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Статті в журналах з теми "Planar Brownian motion":
Jedidi, Wissem, and Stavros Vakeroudis. "Windings of planar processes, exponential functionals and Asian options." Advances in Applied Probability 50, no. 3 (September 2018): 726–42. http://dx.doi.org/10.1017/apr.2018.33.
Davis, Burgess. "Conditioned Brownian motion in planar domains." Duke Mathematical Journal 57, no. 2 (October 1988): 397–421. http://dx.doi.org/10.1215/s0012-7094-88-05718-3.
Werner, Wendelin, and Gregory F. Lawler. "Intersection Exponents for Planar Brownian Motion." Annals of Probability 27, no. 4 (October 1999): 1601–42. http://dx.doi.org/10.1214/aop/1022677543.
Lawler, Gregory F., and Wendelin Werner. "Intersection Exponents for Planar Brownian Motion." Annals of Probability 27, no. 4 (October 1999): 1601–42. http://dx.doi.org/10.1214/aop/1022874810.
Brassesco, Stella. "A Note on Planar Brownian Motion." Annals of Probability 20, no. 3 (July 1992): 1498–503. http://dx.doi.org/10.1214/aop/1176989703.
Pitman, Jim, and Marc Yor. "Asymptotic Laws of Planar Brownian Motion." Annals of Probability 14, no. 3 (July 1986): 733–79. http://dx.doi.org/10.1214/aop/1176992436.
Bass, Richard F., and Krzysztof Burdzy. "Conditioned Brownian motion in planar domains." Probability Theory and Related Fields 101, no. 4 (December 1995): 479–93. http://dx.doi.org/10.1007/bf01202781.
Zhan, Dapeng. "Loop-Erasure of Planar Brownian Motion." Communications in Mathematical Physics 303, no. 3 (March 27, 2011): 709–20. http://dx.doi.org/10.1007/s00220-011-1234-9.
Pitman, Jim, and Marc Yor. "Further Asymptotic Laws of Planar Brownian Motion." Annals of Probability 17, no. 3 (July 1989): 965–1011. http://dx.doi.org/10.1214/aop/1176991253.
Klenke, Achim, and Peter Mörters. "Multiple Intersection Exponents for Planar Brownian Motion." Journal of Statistical Physics 136, no. 2 (July 2009): 373–97. http://dx.doi.org/10.1007/s10955-009-9780-7.
Дисертації з теми "Planar Brownian motion":
Sauzedde, Isao. "Windings of the planar Brownian motion and Green’s formula." Thesis, Sorbonne université, 2021. http://www.theses.fr/2021SORUS437.
We study the windings of the planar Brownian motion around points, following the previous works of Wendelin Werner in particular. In the first chapter, we motivate this study by the one of smoother curves. We prove in particular a Green formula for Young integration, without simplicity assumption for the curve. In the second chapter, we study the area of the set of points around which the Brownian motion winds at least N times. We give an asymptotic estimation for this area, up to the second order, both in the almost sure sense and in the Lp spaces, when N goes to infinity.The third chapter is devoted to the proof of a result which shows that the points with large winding are distributed in a very balanced way along the trajectory. In the fourth chapter, we use the results from the two previous chapters to give a new Green formula for the Brownian motion. We also study the averaged winding around randomly distributed points in the plan. We show that, almost surely for the trajectory, this averaged winding converges in distribution, not toward a constant (which would be the Lévy area), but toward a Cauchy distribution centered at the Lévy area. In the last two chapters, we apply the ideas from the previous chapters to define and study the Lévy area of the Brownian motion, when the underlying area measure is not the Lebesgue measure anymore, but instead a random and highly irregular measure. We deal with the case of the Gaussian multiplicative chaos in particular, but the tools can be used in a much more general framework
Cortez, Otto. "Brownian Motion and Planar Regions: Constructing Boundaries from h-Functions." Scholarship @ Claremont, 2000. https://scholarship.claremont.edu/hmc_theses/119.
Trefán, György. "Deterministic Brownian Motion." Thesis, University of North Texas, 1993. https://digital.library.unt.edu/ark:/67531/metadc279262/.
