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Brownian Motion

Brownian Motion
Digital電子書籍・電子雑誌図書
2019
Available onlineNational Diet Library

Asymptotic inference for stochastic differential equations driven by fractional Brownian motion

Asymptotic inference for stochastic differential equations driven by fractional Brownian motion
Digital博士論文障害者向け資料あり
中島, 翔平, Nakajima, Shohei2022
National Diet Library

Applications of Stochastic Calculus based on Hyperbolic Brownian Motion

Applications of Stochastic Calculus based on Hyperbolic Brownian Motion
Digital博士論文障害者向け資料あり
井田, 有紀2018-03-31
Available onlineNational Diet LibraryOther Libraries in Japan

Spectral properties for killed symmetric Markov processes with applications to Brownian motion in unbounded domains

Spectral properties for killed symmetric Markov processes with applications to Brownian motion in unbounded domains
Digital博士論文障害者向け資料あり
Matsuura, Kouhei2019-03-27
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 equa...

Analysis of adsorbing behavior of various types of polyelectrolytes and their binary mixture on the negatively charged polystyrene sulphate latex particles studied by means of particle tracking of Brownian motion and electrokinetics

Analysis of adsorbing behavior of various types of polyelectrolytes and their binary mixture on the negatively charged polystyrene sulphate latex particles studied by means of particle tracking of Brownian motion and electrokinetics
Digital博士論文障害者向け資料あり
Doan Thi Hai YenDoan Thi Hai Yen2020
National Diet Library

ブラウン運動の動力学理論

ブラウン運動の動力学理論
Paper図書
エドワード・ネルソン 著, 井口和基 訳太陽書房2016.3<MC46-L35>
National Diet LibraryOther Libraries in Japan
  • Note (General)原タイトル: Dynamical theories of Brownian motion
  • Additional TitleDynamical theories of Brownian motion

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...

Fractional Brownian Motions in Financial Models, Simulation and Pricing

Fractional Brownian Motions in Financial Models, Simulation and Pricing
Digital博士論文障害者向け資料あり
譚, 鐫銘2013-09-30
National Diet Library

Brownian Motion and Glassy Dynamics with Disparately Separated Time Scales

Brownian Motion and Glassy Dynamics with Disparately Separated Time Scales
Digital博士論文障害者向け資料あり
黒岩, 健, Kuroiwa, Takeshi2014
National Diet Library

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.

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...

Fractional Brownian motion for accurate topographic mapping in interferometric synthetic aperture radar imaging

Fractional Brownian motion for accurate topographic mapping in interferometric synthetic aperture radar imaging
Digital博士論文障害者向け資料あり
Danudirdjo, DonnyDanudirdjo, Donny2013
National Diet Library

Asymptotic Error Distributions of the Crank-Nicholson Scheme for SDEs Driven by Fractional Brownian Motion

Asymptotic Error Distributions of the Crank-Nicholson Scheme for SDEs Driven by Fractional Brownian Motion
Digital博士論文障害者向け資料あり
Naganuma, Nobuaki2014-09-24
National Diet Library

On the lifetime of a conditioned Brownian motion

On the lifetime of a conditioned Brownian motion
Paper博士論文
Matthias Erven.Verlag Dr. Hut2012.<M-DIGKO-1043>
National Diet Library

Girsanov's formula for G-Brownian motion and a variational representaion for G-Brownian functionals

Girsanov's formula for G-Brownian motion and a variational representaion for G-Brownian functionals
Paper博士論文
Emi Osuka [著][Emi Osuka][2013]<UT51-2013-H190>
National Diet Library

On infection spreading between independent Brownian motions

On infection spreading between independent Brownian motions
Paper博士論文
Mikio Shibuya [著][Mikio Shibuya][2010]<UT51-2010-R42>
National Diet Library

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...

Short time asymptotic behavior and large deviations for Brownian motion on scale irregular Sierpinski gaskets

Short time asymptotic behavior and large deviations for Brownian motion on scale irregular Sierpinski gaskets
Paper博士論文
野田秀明 [著][野田秀明][2009]<UT51-2009-R18>
National Diet Library

Baxter's inequality for fractional brownian motion-type processes with hurst index less than 1/2 (Hokkaido University preprint series in mathematics ; ser. 890)

Baxter's inequality for fractional brownian motion-type processes with hurst index less than 1/2 (Hokkaido University preprint series in mathematics ; ser. 890)
Paper図書
[by] Akihiko Inoue, Yukio Kasahara, Punam PhartyalDept. of Mathematics, Hokkaido University2008.1<MA21-B405>
National Diet Library
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