Brownian motion, obstacles and random media 9783642084201, 3642084206

Random walks, Brownian motion, and interacting particle systems 0817635092

658 87 3MB 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

889 104 4MB 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

774 173 34MB Read more

Brownian Motion, Martingales, and Stochastic Calculus

745 122 4MB Read more

Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

1,293 266 53MB Read more

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

304 103 8MB Read more

Percolation and random media [13]

230 63 27MB Read more

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

1,209 191 3MB Read more

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

1,083 157 2MB Read more

Brownian Motion and Potential Theory, Modern and Classical [1 ed.] 9789811294310, 9789811294778, 9789811294327, 9789811294334

In this book, potential theory is presented in an inclusive and accessible manner, with the emphasis reaching from class

135 99 5MB Read more