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1
Statistics of Random Processes : I. General Theory
by
Liptser, Robert S.
,
Shiryaev, Albert N.
Published 2001
Springer Berlin Heidelberg
Table of Contents:
“
... Processes: Discrete Time -- 3. Martingales and Related Processes: Continuous Time -- 4. The
Wiener
Process
...
”
Read Now
2
Statistics of Random Processes I : General Theory
by
Liptser, R.S.
,
Shiryaev, A.N.
Published 1977
Springer New York
Table of Contents:
“
... and semimartingales: discrete time -- 3 Martingales and semimartingales: continuous time -- 4 The
Wiener
process
...
”
Read Now
3
Stochastic Flows and Jump-Diffusions
by
Kunita, Hiroshi
Published 2019
Springer Nature Singapore
Table of Contents:
“
... integrals based on
Wiener
processes
and Poisson random measures -- 3.Stochastic differential equations...
”
Read Now
4
Fractional Brownian Motion
by
Banna, Oksana
,
Mishura, Yuliya
,
Ralchenko, Kostiantyn
,
Shklyar, Sergiy
Published 2019
Wiley-ISTE
“
... above for the coefficient appearing in the representation of fBm via the
Wiener
process
are established...
”
Read Now
5
Stochastic Filtering Theory
by
Kallianpur, G.
Published 1980
Springer New York
Table of Contents:
“
...1 Stochastic Processes: Basic Concepts and Definitions -- 2 Martingales and the
Wiener
Process
-- 3...
”
Read Now
6
Markov Processes : Volume I
by
Dynkin, E. B.
Published 1965
Springer Berlin Heidelberg
Table of Contents:
“
... Nonnegative additive functionals of a
Wiener
process
-- Nine Transition functions, corresponding to almost...
”
Read Now
7
Random Walk and Diffusion Models : An Introduction for Life and Behavioral Scientists
by
Schwarz, Wolf
Published 2022
Springer International Publishing
Table of Contents:
“
... -- The
Wiener
process
-- More general Diffusion Processes -- Differential Equations for Probabilities...
”
Read Now
8
Harmonic Analysis on Totally Disconnected Sets
by
Benedetto, John
Published 1971
Springer Berlin Heidelberg
Table of Contents:
“
... remarks -- The
Wiener
process
-- Malliavin's theorem...
”
Read Now
9
Diffusion Processes and Related Topics in Biology
by
Ricciardi, Luigi M.
Published 1977
Springer Berlin Heidelberg
Table of Contents:
“
... Equations -- 3. The Stationary Case -- 4. The
Wiener
Process
-- III. The First Passage Time Problem -- 1...
”
Read Now
10
Path regularity for stochastic differential equations in Banach spaces
by
Dettweiler, Johanna
Published 2007
KIT Scientific Publishing
“
...In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical
Wiener
process
...
”
Read Now
11
Problems and solutions in mathematical finance, Volume 1: stochastic calculus
by
Chin, Eric
,
Nel, Dian
,
Olafsson, Sverrir
Published 2014
John & Wiley Sons
Table of Contents:
“
...Preface -- General probability theory --
Wiener
process
-- Stochastic di?erential equations...
”
Call Number:
HG106
Read Now
12
Seminar on Stochastic Processes, 1981
by
CINLAR.
,
GETOOR.
,
CHUNG.
Published 1981
Birkhäuser
Table of Contents:
“
... -- Representation of semimartingale Markov processes in terms of
Wiener
processes
and Poisson random measures...
”
Read Now
13
Random Processes with Applications to Circuits and Communications
by
Levy, Bernard C.
Published 2020
Springer International Publishing
Table of Contents:
“
... of Random Processes -- Discrete-Time Finite Markov Chains --
Wiener
Process
and White Gaussian Noise...
”
Read Now
14
Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures
by
Yen, Ju-Yi
,
Yor, Marc
Published 2013
Springer International Publishing
“
... processes may be translated in terms of the realizations of a
Wiener
process
under certain conditions...
”
Read Now
15
Mathematics of the financial markets : financial instruments and derivatives modelling, valuation and risk issues
by
Ruttiens, Alain
Published 2013
Wiley
Table of Contents:
“
...8.5 APPLICATION OF THE GENERAL
WIENER
PROCESS
8.6 THE ITÔ LEMMA; 8.7 APPLICATION OF THE ITô LEMMA...
”
Call Number:
HG106
Read Now
16
Basic Principles and Applications of Probability Theory
by
Skorokhod, Valeriy
Published 2005
Springer Berlin Heidelberg
Table of Contents:
“
... of Solutions of Partial Differential Equations;
Wiener
Process
and the Solution of Equations Involving...
”
Read Now
17
Stochastic calculus for finance
by
Capiński, Marek
,
Kopp, P. E.
,
Traple, Janusz
Published 2012
Cambridge University Press
“
... essential for finance practitioners to understand. The authors study the
Wiener
process
and Itô integrals...
”
Call Number:
HG106
Read Now
18
Functional Analysis in Markov Processes : Proceedings of the International Workshop Held at Katata, Japan, August 21-26, 1981 and of the International Conference Held at Kyoto, Jap...
Published 1982
Springer Berlin Heidelberg
Table of Contents:
“
...Analytic functionals of
Wiener
process
and absolute continuity -- Dual markovian semigroups...
”
Read Now
19
Dynamical Theories of Brownian Motion
by
Nelson, Edward
Published 2021
Princeton University Press
Table of Contents:
“
.... Albert Einstein -- §5. Derivation of the
Wiener
process
-- §6. Gaussian processes -- §7. The Wiener...
”
Call Number:
QH237
Read Now
20
Mathematical Statistics and Probability Theory : Volume A Theoretical Aspects Proceedings of the 6th Pannonian Symposium on Mathematical Statistics, Bad Tatzmannsdorf, Austria, Sep...
Published 1987
Springer Netherlands
Table of Contents:
“
... Convolutions -- Many Heads in a Short Block -- Weak Laws for the Increments of
Wiener
Processes
, Brownian...
”
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