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検索結果 108 件

Stochastic Komatu-Loewner evolutions

Stochastic Komatu-Loewner evolutions
紙図書
Zhen-Qing Chen, Masatoshi Fukushima, Takuya MurayamaWorld Scientific[2023]<MA211-D47>
国立国会図書館
  • 件名Brownian motion processes--Mathematical models Markov p...

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
紙図書
Sabir Umarov, Marjorie Hahn, Kei Kobayashi.World Scientific[2018]<MA211-B183>
国立国会図書館全国の図書館
  • 件名Brownian motion processes. Fokker-Planck equation. Stoc...

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)
紙図書
Ju Yi Yen, Marc Yor.Springer[2013]<MA211-B146>
国立国会図書館
  • 件名Local 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)
紙図書
Springerc2009.<M211-B2>
国立国会図書館
  • 件名Brownian 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)
紙図書
Krzysztof Burdzy.Springer[2014]<MA211-B154>
国立国会図書館
  • 件名Brownian motion processes. Mathematical analysis. Brown...

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)
紙図書
Horst Osswald.Cambridge University Press2012.<MA211-B119>
国立国会図書館全国の図書館
  • 件名...évy processes. Brownian motion processes. MATHEMATICS / Probability & ...

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)
紙図書
Springerc2009.<MA211-B83>
国立国会図書館
  • 件名Brownian 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)
紙図書
Springerc2006.<MA211-B29>
国立国会図書館
  • 件名Stochastic 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)
紙図書
Springerc2008.<MA211-B65>
国立国会図書館
  • 件名Stochastic analysis. Brownian motion processes -- Mathematical models. Brown...

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

Brownian motion : a guide to random processes and stochastic calculus 3rd ed
紙図書
René L. Schilling ; with a chapter on simulation by Björn BöttcherDe Gruyterc2021
全国の図書館
  • 件名Brownian motion processes Stochastic processes
  • 件名（識別子）Brownian motion processes Stochastic processes

Fractional Brownian Motion : Approximations and Projections

Fractional Brownian Motion : Approximations and Projections
紙図書
Oksana Banna ... [et al.]ISTE2019
全国の図書館
  • 件名Brownian motion processes
  • 件名（識別子）Brownian motion processes

Multifractional stochastic fields : wavelet strategies in multifractional frameworks

Multifractional stochastic fields : wavelet strategies in multifractional frameworks
紙図書
Antoine AyacheWorld Scientificc2019
全国の図書館
  • 件名Brownian motion processes Stochastic processes
  • 件名（識別子）Brownian motion processes Stochastic processes

Brownian motion : elements of colloid dynamics

Brownian motion : elements of colloid dynamics
紙図書
Albert P. PhilipseSpringerc2018
全国の図書館
  • 件名Brownian motion processes
  • 件名（識別子）Brownian motion processes

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

Reflected Brownian motions in the KPZ universality class : [pbk.]
紙図書
Thomas Weiss, Patrik Ferrari, Herbert SpohnSpringerc2017
全国の図書館
  • 件名Brownian motion processes
  • 件名（識別子）Brownian motion processes

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
紙図書
Jun KigamiAmerican Mathematical Societyc2019
全国の図書館
  • 件名Brownian motion processes Mathematical analysis Heat --...
  • 件名（識別子）Brownian motion processes Mathematical analysis Heat --...

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
紙図書
William T. Coffey, Yuri P. KalmykovWorld Scientificc2017
全国の図書館
  • 件名Langevin equations Brownian motion processes
  • 件名（識別子）Langevin equations Brownian motion processes

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

On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion
紙図書
Maurice Duits, Kurt JohanssonAmerican Mathematical Society2018
全国の図書館
  • 件名Brownian motion processes Mesoscopic phenomena (Physics...
  • 件名（識別子）Brownian motion processes Mesoscopic phenomena (Physics...

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
紙図書
Andrei N. Borodin, Paavo SalminenBirkhäuser2015
全国の図書館
  • 件名Brownian motion processes
  • 件名（識別子）Brownian motion processes

Brownian motion, martingales, and stochastic calculus : pbk

Brownian motion, martingales, and stochastic calculus : pbk
紙図書
Jean-François Le GallSpringerc2016
全国の図書館
  • 件名Brownian motion processes Martingales (Mathematics) Sto...
  • 件名（識別子）Brownian motion processes Martingales (Mathematics) Sto...

Brownian motion, martingales, and stochastic calculus

Brownian motion, martingales, and stochastic calculus
紙図書
Jean-François Le GallSpringerc2016
全国の図書館
  • 件名Brownian motion processes Martingales (Mathematics) Sto...
  • 件名（識別子）Brownian motion processes Martingales (Mathematics) Sto...