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The Resource Handbook of Brownian motion : facts and formulae, Andrei N. Borodin, Paavo Salminen

Handbook of Brownian motion : facts and formulae, Andrei N. Borodin, Paavo Salminen

Label
Handbook of Brownian motion : facts and formulae
Title
Handbook of Brownian motion
Title remainder
facts and formulae
Statement of responsibility
Andrei N. Borodin, Paavo Salminen
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Borodin, A. N
Index
index present
LC call number
QA274.75
LC item number
.B67 1996
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Salminen, Paavo
Series statement
Probability and its applications
http://library.link/vocab/subjectName
Brownian motion processes
Label
Handbook of Brownian motion : facts and formulae, Andrei N. Borodin, Paavo Salminen
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [659]-668) and index
Contents
Stochastic processes in general -- Linear diffusions -- Stochastic calculus -- Brownian motion -- Local time as a Markov process -- Differential systems associated to Brownian motion -- Briefly on some diffusions -- Tables of Distributions of Functionals of Brownian Motion and Related Processes -- Brownian motion -- Brownian motion with drift -- Reflecting Brownian motion -- Bessel process of order zero -- Bessel process of order 1/2 -- Bessel process of order v> 0 -- Ornstein-Uhlenbeck process -- Special functions
Control code
49493461
Dimensions
25 cm.
Edition
2nd ed.
Extent
xv, 672 p. :
Isbn
9780817667054
Isbn Type
(alk. paper)
Lccn
2002021564
Label
Handbook of Brownian motion : facts and formulae, Andrei N. Borodin, Paavo Salminen
Publication
Bibliography note
Includes bibliographical references (p. [659]-668) and index
Contents
Stochastic processes in general -- Linear diffusions -- Stochastic calculus -- Brownian motion -- Local time as a Markov process -- Differential systems associated to Brownian motion -- Briefly on some diffusions -- Tables of Distributions of Functionals of Brownian Motion and Related Processes -- Brownian motion -- Brownian motion with drift -- Reflecting Brownian motion -- Bessel process of order zero -- Bessel process of order 1/2 -- Bessel process of order v> 0 -- Ornstein-Uhlenbeck process -- Special functions
Control code
49493461
Dimensions
25 cm.
Edition
2nd ed.
Extent
xv, 672 p. :
Isbn
9780817667054
Isbn Type
(alk. paper)
Lccn
2002021564

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