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30 résultat(s) recherche sur le mot-clé 'brownian motion'
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Brownian motion / Takeyuki Hida
Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 8301 60C173 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible Brownian motion / Peter Mörters
Titre : Brownian motion Type de document : texte imprimé Auteurs : Peter Mörters, Auteur ; Yuval Peres, Auteur Editeur : New York, NY : Cambridge University Press Année de publication : 2010 Collection : Cambridge Series on Statistical and Probabilistic Mathematics num. 30 Importance : xii - 403 p. Format : 26 cm ISBN/ISSN/EAN : 978-0-521-76018-8 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G15 Gaussian processes
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J65 Brownian motionMots-clés : Brownian motion path properties Hausdorff dimension capacity potential theory exceptional sets stochastic Loewner evolution (SLE) Index. décimale : 60C Monographie Brownian motion [texte imprimé] / Peter Mörters, Auteur ; Yuval Peres, Auteur . - New York, NY : Cambridge University Press, 2010 . - xii - 403 p. ; 26 cm. - (Cambridge Series on Statistical and Probabilistic Mathematics; 30) .
ISBN : 978-0-521-76018-8
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60GXX Stochastic processes:60G15 Gaussian processes
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J65 Brownian motionMots-clés : Brownian motion path properties Hausdorff dimension capacity potential theory exceptional sets stochastic Loewner evolution (SLE) Index. décimale : 60C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 21475 60C339 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible Brownian motion and stochastic calculus / Karatzas, Ioannis
Titre : Brownian motion and stochastic calculus Type de document : texte imprimé Auteurs : Karatzas, Ioannis ; Shreve, Steven E. Editeur : New York, NY : Springer Année de publication : 1991 Collection : Graduate Texts in Mathematics num. 113 Importance : xxiii - 470 p. ISBN/ISSN/EAN : 978-0-387-97655-6 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J65 Brownian motionMots-clés : martingale problem comparison of solutions stochastic differential equations feynman-kac formula local time girsanov theorem haar functions doob- meyer decomposition semimartingales related to the brownian motion brownian motion Index. décimale : 60C Monographie Brownian motion and stochastic calculus [texte imprimé] / Karatzas, Ioannis ; Shreve, Steven E. . - New York, NY : Springer, 1991 . - xxiii - 470 p.. - (Graduate Texts in Mathematics; 113) .
ISBN : 978-0-387-97655-6
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60HXX Stochastic analysis
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J65 Brownian motionMots-clés : martingale problem comparison of solutions stochastic differential equations feynman-kac formula local time girsanov theorem haar functions doob- meyer decomposition semimartingales related to the brownian motion brownian motion Index. décimale : 60C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 13374 60C167 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible Brownian motion, obstacles and random media / Sznitman, Alain-Sol
Titre : Brownian motion, obstacles and random media Type de document : texte imprimé Auteurs : Sznitman, Alain-Sol Editeur : New York, NY : Springer Année de publication : 1998 Collection : Springer Monographs in Mathematics Importance : xvi - 353 p. ISBN/ISSN/EAN : 978-3-540-64554-2 Langues : Anglais Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J45 Probabilistic potential theory
60-XX Probability theory and stochastic processes :60KXX Special processes:60K40 Other physical applications of random processesMots-clés : enlargement of obstacles brownian survival poisson obstacles random media brownian motion Index. décimale : 60C Monographie Brownian motion, obstacles and random media [texte imprimé] / Sznitman, Alain-Sol . - New York, NY : Springer, 1998 . - xvi - 353 p. . - (Springer Monographs in Mathematics) .
