Pages that link to "Item:Q2653159"
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The following pages link to The Brownian movement and stochastic equations (Q2653159):
Displaying 50 items.
- The dynamical-quantization approach to open quantum systems (Q412131) (← links)
- Fluctuation-dissipation relation for systems with spatially varying friction (Q478404) (← links)
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes (Q491376) (← links)
- Boundary non-crossing probabilities for Slepian process (Q504449) (← links)
- Biased three-dimensional cell migration and collagen matrix modification (Q541878) (← links)
- The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time (Q599714) (← links)
- Markov property of continuous dislocation band propagation (Q637945) (← links)
- Novel techniques in parameter estimation for fractional dynamical models arising from biological systems (Q651564) (← links)
- Fractional motions (Q740796) (← links)
- The distribution of exit times for weakly colored noise (Q751069) (← links)
- Statistical theory of irreversible processes. I. Integral over fluctation path formulation (Q769464) (← links)
- Dynamics of non-autonomous fractional Ginzburg-Landau equations driven by colored noise (Q784306) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- Stochastic versus dynamic approach to Lévy statistics in the presence of an external perturbation (Q997846) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Measurement, information and uncertainty (Q1091965) (← links)
- On the theory of Brownian motion with the Alder-Wainwright effect (Q1093996) (← links)
- A path space picture for Feynman-Kac averages (Q1213704) (← links)
- Distribution results for distance functions based on the modified empirical distribution function of M. Kac (Q1221454) (← links)
- On the transformation of diffusion processes into the Wiener process (Q1239531) (← links)
- Option pricing and perfect hedging on correlated stocks (Q1414496) (← links)
- On the application of direct-interaction approximation to the turbulent convection problem (Q1581561) (← links)
- An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (Q1631125) (← links)
- Investigation of cumulative growth process via Fibonacci method and fractional calculus (Q1664204) (← links)
- Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise (Q1671110) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- A numerical model for durotaxis (Q1783522) (← links)
- Stochastic calculus in physics (Q1824287) (← links)
- First passage time and extremum properties of Markov and independent processes (Q1933837) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- On the limiting spectral density of random matrices filled with stochastic processes (Q2003523) (← links)
- Emergence of heavy-tailed distributions in a random multiplicative model driven by a Gaussian stochastic process (Q2016548) (← links)
- On local times of Ornstein-Uhlenbeck processes (Q2080150) (← links)
- Multipoint correlation functions at phase separation. Exact results from field theory (Q2082953) (← links)
- Newton equation and Schrödinger equation for the harmonic oscillator with probability distributions in frequency (Q2141836) (← links)
- Quantum Brownian motion in a magnetic field: transition from monotonic to oscillatory behaviour (Q2149727) (← links)
- Random-effects meta-analysis of phase I dose-finding studies using stochastic process priors (Q2233150) (← links)
- Valuation of electricity storage contracts using the COS method (Q2245038) (← links)
- The free Markoff field (Q2264510) (← links)
- Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis (Q2273068) (← links)
- Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle (Q2339101) (← links)
- The formulation of optimal control, with an application to large systems (Q2525400) (← links)
- An exact turbulence theory for the Burgers equation (Q2533156) (← links)
- Stochastic nonhomogeneous Sturm-Liouville problems (Q2547307) (← links)
- Hypercontra ctive semigroups and two dimensional self-coupled Bose fields (Q2553783) (← links)
- Construction of quantum fields from Markoff fields (Q2557522) (← links)
- Gibbsian dynamics and the generalized Langevin equation (Q2685143) (← links)
- Generalized interest rate dynamics and its impacts on finance and pensions (Q2968187) (← links)
- Boundary crossing identities for Brownian motion and some nonlinear ode’s (Q3190385) (← links)
