Pages that link to "Item:Q5891534"

The following pages link to Brownian motion. An introduction to stochastic processes. With a chapter on simulation by Björn Böttcher (Q5891534):

Displaying 22 items.

• Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process (Q784160) (← links)
• Decision with multiple alternatives: geometric models in higher dimensions -- the disk model (Q1981172) (← links)
• Data assimilation using noisy time-averaged measurements (Q1990072) (← links)
• On the law of the minimum in a class of unidimensional SDEs (Q2002080) (← links)
• Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension (Q2090753) (← links)
• Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra (Q2179630) (← links)
• The fast iterated bootstrap (Q2227056) (← links)
• Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations (Q2284072) (← links)
• On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
• Thermal stability of solitons in protein \(\alpha\)-helices (Q2675492) (← links)
• Functional limit theorems for random walks perturbed by positive alpha-stable jumps (Q2692552) (← links)
• Brownian Motion, Martingales, and Stochastic Calculus (Q2798413) (← links)
• A Fluid Introduction to Brownian Motion and Stochastic Integration (Q2841728) (← links)
• (Q3150915) (← links)
• Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise (Q4968724) (← links)
• Small trees in supercritical random forests (Q5152502) (← links)
• Brownian Motion (Q5155633) (← links)
• Modelling large timescale and small timescale service variability (Q5919031) (← links)
• An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations (Q6080380) (← links)
• Fractal Transformation of Krein–Feller Operators (Q6151814) (← links)
• Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations (Q6152017) (← links)
• Scaled Brownian motion with random anomalous diffusion exponent (Q6649278) (← links)