Brownian motion, obstacles and random media 9783642084201, 3642084206

Random walks, Brownian motion, and interacting particle systems 0817635092

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Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

461 81 34MB Read more

Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

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Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

816 125 53MB Read more

Brownian Motion, Martingales, and Stochastic Calculus

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Dynamical Theories of Brownian Motion 9780691219615

These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The

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Percolation and random media [13]

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Brownian Motion: An Introduction to Stochastic Processes 9783110278989

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi

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Nonlinear Expectations and Stochastic Calculus Under Uncertainty: With Robust CLT and G-Brownian Motion 3662599023, 9783662599020

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

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Fractional Brownian Motion: Weak and Strong Approximations and Projections 9781119610335, 1119610338, 9781119610342, 1119610346, 9781786302601

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