Continuous Martingales And Brownian Motion

Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften) by Daniel Revuz

Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften) by Daniel Revuz
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 . . .
Hyperbolic Dynamics and Brownian Motion: An Introduction (Oxford Mathematical Monographs)

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

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.

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

Essentials of Brownian Motion and Diffusion  

Posted by tanas.olesya at Nov. 6, 2015
Essentials of Brownian Motion and Diffusion

Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs) by Frank B. Knight
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.
Stochastic Calculus for Fractional Brownian Motion and Applications

Francesca Biagini, Yaozhong Hu, Bernt Øksendal, "Stochastic Calculus for Fractional Brownian Motion and Applications"
English | 2008 | ISBN: 1852339969 | PDF | pages: 327 | 2 mb
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
Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems by M. Yor

Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems (Lectures in Mathematics. ETH Zürich) by M. Yor
English | Apr 18, 1997 | ISBN: 3764357177 | 148 Pages | PDF | MB

Thereafter, however, the rewards are increasingly achieved by the application of high technology". Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II:..