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1.
Stochastic calculus for fractional Brownian motion and applications/ Francesca Biagini ... [et al.]. by
  • Biagini, Francesca
Publication details: London: Springer, c2008
Availability: Items available for loan: Castorina (1)Call number: 519.2 S864 2008 IMPA.

2.
Random walk, Brownian motion, and Martingales/ Rabi Bhattacharya, Edward C. Waymire. by
  • Bhattacharya, R. N. (Rabindra Nath), 1937-
  • Waymire, Edward C [author.]
Series: Graduate texts in mathematics ; 292.
Publisher: Cham, Switzerland: Springer Nature, [2021]
Online access:
Availability: Items available for loan: Castorina (1)Call number: 519.282 B575r 2021 IMPA.

3.
Handbook of Brownian motion: facts and formulae/ Andrei N. Borodin, Paavo Salminen. by
  • Borodin, A. N
  • Salminen, Paavo
Series: Probability and its applications
Edition: 2nd ed.
Publication details: Basel; Boston: Birkhäuser, c2002
Availability: Items available for loan: Castorina (1)Call number: 519.233 B736h 2002 IMPA.

4.
Multidimensional Brownian excursions and potential theory/ K. Burdzy. by
  • Burdzy, K. (Krzysztof)
Series: Pitman Research Notes in Mathematics Series ; 164.
Publication details: Harlow, Essex, England: New York: Longman Scientific & Technical, Wiley, 1987
Availability: Items available for loan: Castorina (1)Call number: 519 B951m 1987 IMPA.

5.
From Brownian motion to Schrödinger's Equation/ Kai Lai Chung, Zhongxin Zhao. by
  • Chung, Kai Lai, 1917-
  • Zhao, Zhongxin, 1942-
Series: Grundlehren der mathematischen Wissenschaften ; 312.
Publication details: Berlin ; New York: Springer-Verlag, c1995
Availability: Items available for loan: Castorina (1)Call number: 519.2 C559f 1995 IMPA.

6.
Lectures from Markov processes to Brownian motion/ Kai Lai Chung. by
  • Chung, Kai Lai, 1917-
Series: Grundlehren der mathematischen Wissenschaften ; 249.
Publication details: New York: Springer-Verlag, c1982
Availability: Items available for loan: Castorina (2)Call number: 519.233 C559l 1982 IMPA, ...

7.
Green, Brown, and probability/ Kai Lai Chung. by
  • Chung, Kai Lai, 1917-
Publication details: Singapore: River Edge, NJ: World Scientific, c1995
Availability: Items available for loan: Castorina (1)Call number: 519.233 C559g 1995 IMPA.

8.
Green, Brown, and probability & Brownian motion on the line/ Kai Lai Chung. by
  • Chung, Kai Lai, 1917-
Publication details: River Edge, NJ: World Scientific, c2002
Other title:
  • Green, Brown, and probability and Brownian motion on the line
  • Brownian motion on the line
Availability: Not available: Castorina: Checked out (1).

9.
Markov processes, Brownian motion, and time symmetry/ Kai Lai Chung and John B. Walsh. by
  • Chung, Kai Lai, 1917-
  • Walsh, John B
Series: Grundlehren der mathematischen Wissenschaften ; 249
Edition: 2nd ed.
Publication details: New York: Springer, c2005
Availability: Items available for loan: Castorina (1)Call number: 519.233 C559m 2005 IMPA.

10.
Brownian motion and diffusion/ David Freedman. by
  • Freedman, David
Series: Holden-Day series in probability and statistics
Publication details: San Francisco: Holden-Day, [1971]
Availability: Items available for loan: Castorina (1)Call number: 519.22 F853b 1971 IMPA.

11.
Brownian motion and diffusion/ David Freedman. by
  • Freedman, David
Publication details: New York: Springer-Verlag, c1983
Availability: Items available for loan: Castorina (1)Call number: 519.22 F853b 1983 IMPA.

12.
Brownian motion and stochastic flow systems/ J. Michael Harrison. by
  • Harrison, J. Michael, 1944-
Series: Wiley series in probability and mathematical statistics. Probability and mathematical statistics
Edition: 1st ed.
Publication details: New York: Wiley, c1985
Availability: Items available for loan: Castorina (1)Call number: 519.2 H319b 1985 IMPA.

13.
Brownian motion/ T. Hida ; translated by the author and T. P. Speed. by
  • Hida, Takeyuki
Series: Applications of mathematics ; 11.
Language: engjpn
Publication details: New York: Springer-Verlag, c1980
Availability: Items available for loan: Castorina (1)Call number: 519.282 H632b 1980 IMPA.

14.
Diffusion processes and their sample paths/ by Kiyosi Itio and Henry P. McKean, Jr. by
  • Ito, Kiyosi, 1915-
  • McKean, Henry P [joint author.]
Series: Grundlehren der mathematischen Wissenschaften ; Bd. 125.
Publication details: Berlin; New York: Springer-Verlag, 1965
Availability: Items available for loan: Castorina (1)Call number: 519.233 I89d 1965 IMPA.

15.
Brownian motion and stochastic calculus/ Ioannis Karatzas, Steven E. Shreve. by
  • Karatzas, Ioannis
  • Shreve, Steven E
Series: Graduate texts in mathematics ; 113.
Publication details: New York: Springer-Verlag, c1988
Availability: Items available for loan: Castorina (1)Call number: 519.2 K18b 1988 IMPA.

16.
Brownian motion and stochastic calculus/ Ioannis Karatzas, Steven E. Shreve. by
  • Karatzas, Ioannis
  • Shreve, Steven E
Series: Graduate texts in mathematics ; 113.
Edition: 2nd ed.
Publication details: New York: Springer-Verlag, c1991
Availability: Items available for loan: Castorina (1)Call number: 519.2 K18b 1991 IMPA.

17.
Essentials of Brownian motion and diffusion/ by Frank B. Knight. by
  • Knight, Frank B, 1933-
Series: Mathematical surveys and monographs ; no. 18.
Publication details: Providence, R.I.: American Mathematical Society, 1981
Availability: Items available for loan: Castorina (1)Call number: 519.23 K69e 1981 IMPA.

18.
Parameter estimation in fractional diffusion models/ Kestutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko. by
  • Kubilius, Kestutis [author.]
  • Mishura, Yuliya S [author.]
  • Ralchenko, Kostiantyn [author.]
Series: Bocconi & Springer series ; 8.
Publisher: Cham, Switzerland: [Milan, Italy]: Springer; Bocconi University Press, [2017]
Availability: Items available for loan: Castorina (1)Call number: 519.23 K95p 2017 IMPA.

19.
Brownian motion, martingales, and stochastic calculus/ Jean-François Le Gall. by
  • Le Gall, J. F. (Jean-François)
Series: Graduate texts in mathematics ; 274.
Publisher: Switzerland: Springer, [2016]
Availability: Items available for loan: Castorina (1)Call number: 519.23 L433b 2016 IMPA.

20.
Aspects of Brownian motion/ Roger Mansuy and Marc Yor. by
  • Mansuy, Roger
  • Yor, Marc
Series: Universitext
Publication details: Berlin; London: Springer, 2007
Availability: Items available for loan: Castorina (1)Call number: 519.233 M289a 2007 IMPA.

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