Geometric Brownian Motion

Hyperbolic Dynamics and Brownian Motion: An Introduction (repost)  eBooks & eLearning

Posted by libr at May 4, 2017
Hyperbolic Dynamics and Brownian Motion: An Introduction (repost)

Hyperbolic Dynamics and Brownian Motion: An Introduction (Oxford Mathematical Monographs) by Jacques Franchi and Yves Le Ja
English | 2011 | ISBN: 0199654107 | ISBN-13: 9780199654109 | 336 pages | PDF | 1,6 MB

Stochastic Calculus for Fractional Brownian Motion and Related Processes  eBooks & eLearning

Posted by AvaxGenius at April 3, 2017
Stochastic Calculus for Fractional Brownian Motion and Related Processes

Stochastic Calculus for Fractional Brownian Motion and Related Processes By Yuliya S. Mishura
English | PDF | 2008 | 411 Pages | ISBN : 3540758720 | 4.49 MB

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field.

Brownian Brownian Motion-I (Memoirs of the American Mathematical Society)  eBooks & eLearning

Posted by Nice_smile) at Feb. 15, 2017
Brownian Brownian Motion-I (Memoirs of the American Mathematical Society)

Brownian Brownian Motion-I (Memoirs of the American Mathematical Society) by N. Chernov
English | 2009 | ISBN: 082184282X | 193 Pages | PDF | 974.38 KB

Gaussian Processes on Trees: From Spin Glasses to Branching Brownian Motion  eBooks & eLearning

Posted by Underaglassmoon at Jan. 11, 2017
Gaussian Processes on Trees: From Spin Glasses to Branching Brownian Motion

Gaussian Processes on Trees: From Spin Glasses to Branching Brownian Motion
Cambridge | English | November 2016 | ISBN-10: 1107160499 | 210 pages | PDF | 2.50 mb

by Anton Bovier (Author)

Brownian Motion (repost)  eBooks & eLearning

Posted by interes at Dec. 18, 2016
Brownian Motion (repost)

Brownian Motion (De Gruyter Graduate) by René L. Schilling, Lothar Partzsch
English | 2012 | ISBN: 3110278898 | 396 pages | PDF | 12 MB

Brownian Motion, Martingales, and Stochastic Calculus  eBooks & eLearning

Posted by Underaglassmoon at June 19, 2016
Brownian Motion, Martingales, and Stochastic Calculus

Brownian Motion, Martingales, and Stochastic Calculus
Springer | Graduate Texts in Mathematics | April 29 2016 | ISBN-10: 3319310887 | 273 pages | pdf | 2.32 mb

Authors: Le Gall, Jean-François
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
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

Markov Processes, Brownian Motion, and Time Symmetry (Repost)  eBooks & eLearning

Posted by step778 at March 16, 2016
Markov Processes, Brownian Motion, and Time Symmetry (Repost)

Kai Lai Chung, John B. Walsh, "Markov Processes, Brownian Motion, and Time Symmetry"
2005 | pages: 443 | ISBN: 0387220267 | PDF | 16 mb
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Repost)

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion By Corinne Berzin, Alain Latour
2014 | 195 Pages | ISBN: 3319078747 | PDF | 2 MB

Markov Processes, Brownian Motion, and Time Symmetry by John B. Walsh  eBooks & eLearning

Posted by tanas.olesya at Aug. 22, 2015
Markov Processes, Brownian Motion, and Time Symmetry by John B. Walsh

Markov Processes, Brownian Motion, and Time Symmetry by John B. Walsh
English | 23 Aug. 2005 | ISBN: 0387220267 | 448 Pages | PDF | 6 MB

The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it.
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Repost)

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion By Corinne Berzin, Alain Latour
2014 | 195 Pages | ISBN: 3319078747 | PDF | 2 MB