Brownian motion processes.
Overview
| Works: | 54 works in 19 publications in 19 languages | |
|---|---|---|
Titles
Boundary crossing of Brownian motion : = its relation to the law of the iterated logarithm and to sequential analysis /
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Random walks, Brownian motion, and interacting particle systems : = a festschrift in honor of Frank Spitzer /
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Random times and enlargements of filtrations in a Brownian setting /
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Probabilities on the Heisenberg group : = limit theorems and Brownian motion /
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Mouvement brownien a plusieurs parametres : = mesure de Hausdorff des trajectoires /
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Brownian motion and its applications to mathematical analysis = Ecole d'Ete de Probabilites de Saint-Flour XLIII - 2013 /
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Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
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The Brownian motion = a rigorous but gentle introduction for economists /
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Stochastic mechanics = the unification of quantum mechanics with Brownian motion /
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Optically trapped microspheres as sensors of mass and sound = Brownian motion as both signal and noise /
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Malliavin calculus for Levy processes and infinite-dimensional Brownian motion = an introduction /
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Exponential functionals of Brownian motion and related processes /
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Stochastic Calculus for Fractional Brownian Motion and Applications
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An introduction to the analysis of paths on a Riemannian manifold /
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Local times and excursion theory for Brownian motion : = a tale of Wiener and Itô measures /
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Generalized functionals of Brownian motion and their applications = nonlinear functionals of fundamental stochastic processes /
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The Langevin equation = with applications to stochastic problems in physics, chemistry and electrical engineering /
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Brownian motion and its applications to mathematical analysis : = École d'Été de Probabilités de Saint-Flour XLIII - 2013 /
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Beyond the triangle = Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
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Multifractional stochastic fields = wavelet strategies in multifractional frameworks /
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Nonlinear expectations and stochastic calculus under uncertainty = with robust CLT and G-Brownian motion /
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