top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
Advances in finance and stochastics : Essays in honour of Die ter Sondermann / Klaus Sandmann, Philipp J. Schonbucher (eds.)
Advances in finance and stochastics : Essays in honour of Die ter Sondermann / Klaus Sandmann, Philipp J. Schonbucher (eds.)
Autore Sandmann, Klaus
Pubbl/distr/stampa Berlin Heidelberg : Springer-Verlag, 2002
Descrizione fisica xix, 312 p. : ill. ; 24 cm
Disciplina 530.475
Soggetto non controllato Probabilità
Analisi stocastica
Matematica finanziaria
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990003929030403321
Sandmann, Klaus  
Berlin Heidelberg : Springer-Verlag, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Anomalous diffusion : from basics to applications : proceedings of the XIth Max Born Symposium held at Lądek Zdrój, Poland, 20-27 May, 1998 / Andrzej Pękalski, Katarzyna Sznajd-Weron (eds.)
Anomalous diffusion : from basics to applications : proceedings of the XIth Max Born Symposium held at Lądek Zdrój, Poland, 20-27 May, 1998 / Andrzej Pękalski, Katarzyna Sznajd-Weron (eds.)
Autore Max Born Symposium <11th ; 1998 ; Warsaw, Poland>
Pubbl/distr/stampa Berlin ; New York : Springer, 1999
Descrizione fisica xviii, 378 p. : ill. ; 24 cm.
Disciplina 530.475
Altri autori (Persone) Pękalski, Andrzejauthor
Sznajd-Weron, Katarzynaauthor
Collana Lecture notes in physics, 0075-8450 ; 519
Soggetto topico Diffusion - Congresses
Statistical physics - Congresses
ISBN 354065416X (hardcover : alk. paper)
Classificazione LC QC189.A1
53.1.67
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991004000139707536
Max Born Symposium <11th ; 1998 ; Warsaw, Poland>  
Berlin ; New York : Springer, 1999
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Brownian agents and active particles : collective dynamics in the natural and social sciences / Frank Schweitzer ; with a foreword by J. Doyne Farmer
Brownian agents and active particles : collective dynamics in the natural and social sciences / Frank Schweitzer ; with a foreword by J. Doyne Farmer
Autore Schweitzer, Frank
Pubbl/distr/stampa Berlin ; New York : Springer, 2003
Descrizione fisica xvi, 420 p. : ill. ; 24 cm
Disciplina 530.475
Collana Springer series in synergetics, 0172-7389
Soggetto topico Moto Browniano
Analisi di sistema
ISBN 3540439382
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991000737289707536
Schweitzer, Frank  
Berlin ; New York : Springer, 2003
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Brownian motion : fluctuations, dynamics, and applications / Robert M. Mazo
Brownian motion : fluctuations, dynamics, and applications / Robert M. Mazo
Autore MAZO, Robert M.
Pubbl/distr/stampa Oxford : Clarendon Press, 2002 .- XII, 289 p. : ill. ; 24 cm
Disciplina 530.475(Diffusione e trasferimento di massa .( Moto Browniano))
Collana International series of monographs on phisics
Soggetto topico Moto Browniano
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990005508210203316
MAZO, Robert M.  
Oxford : Clarendon Press, 2002 .- XII, 289 p. : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Autore Mazo Robert M
Pubbl/distr/stampa Oxford, : Clarendon Press, 2002
Descrizione fisica 1 online resource (302 p.)
Disciplina 530.42
530.475
Collana Oxford science publications
International series of monographs on physics
Soggetto topico Brownian motion processes
Markov processes
Soggetto genere / forma Electronic books.
ISBN 9786611998790
1-281-99879-6
0-19-156508-3
0-19-955644-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals
6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation
8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks
11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber
13.3 A Pneumatic Example
Record Nr. UNINA-9910465127203321
Mazo Robert M  
Oxford, : Clarendon Press, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Autore Mazo Robert M
Pubbl/distr/stampa Oxford, : Clarendon Press, 2002
Descrizione fisica 1 online resource (302 p.)
Disciplina 530.42
530.475
Collana Oxford science publications
International series of monographs on physics
Soggetto topico Brownian motion processes
Markov processes
ISBN 9786611998790
1-281-99879-6
0-19-156508-3
0-19-955644-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals
6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation
8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks
11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber
13.3 A Pneumatic Example
Record Nr. UNINA-9910792254903321
Mazo Robert M  
Oxford, : Clarendon Press, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Brownian motion [[electronic resource] ] : fluctuations, dynamics, and applications / / Robert M. Mazo
Autore Mazo Robert M
Pubbl/distr/stampa Oxford, : Clarendon Press, 2002
Descrizione fisica 1 online resource (302 p.)
