Posted by **Underaglassmoon** at June 19, 2016

Springer | Graduate Texts in Mathematics | April 29 2016 | ISBN-10: 3319310887 | 273 pages | pdf | 2.32 mb

Authors: Le Gall, Jean-François

Presents major applications of stochastic calculus to Brownian motion and related stochastic processes

Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

Posted by **tanas.olesya** at June 23, 2015

English | Dec 1, 2010 | ISBN: 3642084001 | 607 Pages | PDF | 14 MB

This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion . . .

Posted by **Maroutan** at Feb. 24, 2015

English | 2012 | 133 Pages | ISBN: 8847028221 | PDF | 3.71 MB

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales and Markov processes…

Posted by **libr** at Sept. 18, 2014

English | 2008 | ISBN: 3540223479 | 200 pages | PDF | 1,2 MB

Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals as:

Posted by **interes** at April 14, 2014

English | 2011 | ISBN: 0199654107 | ISBN-13: 9780199654109 | 336 pages | PDF | 1,6 MB

Hyperbolic Dynamics and Brownian Motion illustrates the interplay between distinct domains of mathematics. There is no assumption that the reader is a specialist in any of these domains: only basic knowledge of linear algebra, calculus and probability theory is required.

Posted by **interes** at April 11, 2014

English | 2008 | ISBN: 3540223479 | 200 pages | PDF | 1,2 MB

Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals as:

Posted by **interes** at April 11, 2014

English | ISBN: 0521760186 | 2010 | 416 pages | PDF | 4,7 MB

This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability.

Posted by **step778** at March 16, 2016

2005 | pages: 443 | ISBN: 0387220267 | PDF | 16 mb

Posted by **happy4all** at Feb. 9, 2016

2014 | 195 Pages | ISBN: 3319078747 | PDF | 2 MB

Posted by **tanas.olesya** at Nov. 6, 2015

English | 15 Jun. 1981 | ISBN: 0821815180 | 212 Pages | PDF | 20 MB

This work was first drafted five years ago at the invitation of the editors of the ""Encyclopedia of Mathematics and its Applications"". However, it was found to contain insufficient physical applications for that series; hence, it has finally come to rest at the doorstep of the American Mathematical Society.