Handbook Of Brownian Motion
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Handbook Of Brownian Motion Facts And Formulae
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Author : Andrei N. Borodin
language : en
Publisher: Springer Science & Business Media
Release Date : 2015-07-14
Handbook Of Brownian Motion Facts And Formulae written by Andrei N. Borodin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-14 with Mathematics categories.
Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book serves as a basic reference for researchers, graduate students, and people doing applied work with Brownian motion and diffusions, and can be used as a source of explicit examples when teaching stochastic processes.
Handbook Of Brownian Motion
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Author : A. N. Borodin
language : en
Publisher: Birkhauser
Release Date : 2002-01-01
Handbook Of Brownian Motion written by A. N. Borodin and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-01 with Brownian motion processes categories.
Handbook Of Brownian Motion
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Author : Andrei Borodin
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Handbook Of Brownian Motion written by Andrei Borodin and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and experience that such a material would be very much welcome by students and people working with applications of diffusions and Brownian motion. In discussions with many of our colleagues we have found that they share this point of view. Our original plan included more things than we were able to realize. It turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to mention Brownian motion in several dimensions which enters only through the discussion of Bessel processes. On the other hand, much attention is given to the theory of local time.
Some Aspects Of Brownian Motion
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Author : Marc Yor
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Some Aspects Of Brownian Motion written by Marc Yor and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It may be natural that Part II, the younger brother, looks more into the main technique with which Part I was "working", namely: martingales and stochastic calculus. As F. Knight writes, in a review article on Part I, in which research on Brownian motion is compared to gold mining: "In the days of P. Levy, and even as late as the theorems of "Ray and Knight" (1963), it was possible for the practiced eye to pick up valuable reward without the aid of much technology . . . Thereafter, however, the rewards are increasingly achieved by the application of high technology". Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II: this technology, which includes stochastic calculus for general discontinuous semi-martingales, enlargement of filtrations, . . .
Brownian Motion And Diffusion
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Author : David Freedman
language : en
Publisher:
Release Date : 1983
Brownian Motion And Diffusion written by David Freedman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.
Essentials Of Brownian Motion And Diffusion
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Author : Frank B. Knight
language : en
Publisher: American Mathematical Soc.
Release Date : 1981
Essentials Of Brownian Motion And Diffusion written by Frank B. Knight and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Mathematics categories.
Presents some gratuitous generalities on scientific method as it relates to diffusion theory. This book defines Brownian motion by the characterization of P Levy, and then constructed in three basic ways and these are proved to be equivalent in the appropriate sense.
Brownian Motion
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Author : T. Hida
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Brownian Motion written by T. Hida and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Following the publication of the Japanese edition of this book, several inter esting developments took place in the area. The author wanted to describe some of these, as well as to offer suggestions concerning future problems which he hoped would stimulate readers working in this field. For these reasons, Chapter 8 was added. Apart from the additional chapter and a few minor changes made by the author, this translation closely follows the text of the original Japanese edition. We would like to thank Professor J. L. Doob for his helpful comments on the English edition. T. Hida T. P. Speed v Preface The physical phenomenon described by Robert Brown was the complex and erratic motion of grains of pollen suspended in a liquid. In the many years which have passed since this description, Brownian motion has become an object of study in pure as well as applied mathematics. Even now many of its important properties are being discovered, and doubtless new and useful aspects remain to be discovered. We are getting a more and more intimate understanding of Brownian motion.
Brownian Motion
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Author : René L. Schilling
language : en
Publisher: de Gruyter
Release Date : 2012
Brownian Motion written by René L. Schilling and has been published by de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with MATHEMATICS categories.
Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can ""pick and mix"" topics. A ""dependence chart"" will guide the reader when.
Handbook Of Percentage Points Of The Inverse Gaussian Distributions
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Author : James A. Koziol
language : en
Publisher: CRC Press
Release Date : 2018-01-18
Handbook Of Percentage Points Of The Inverse Gaussian Distributions written by James A. Koziol and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-18 with Medical categories.
The purpose of this handbook is to provide comprehensive tables of percentage points of the inverse Gaussian distribution. There is no other publication available today which condenses these tables - to such extent-in a concise, straightforward manner. The inverse Gaussian distribution is not only important for determining boundary crossing probabilities of Brownian Motion, which probabilities determine the operating characteristics of many sequential sampling procedures in statistics. It is also used in quality control procedures. This one-of-a-kind work includes a brief introductory section which outlines the inverse Gaussian distribution and explains the tables. The tables are produced in a fine grid of cumulative probabilities, and uses the closed form expression for the cumulative distribution function. This easy-to-use table reference also includes an excellent discussion of searching ordered tables. This handbook is a helpful, indispensable guide for all who are involved with statistics, mathematics, and computers. Mechanical engineers and physicists will find it useful also.
Stochastic Methods
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Author : Crispin Gardiner
language : en
Publisher: Springer
Release Date : 2010-10-19
Stochastic Methods written by Crispin Gardiner and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-19 with Science categories.
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.