Disciplina 530.42
530.475
Collana Oxford science publications
International series of monographs on physics
Soggetto topico Brownian motion processes
Markov processes
ISBN 9786611998790
1-281-99879-6
0-19-156508-3
0-19-955644-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; 1 Historical Background; 1.1 Robert Brown; 1.2 Between Brown and Einstein; 1.3 Albert Einstein; 1.4 Marian von Smoluchowski; 1.5 Molecular Reality; 1.6 The Scope of this Book; 2 Probability Theory; 2.1 Probability; 2.2 Conditional Probability and Independence; 2.3 Random Variables and Probability Distributions; 2.4 Expectations and Particular Distributions; 2.5 Characteristic Function; Sums of Random Variables; 2.6 Conclusion; 3 Stochastic Processes; 3.1 Stochastic Processes; 3.2 Distribution Functions; 3.3 Classification of Stochastic Processes; 3.4 The Fokker-Planck Equation
3.5 Some Special Processes3.6 Calculus of Stochastic Processes; 3.7 Fourier Analysis of Random Processes; 3.8 White Noise; 3.9 Conclusion; 4 Einstein-Smoluchowski Theory; 4.1 What is Brownian Motion?; 4.2 Smoluchowski's Theory; 4.3 Smoluchowski Theory Continued; 4.4 Einstein's Theory; 4.5 Diffusion Coefficient and Friction Constant; 4.6 The Langevin Theory; 5 Stochastic Differential Equations and Integrals; 5.1 The Langevin Equation Revisited; 5.2 Stochastic Differential Equations; 5.3 Which Rule Should Be Used?; 5.4 Some Examples; 6 Functional Integrals; 6.1 Functional Integrals
6.2 The Wiener Integral6.3 Wiener Measure; 6.4 The Feynman-Kac Formula; 6.5 Feynman Path Integrals; 6.6 Evaluation of Wiener Integrals; 6.7 Applications of Functional Integrals; 7 Some Important Special Cases; 7.1 Several Cases of Interest; 7.2 The Free Particle; 7.3 The Distribution of Displacements; 7.4 The Harmonically Bound Particle; 7.5 A Particle in a Constant Force Field; 7.6 The Uniaxial Rotor; 7.7 An Equation for the Distribution of Displacements; 7.8 Discussion; 8 The Smoluchowski Equation; 8.1 The Kramers-Klein Equation; 8.2 The Smoluchowski Equation
8.3 Elimination of Fast Variables8.4 The Smoluchowski Equation Continued; 8.5 Passage over Potential Barriers; 8.6 Concluding Remarks; 9 Random Walk; 9.1 The Random Walk; 9.2 The One-Dimensional Pearson Walk; 9.3 The Biased Random Walk; 9.4 The Persistent Walk; 9.5 Boundaries and First Passage Times; 9.6 Random Remarks on Random Walks; 10 Statistical Mechanics; 10.1 Molecular Distribution Functions; 10.2 The Liouville Equation; 10.3 Projection Operators-The Zwanzig Equation; 10.4 Projection Operators-The Mori Equation; 10.5 Concluding Remarks
11 Stochastic Equations from a Statistical Mechanical Viewpoint11.1 The Langevin Equation A Heuristic View; 11.2 The Fokker-Planck Equation-A Heuristic View; 11.3 What is Wrong with these Derivations?; 11.4 Eliminating Fast Processes; 11.5 The Distribution Function; 11.6 Discussion; 12 Two Exactly Treatable Models; 12.1 Two Illustrative Examples; 12.2 Brownian Motion in a Dilute Gas; 12.3 Discussion; 12.4 The Particle Bound to a Lattice; 12.5 The One-Dimensional Case; 12.6 Discussion; 13 Brownian Motion and Noise; 13.1 Limits on Measurement; 13.2 Oscillations of a Fiber
13.3 A Pneumatic Example
Record Nr. UNINA-9910827966203321
Mazo Robert M  
Oxford, : Clarendon Press, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Autore MÖRTERS, Peter
Pubbl/distr/stampa Cambridge, UK ; New York : Cambridge University Press, c2010
Descrizione fisica xii, 403 p. : ill. ; 26 cm.
Disciplina 530.475(Diffusione e trasferimento di massa .( Moto Browniano))
Altri autori (Persone) PERES, Yuval
Collana Cambridge series in statistical and probabilistic Mathematics
Soggetto topico Processi Browniani
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990005555360203316
MÖRTERS, Peter  
Cambridge, UK ; New York : Cambridge University Press, c2010
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Autore Mörters, Peter
Descrizione fisica xii, 403 p. : ill. ; 26 cm
Disciplina 530.475
Altri autori (Persone) Peres, Yuvalauthor
Schramm, Oded
Werner, Wendelin
Collana Cambridge series on statistical and probabilistic mathematics ; 30
Cambridge series in statistical and probabilistic mathematics ; [30]
Soggetto topico Brownian motion processes
ISBN 9780521760188 (Hardback)
Classificazione AMS 60J65
AMS 28A78
AMS 60H05
AMS 60J45
AMS 60J55
AMS 60J67
LC QA274.75.M67
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991003362339707536
Mörters, Peter  
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Brownian motion and index formulas for the Rham complex / Kazuaki Taira
Brownian motion and index formulas for the Rham complex / Kazuaki Taira
Autore TAIRA, Kazuaki
Pubbl/distr/stampa Berlino : Wiley-VCH, 1998
Descrizione fisica 215 p. : ill. ; 20 cm
Disciplina 530.475
Collana Mathematical research
Soggetto non controllato Moto browniano
ISBN 3-527-40139-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990000332630203316
TAIRA, Kazuaki  
Berlino : Wiley-VCH, 1998
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui