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Brownian Motion and Its Applications to Mathematical Analysis

These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between;

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Brownian Motion

Brownian motion is the seemingly random movement of particles suspended in a fluid or the mathematical model used to describe such random;

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Brownian Dynamics at Boundaries and Interfaces

, communications theory, mathematical finance theory, and many other disciplines. Brownian dynamics simulations of the random motion of particles, be it;

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Brownian Models of Performance and Control

Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level;

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Brownian Motion

Brownian motion - the incessant motion of small particles suspended in a fluid - is an important topic in statistical physics and physical;

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Stochastic Processes: From Physics to Finance

to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem;

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Conformally Invariant Processes in the Plane

to intersection exponents for Brownian motion. The prerequisites are first-year graduate courses in real analysis, complex analysis, and;

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Advanced Mathematical Methods for Finance

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to;

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Advanced Mathematical Methods for Finance

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to;

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Selected Aspects of Fractional Brownian Motion

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others;

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Selected Aspects of Fractional Brownian Motion

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others;

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Tensor Analysis

in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical;

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Tensor Analysis

in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical;

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Art of Smooth Pasting

exposition of the theory of Brownian motion and its control or regulation, rendering such methods more accessible to economists who do not require a;

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Random Walk, Brownian Motion, and Martingales

. Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors;

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Generalized Functionals Of Brownian Motion And Their Applications

analysis of classical and generalized functionals of scalar Brownian motion, Gaussian random fields and their vector versions in the increasing;

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Brownian Motion Martingales and Stochastic Calculus

mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such;

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From Brownian Motion to Schrödinger's Equation

than the concise where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics;

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The Brownian Motion

formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but;

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The Brownian Motion

formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but;

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Local Times and Excursion Theory for Brownian Motion

, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.;

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Diffusion, Quantum Theory, and Radically Elementary Mathematics. (MN-47)

diffusive motion and its relation to both nonrelativistic quantum theory and quantum field theory. It shows how diffusive motion concepts lead to a;

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An Introduction to Stochastic Integration

of martingales, the Feynman-Kac functional and Schrödinger equation. For Brownian motion, the topics of local time, reflected Brownian motion, and time;

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Stochastic Calculus for Fractional Brownian Motion and Applications

be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and;

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Stochastic Calculus for Fractional Brownian Motion and Applications

be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and;

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Stochastic Analysis on Manifolds

Riemannian manifold and studies the effect of curvature on its behavior. He then applies Brownian motion to geometric problems and vice versa, using;

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From Measures to Ito Integrals

From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito integrals and a brief;

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