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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

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 equation. Stoch...

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 (Mathematics)

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
  • Subject HeadingBrownian motion processes. Mathematical analysis. Browns...

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
  • Subject Heading...évy processes. Brownian motion processes. MATHEMATICS / Probability & S...

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) -- Prices -...

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.

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

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

Fractional Brownian Motion : Approximations and Projections

Fractional Brownian Motion : Approximations and Projections
Paper図書
Oksana Banna ... [et al.]ISTE2019
Other Libraries in Japan

Multifractional stochastic fields : wavelet strategies in multifractional frameworks

Multifractional stochastic fields : wavelet strategies in multifractional frameworks
Paper図書
Antoine AyacheWorld Scientificc2019
Other Libraries in Japan

Brownian motion : elements of colloid dynamics

Brownian motion : elements of colloid dynamics
Paper図書
Albert P. PhilipseSpringerc2018
Other Libraries in Japan

Reflected Brownian motions in the KPZ universality class : [pbk.]

Reflected Brownian motions in the KPZ universality class : [pbk.]
Paper図書
Thomas Weiss, Patrik Ferrari, Herbert SpohnSpringerc2017
Other Libraries in Japan

Time changes of the Brownian motion : Poincaré inequality, heat kernel estimate, and protodistance

Time changes of the Brownian motion : Poincaré inequality, heat kernel estimate, and protodistance
Paper図書
Jun KigamiAmerican Mathematical Societyc2019
Other Libraries in Japan

The Langevin equation : with applications to stochastic problems in physics, chemistry, and electrical engineering 4th ed

The Langevin equation : with applications to stochastic problems in physics, chemistry, and electrical engineering 4th ed
Paper図書
William T. Coffey, Yuri P. KalmykovWorld Scientificc2017
Other Libraries in Japan

On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion

On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion
Paper図書
Maurice Duits, Kurt JohanssonAmerican Mathematical Society2018
Other Libraries in Japan

Handbook of Brownian motion : facts and formulae : softcover Corr. reprint of the 2nd ed

Handbook of Brownian motion : facts and formulae : softcover Corr. reprint of the 2nd ed
Paper図書
Andrei N. Borodin, Paavo SalminenBirkhäuser2015
Other Libraries in Japan

Brownian motion, martingales, and stochastic calculus : pbk

Brownian motion, martingales, and stochastic calculus : pbk
Paper図書
Jean-François Le GallSpringerc2016
Other Libraries in Japan

Brownian motion, martingales, and stochastic calculus

Brownian motion, martingales, and stochastic calculus
Paper図書
Jean-François Le GallSpringerc2016
Other Libraries in Japan
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