processe...

Fractional Brownian Motion : Approximations and Projections

Fractional Brownian Motion : Approximations and Projections
Paper図書
Oksana Banna ... [et al.]ISTE2019
Other Libraries in Japan
  • Subject HeadingBrownian motion processes
  • Subject Heading (ID)Brownian motion processes

ガウス乗法カオスによる時間変更過程の収束について

ガウス乗法カオスによる時間変更過程の収束について
Digital博士論文
大井, 拓夢Kyoto University2024-03-25
Available onlineOther Libraries in Japan
  • Subject Heading...haos Liouville Brownian motion Markov process

Construction of Brownian motion on the Wiener measure space

Construction of Brownian motion on the Wiener measure space
Digital文書・図像類
佐藤, 秀一, Sato, Shuichi2019-09-23p.14p.-
Other Libraries in Japan
  • Subject HeadingBrownian motion Wiener probability space