Brownian Motion

DOI10.1515/9783110741278MaRDI QIDQ5155633zbMATH OpenOpenAlexFDO

Authors R. L. Schilling

Publication date 7 October 2021

Full work available at URL https://doi.org/10.1515/9783110741278

zbMATH Keywords

Brownian motioncompatible PDE problemscontinuous-time stochastic processes

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited in

(19)

• Brownian motion and its applications to mathematical analysis. École d'Été de Probabilités de Saint-Flour XLIII -- 2013
• Brownian motion, martingales, and stochastic calculus
• A fluid introduction to Brownian motion and stochastic integration
• Green, Brown, and Probability and Brownian Motion on the Line
• scientific article; zbMATH DE number 1817998 (Why is no real title available?)
• scientific article; zbMATH DE number 4078444 (Why is no real title available?)
• scientific article; zbMATH DE number 1270964 (Why is no real title available?)
• The characterization of Brownian motion as an isotropic i.i.d.-component Lévy process
• Brownian motion. An introduction to stochastic processes. With a chapter on simulation by Björn Böttcher
• Brownian motion. With an appendix by Oded Schramm and Wendelin Werner
• Maximal inequalities and some applications
• Optimal stop-loss rules in markets with long-range dependence
• Iterated-logarithm laws for convex hulls of random walks with drift
• Ground state decay for Schrödinger operators with confining potentials
• Fractional Wiener chaos. I
• Dynamical low-rank approximation for stochastic differential equations
• Hamiltonian Monte Carlo methods for spectroscopy data analysis
• Jacobi elliptic function method for (2+1)-dimensional Maccari system with multiplicative Brownian noise: solitary wave solutions, nonlinear dynamics and numerical verification
• NeSTR: Neural S-Transform Reconstruction for Gaussian SPDEs

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