Yamaki, Tania Patricia Simões. "Solução exata da equação de Kramers para uma partícula Browniana carregada sob ação de campos elétrico e magnético externos e aplicações à hidrotermodinâmica." [s.n.], 2010. http://repositorio.unicamp.br/jspui/handle/REPOSIP/277085.
Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Física Gleb Wataghin
Made available in DSpace on 2018-08-17T17:49:01Z (GMT). No. of bitstreams: 1 Yamaki_TaniaPatriciaSimoes_D.pdf: 15751882 bytes, checksum: 3bccb71a25a31c07f0e3e25ffb074896 (MD5) Previous issue date: 2010
Resumo: Após apresentarmos uma revisão dos principais modelos teóricos para o movimento Browniano, consideramos em particular o caso de uma partícula Browniana carregada sob ação de campos elétrico e magnético. A obtenção de uma solução analítica para este caso, resolvendo a equação de Kramers para a distribuição de probabilidades de uma partícula no espaço de fase, foi sugerida em 1943 por Chandrasekhar, mas até os anos noventa do século passado, o problema foi raramente considerado na literatura. Obtivemos a solução fundamental exata deste problema, e analisamos algumas aplicações. Consideramos uma classe particular de soluções, aquelas com perfil inicial Gaussiano (no espaço de fase), sendo a solução uma convolução de Gaussianas (a solução fundamental ou propagador, e o perfil inicial). Calculamos algumas grandezas hidrodinâmicas e termodinâmicas a partir da expressão exata para a distribuição de probabilidades de uma partícula Browniana, a saber, a densidade de partículas, as densidades de fluxo de partículas, de energia, de fluxo de energia, de entropia e também a temperatura efetiva do gás Browniano, que pode ser obtida a partir das densidades de partícula e energia cinética. Publicamos em 2005 a solução fundamental exata e algumas aplicações no regime assintótico.
Abstract: After presenting a sketch of the several theoretical approaches to the Brownian motion model, we consider a charged Brownian particle under electric and magnetic fields. A path to solve analitically Kramers equation, for the particle distribution probability in phase space, was suggested in 1943 by Chandrasekhar, nevertheless until the nineties of last century, this problem was rarely considered. We present the exact fundamental solution and analyze some applications. We consider a particular class of solutions, namely, with a gaussian initial profile (in phase space), thus the resulting solution is a convolution of gaussians (both the fundamental solution or propagator, and the initial profile). Then we compute some hydrodinamical and thermodynamical densities from the exact expression for the probability distribution of a Brownian particle, for example, particle density, matter ux density, energy density, energy ux density, entropy density, among others, and some derived quantities suchs as the effective temperature of the Brownian gas. In 2005 we published part of these results, namely the fundamental solution and some application on the asymptotic regime
Doutorado
Física Estatistica e Termodinamica
Doutora em Ciências
Bruna, Maria. "Excluded-volume effects in stochastic models of diffusion." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:020c2d3e-5fef-478c-9861-553cd310daf5.
Flegg, Mark Bruce. "Theoretical investigation of mechanisms of formation and interaction of nanoparticles." Thesis, Queensland University of Technology, 2010. https://eprints.qut.edu.au/31843/1/Mark_Flegg_Thesis.pdf.
HUANG, FANG-GUO, and 黃芳國. "The sets containing points of multiplicity c of planar brownian motion." Thesis, 1989. http://ndltd.ncl.edu.tw/handle/83165117657231954209.
Blaschke, Johannes Paul. "Entropic Motors." Doctoral thesis, 2014. http://hdl.handle.net/11858/00-1735-0000-0022-5E50-C.
Книги з теми "Planar Brownian motion":
Guionnet, Alice. Free probability. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198797319.003.0003.
Seth, Raghav, and George E. Smith. Brownian Motion and Molecular Reality. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190098025.001.0001.
Succi, Sauro. Stochastic Particle Dynamics. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199592357.003.0009.
