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Books on the topic 'Modèle de Brownian Motion'

Author: Grafiati

Published: 4 June 2021

Last updated: 8 February 2022

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1

Wiersema, Ubbo F. Brownian Motion Calculus. John Wiley & Sons, Ltd., 2008.

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2

Wiersema, Ubbo F. Brownian motion calculus. John Wiley & Sons, 2008.

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3

Stochastic calculus for fractional Brownian motion and related processes. Springer-Verlag, 2008.

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4

Nourdin, Ivan. Selected Aspects of Fractional Brownian Motion. Springer Milan, 2012.

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5

Quantization in astrophysics, Brownian motion and supersymmetry: Including articles never before published. MathTiger, 2007.

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6

Weilin, Xiao, ed. Fen shu Bulang yun dong xia gu ben quan zheng ding jia yan jiu: Mo xing yu can shu gu ji. Ke xue chu ban she, 2013.

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7

Froot, Kenneth. Stochastic process switching: Some simple solutions. National Bureau of Economic Research, 1989.

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8

1972-, Dolgopyat Dmitry, ed. Brownian Brownian motion-I. American Mathematical Society, 2009.

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9

E, Shreve Steven, ed. Methods of mathematical finance. Springer, 1998.

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10

(Yuval), Peres Y., Schramm Oded, and Werner Wendelin 1968-, eds. Brownian motion. Cambridge University Press, 2010.

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11

Philipse, Albert P. Brownian Motion. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-98053-9.

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12

Pomerance, Murray. Brownian motion. Trois O, 1994.

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13

Svensson, Lars E. O. The term structure of interest rate differentials in a target zone: Theory and Swedish data. National Bureau of Economic Research, 1990.

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14

Svensson, Lars E. O. The term structure of interest rate differentials in a target zone: Theory and Swedish data. Centre for Economic Policy Research, 1991.

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15

Löffler, Andreas, and Lutz Kruschwitz. The Brownian Motion. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-20103-6.

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16

Lampo, Aniello, Miguel Ángel García March, and Maciej Lewenstein. Quantum Brownian Motion Revisited. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-16804-9.

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17

Mansuy, Roger, and Marc Yor. Aspects of Brownian Motion. Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-49966-4.

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18

Bass, Richard F. Cutting Brownian paths. American Mathematical Society, 1999.

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19

Revuz, D. Continuous martingales and Brownian motion. 2nd ed. Springer, 2001.

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20

Revuz, D. Continuous martingales and Brownian motion. Springer-Verlag, 1991.

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21

E, Shreve Steven, ed. Brownian motion and stochastic calculus. 2nd ed. Springer-Verlag, 1991.

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22

Some aspects of Brownian motion. Birkhäuser, 1992.

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23

Marc, Yor, ed. Continuous martingales and Brownian motion. 2nd ed. Springer-Verlag, 1994.

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24

Inequalities for stopped Brownian motion. Centrum voor Wiskunde en Informatica, 1986.

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25

E, Shreve Steven, ed. Brownian motion and stochastic calculus. Springer-Verlag, 1988.

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26

Marc, Yor, ed. Continuous martingales and Brownian motion. 3rd ed. Springer, 1999.

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27

Karatzas, Ioannis, and Steven E. Shreve. Brownian Motion and Stochastic Calculus. Springer US, 1988. http://dx.doi.org/10.1007/978-1-4684-0302-2.

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28

Revuz, Daniel, and Marc Yor. Continuous Martingales and Brownian Motion. Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-662-21726-9.

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29

Karatzas, Ioannis, and Steven E. Shreve. Brownian Motion and Stochastic Calculus. Springer New York, 1998. http://dx.doi.org/10.1007/978-1-4612-0949-2.

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30

Yor, Marc. Some Aspects of Brownian Motion. Birkhäuser Basel, 1997. http://dx.doi.org/10.1007/978-3-0348-8954-4.

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31

Lerche, Hans Rudolf. Boundary Crossing of Brownian Motion. Springer New York, 1986. http://dx.doi.org/10.1007/978-1-4615-6569-7.

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32

Revuz, Daniel, and Marc Yor. Continuous Martingales and Brownian Motion. Springer Berlin Heidelberg, 1999. http://dx.doi.org/10.1007/978-3-662-06400-9.

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33

Karatzas, Ioannis. Brownian motion and stochastic calculus. 2nd ed. Springer, 1996.

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34

Lindstrøm, Tom. Brownian motion on nested fractals. American Mathematical Society, 1990.

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35

Earnshaw, Robert C., and Elizabeth M. Riley. Brownian motion: Theory, modelling and applications. Nova Science Publishers, 2011.

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36

Brownian motion and stochastic flow systems. Wiley, 1985.

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37

Brownian motion: Fluctuations, dynamics, and applications. Clarendon Press, 2002.

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38

Brownian Motion and Stochastic Flow Systems. Krieger Publishing Company, 1990.

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39

Chung, Kai Lai. From Brownian motion to Schrodinger's Equation. Springer-Verlag, 1995.

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40

Brownian motion, obstacles, and random media. Springer, 1998.

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41

Nourdin, Ivan. Selected Aspects of Fractional Brownian Motion. Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2823-4.

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42

Chung, Kai Lai, and Zhongxin Zhao. From Brownian Motion to Schrödinger’s Equation. Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-642-57856-4.

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43

Le Gall, Jean-François. Brownian Motion, Martingales, and Stochastic Calculus. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-31089-3.

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44

Sznitman, Alain-Sol. Brownian Motion, Obstacles and Random Media. Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-662-11281-6.

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45

1942-, Zhao Zhongxin, ed. From Brownian motion to Schrödinger's Equation. Springer-Verlag, 1995.

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46

Paavo, Salminen, ed. Handbook of Brownian motion: Facts and formulae. Birkhäuser Verlag, 1996.

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47

Paavo, Salminen, ed. Handbook of Brownian motion: Facts and formulae. 2nd ed. Birkhäuser, 2002.

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48

Schilling, René L. Brownian motion: An introduction to stochastic processes. De Gruyter, 2012.

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49

Borodin, Andrei N., and Paavo Salminen. Handbook of Brownian Motion - Facts and Formulae. Birkhäuser Basel, 2002. http://dx.doi.org/10.1007/978-3-0348-8163-0.

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50

Chung, Kai Lai, and John B. Walsh. Markov Processes, Brownian Motion, and Time Symmetry. Springer New York, 2005. http://dx.doi.org/10.1007/0-387-28696-9.

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