Handbook Of Brownian Motion Facts And Formulae
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Author | : Andrei N. Borodin |
Publisher | : Springer Science & Business Media |
Total Pages | : 710 |
Release | : 2015-07-14 |
Genre | : Mathematics |
ISBN | : 9783764367053 |
Download Handbook of Brownian Motion - Facts and Formulae Book in PDF, Epub and Kindle
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.
Author | : A. N. Borodin |
Publisher | : Birkhauser |
Total Pages | : 672 |
Release | : 2002-01-01 |
Genre | : Brownian motion processes |
ISBN | : 9780817667054 |
Download Handbook of Brownian Motion Book in PDF, Epub and Kindle
Author | : Andrei N. Borodin |
Publisher | : |
Total Pages | : |
Release | : 1996 |
Genre | : |
ISBN | : |
Download Handbook of Brownian Motion - Facts and Formulae Ex. 2 Book in PDF, Epub and Kindle
Author | : Andrei Borodin |
Publisher | : |
Total Pages | : 480 |
Release | : 1996-10-01 |
Genre | : |
ISBN | : 9783034876537 |
Download Handbook of Brownian Motion Book in PDF, Epub and Kindle
Author | : René L. Schilling |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 533 |
Release | : 2021-09-07 |
Genre | : Mathematics |
ISBN | : 311074127X |
Download Brownian Motion Book in PDF, Epub and Kindle
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.
Author | : |
Publisher | : John Wiley & Sons |
Total Pages | : 722 |
Release | : 2005-12-16 |
Genre | : Mathematics |
ISBN | : 0471743917 |
Download Encyclopedia of Statistical Sciences, Volume 1 Book in PDF, Epub and Kindle
ENCYCLOPEDIA OF STATISTICAL SCIENCES
Author | : B. Szyszkowicz |
Publisher | : Elsevier |
Total Pages | : 925 |
Release | : 1998-10-29 |
Genre | : Mathematics |
ISBN | : 008049952X |
Download Asymptotic Methods in Probability and Statistics Book in PDF, Epub and Kindle
One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97.This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.
Author | : Alexander S. Cherny |
Publisher | : Springer Science & Business Media |
Total Pages | : 270 |
Release | : 2005 |
Genre | : Stochastic differential equations |
ISBN | : 9783540240075 |
Download Singular Stochastic Differential Equations Book in PDF, Epub and Kindle
Author | : Iddo Eliazar |
Publisher | : Springer Nature |
Total Pages | : 209 |
Release | : 2020-01-03 |
Genre | : Science |
ISBN | : 3030332357 |
Download Power Laws Book in PDF, Epub and Kindle
This monograph is a comprehensive and cohesive exposition of power-law statistics. Following a bottom-up construction from a foundational bedrock – the power Poisson process – this monograph presents a unified study of an assortment of power-law statistics including: Pareto laws, Zipf laws, Weibull and Fréchet laws, power Lorenz curves, Lévy laws, power Newcomb-Benford laws, sub-diffusion and super-diffusion, and 1/f and flicker noises. The bedrock power Poisson process, as well as the assortment of power-law statistics, are investigated via diverse perspectives: structural, stochastic, fractal, dynamical, and socioeconomic. This monograph is poised to serve researchers and practitioners – from various fields of science and engineering – that are engaged in analyses of power-law statistics.
Author | : Alwyn Scott |
Publisher | : Routledge |
Total Pages | : 1107 |
Release | : 2006-05-17 |
Genre | : Reference |
ISBN | : 1135455589 |
Download Encyclopedia of Nonlinear Science Book in PDF, Epub and Kindle
In 438 alphabetically-arranged essays, this work provides a useful overview of the core mathematical background for nonlinear science, as well as its applications to key problems in ecology and biological systems, chemical reaction-diffusion problems, geophysics, economics, electrical and mechanical oscillations in engineering systems, lasers and nonlinear optics, fluid mechanics and turbulence, and condensed matter physics, among others.