Series details
|
Available item(s) in this series (2)
![Sort available](./images/orderby_az.gif)
![]()
Books
There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re[...]
Edition statement: 2nd ed. ISBN (or other code): 978-3-0348-9462-3 Article on page: XV, 672 p. Class number: 519.2/33 Tags: Brownian motion processes Languages: English ![]()
Books
This book contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations, and their applications to a variety of problems arising in statistical physics, biology, and [...]
ISBN (or other code): 978-1-4419-1902-1 Article on page: XVIII, 555 p. Class number: 519.2 Tags: Distribution (Probability theory) ; Engineering mathematics ; Mathematical statistics ; Mathematics Languages: English