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検索キーワード:(件名: #Diffusion processes)
該当件数:18件
Introduction to the theory of diffusion processes / N.V. Krylov
Providence, R.I. : American Mathematical Society , c1995. - (Translations of mathematical monographs ; v. 142)
図書
Generalized diffusion processes / N.I. Portenko
Providence, R.I. : American Mathematical Society , c1990. - (Translations of mathematical monographs ; v. 83)
Multidimensional diffusion processes / Daniel W. Stroock, S. R. Srinivasa Varadhan
Berlin : Springer Verlag , c1979. - New York. - (Grundlehren der mathematischen Wissenschaften ; Bd. 233)
Essentials of Brownian motion and diffusion / Frank B. Knight
Providence, R.I. : American Mathematical Society , 1981. - (Mathematical surveys ; no. 18)
Diffusions and waves / by Henryk Gzyl
Dordrecht : Kluwer Academic , c2002. - (Mathematics and its applications ; v. 552)
Positive harmonic functions and diffusion / Ross G. Pinsky
: hardback. - Cambridge ; New York : Cambridge University Press , 1995. - (Cambridge studies in advanced mathematics ; 45)
Brownian motion and diffusion / David Freedman
New York : Springer-Verlag , c1983
Ecole d'eté de probabilités de Saint-Flour III-1973 / P. A. Meyer, P. Priouret, F. Spitzer ; edité par A. Badrikian et P.-L. Hennequin
Berlin : Springer-Verlag , 1974. - New York. - (Lecture notes in mathematics ; 390)
Stochastic analysis on manifolds / Elton P. Hsu
Providence, R.I. : American Mathematical Society , 2001, c2002. - (Graduate studies in mathematics ; v. 38)
Ergodic control of diffusion processes / Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh
Cambridge [England] ; Tokyo : Cambridge University Press , 2012. - (Encyclopedia of mathematics and its applications / edited by G.-C. Rota ; 143)
Superdiffusions and positive solutions of nonlinear partial differential equations / E.B. Dynkin
Providence, R.I. : American Mathematical Society , c2004. - (University lecture series ; v. 34)
Maximum principles on Riemannian manifolds and applications / Stefano Pigola, Marco Rigoli, Alberto G. Setti
Providence, R.I. : American Mathematical Society , c2005. - (Memoirs of the American Mathematical Society ; no. 822)
Quantum fluctuations / by Edward Nelson
Princeton, N. J. : Princeton University Press , 1985. - (Princeton series in physics)
Diffusions, superdiffusions and partial differential equations / E.B. Dynkin
Providence, R.I. : American Mathematical Society , c2002. - (Colloquium publications / American Mathematical Society ; v. 50)
Itô calculus / L.C.G. Rogers and David Williams
Chichester : Wiley , c1987. - (Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics . Diffusions, Markov processes, and martingales ; v. 2)
Theory and applications of stochastic processes : an analytical approach / Zeev Schuss
New York : Springer , c2010. - (Applied mathematical sciences ; v. 170)
Large deviations and the Malliavin calculus / Jean-Michel Bismut
Boston : Birkhäuser , 1984. - (Progress in mathematics ; v. 45)
Stochastic resonance : a mathematical approach in the small noise limit / Samuel Herrmann ... [et al.]
Providence, R.I. : American Mathematical Society , c2014. - (Mathematical surveys and monographs ; v. 194)