ISBN : 978-3-540-64554-2
Langues : Anglais
Catégories : 60-XX Probability theory and stochastic processes :60-02 Research exposition (monographs, survey articles)
60-XX Probability theory and stochastic processes :60JXX Markov processes:60J45 Probabilistic potential theory
60-XX Probability theory and stochastic processes :60KXX Special processes:60K40 Other physical applications of random processesMots-clés : enlargement of obstacles brownian survival poisson obstacles random media brownian motion Index. décimale : 60C Monographie Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 14266 60C221 imprimé / autre CRDM 60/THEORIE DES PROBABILITES ET PROCESSUS STOCHASTICS Disponible Approximation and entropy numbers of Volterra operators with application to Brownian motion / Mikhail A. Lifshits
Titre : Approximation and entropy numbers of Volterra operators with application to Brownian motion Type de document : texte imprimé Auteurs : Mikhail A. Lifshits, Auteur ; Werner Linde, Auteur Editeur : Providence, R.I. : American Mathematical Society Année de publication : 2002 Collection : Memoirs of the American Mathematical Society, ISSN 0065-9266 num. 745 Importance : 87 p. ISBN/ISSN/EAN : 978-0-8218-2791-8 Langues : Anglais Catégories : 47-XX Operator theory:47-02 Research exposition (monographs, survey articles)
47-XX Operator theory:47BXX Special classes of linear operators:47B06 Riesz operators; eigenvalue distributions; approximation numbers, $s$-numbers, Kolmogorov numbers, entropy numbers, etc. of operators
47-XX Operator theory:47GXX Integral, integro-differential, and pseudodifferential operators :47G10 Integral operatorsMots-clés : Brownian motion Volterra integral operator kernel functions entropy numbers approximation numbers small ball behaviour of weighted Wiener processes monotonicity scale transformations Carl's approximation bounds for diagonal operators Gluskin's estimates for the approximation numbers Brownian bridges Index. décimale : Mem Approximation and entropy numbers of Volterra operators with application to Brownian motion [texte imprimé] / Mikhail A. Lifshits, Auteur ; Werner Linde, Auteur . - Providence, R.I. : American Mathematical Society, 2002 . - 87 p.. - (Memoirs of the American Mathematical Society, ISSN 0065-9266; 745) .
ISBN : 978-0-8218-2791-8
Langues : Anglais
Catégories : 47-XX Operator theory:47-02 Research exposition (monographs, survey articles)
47-XX Operator theory:47BXX Special classes of linear operators:47B06 Riesz operators; eigenvalue distributions; approximation numbers, $s$-numbers, Kolmogorov numbers, entropy numbers, etc. of operators
47-XX Operator theory:47GXX Integral, integro-differential, and pseudodifferential operators :47G10 Integral operatorsMots-clés : Brownian motion Volterra integral operator kernel functions entropy numbers approximation numbers small ball behaviour of weighted Wiener processes monotonicity scale transformations Carl's approximation bounds for diagonal operators Gluskin's estimates for the approximation numbers Brownian bridges Index. décimale : Mem Exemplaires
Code-barres Cote Support Localisation Section Disponibilité 19130 Mem /745 imprimé / autre CRDM Mem/MEMOIRS AMS Disponible Continuous martingales and Brownian motion / Revuz, Daniel
PermalinkExponential functionals of Brownian motion and related processes / Marc Yor
PermalinkConvergence of solutions of the Kolmogorov equation to travelling waves / Bramson, Maury
PermalinkProbabilistic techniques in analysis / Richard F. Bass
PermalinkBasics of applied stochastic processes / Richard Serfozo
PermalinkChange of time and change of measure / Ole E. Barndorff-Nielsen
PermalinkClassical potential theory and its probabilistic counter part / Doob, Joseph L.
PermalinkCombinatorial stochastic processes / Jim Pitman
PermalinkDiffusion processes and their sample paths / Itô, Kiyosi
PermalinkDiffusions, Markov processes and martingales. Vol. 1 / Rogers, L.C.G.
PermalinkÉléments de mathématiques du signal / Hervé Reinhard
PermalinkLarge deviations techniques and applications / Amir Dembo
PermalinkLectures on contemporary probability / Lawler, Gregory F.
PermalinkMarkov processes, Gaussian processes, and local times / Michael B. Marcus
PermalinkMathematical methods for financial markets / Monique Jeanblanc
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