Milonni, Peter W. An Introduction to Quantum Optics and Quantum Fluctuations. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780199215614.001.0001.
Частини книг з теми "Planar Brownian motion":
Le Gall, Jean-François. "Some properties of planar brownian motion." In Lecture Notes in Mathematics, 111–229. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/bfb0084700.
Le Gall, J. F., and S. James Taylor. "The Packing Measure of Planar Brownian Motion." In Seminar on Stochastic Processes, 1986, 139–47. Boston, MA: Birkhäuser Boston, 1987. http://dx.doi.org/10.1007/978-1-4684-6751-2_9.
Yor, Marc. "From Planar Brownian Windings to Asian Options." In Exponential Functionals of Brownian Motion and Related Processes, 123–38. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56634-9_8.
Werner, Wendelin. "Critical Exponents, Conformal Invariance and Planar Brownian Motion." In European Congress of Mathematics, 87–103. Basel: Birkhäuser Basel, 2001. http://dx.doi.org/10.1007/978-3-0348-8266-8_8.
Brossard, Jean, Michel Émery, and Christophe Leuridan. "Skew-Product Decomposition of Planar Brownian Motion and Complementability." In Lecture Notes in Mathematics, 377–94. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-11970-0_15.
Dynkin, E. B. "Functionals associated with self-intersections of the planar Brownian motion." In Séminaire de Probabilités XX 1984/85, 553–71. Berlin, Heidelberg: Springer Berlin Heidelberg, 1986. http://dx.doi.org/10.1007/bfb0075741.
Rosen, Jay. "A renormalized local time for multiple intersections of planar brownian motion." In Séminaire de Probabilités XX 1984/85, 515–31. Berlin, Heidelberg: Springer Berlin Heidelberg, 1986. http://dx.doi.org/10.1007/bfb0075738.
Bertoin, Jean, and Wendelin Werner. "Asymptotic windings of planar Brownian motion revisited via the Ornstein-Uhlenbeck process." In Lecture Notes in Mathematics, 138–52. Berlin, Heidelberg: Springer Berlin Heidelberg, 1994. http://dx.doi.org/10.1007/bfb0073842.
Shi, Z. "Liminf behaviours of the windings and Lévy's stochastic areas of planar Brownian motion." In Lecture Notes in Mathematics, 122–37. Berlin, Heidelberg: Springer Berlin Heidelberg, 1994. http://dx.doi.org/10.1007/bfb0073841.
Le Gall, Jean-François. "Exponential moments for the renormalized self-intersection local time of planar brownian motion." In Lecture Notes in Mathematics, 172–80. Berlin, Heidelberg: Springer Berlin Heidelberg, 1994. http://dx.doi.org/10.1007/bfb0073845.
Тези доповідей конференцій з теми "Planar Brownian motion":
Zhou, Yu, and Gregory S. Chirikjian. "Nonholonomic Motion Planning Using Diffusion of Workspace Density Functions." In ASME 2003 International Mechanical Engineering Congress and Exposition. ASMEDC, 2003. http://dx.doi.org/10.1115/imece2003-42916.
Vuillerme, Nicolas, Nicolas Pinsault, Olivier Chenu, Anthony Fleury, Yohan Payan, and Jacques Demongeot. "The Effects of a Plantar Pressure-Based, Tongue-Placed Tactile Biofeedback System on the Regulation of the Centre of Foot Pressure Displacements During Upright Quiet Standing: A Fractional Brownian Motion Analysis." In 2008 International Conference on Complex, Intelligent and Software Intensive Systems. IEEE, 2008. http://dx.doi.org/10.1109/cisis.2008.32.
Lin, Xiaohui, Chibin Zhang, Changbao Wang, Wenquan Chu, and Zhaomin Wang. "A Two-Phase Model for Analysis of Blood Flow and Rheological Properties in the Elastic Microvessel." In ASME 2016 14th International Conference on Nanochannels, Microchannels, and Minichannels collocated with the ASME 2016 Heat Transfer Summer Conference and the ASME 2016 Fluids Engineering Division Summer Meeting. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/icnmm2016-8103.