Brownian Motion
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Brownian Motion: An Introduction to Stochastic Processes
By René L. Schilling, Lothar PartzschOften textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice.
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Brownian Motion
By Yuval Peres, Peter MörtersStarting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability.
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Brownian Motion: Fluctuations, Dynamics, and Applications
By Robert M. MazoThis book studies its origin in molecular scale fluctuations, its description in terms of random process theory and also in terms of statistica.
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Brownian Motion
By T. HidaFollowing the publication of the Japanese edition of this book, several inter esting developments took place in the area.
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Brownian Motion: A Guide to Random Processes and Stochastic Calculus
By René L. SchillingThis book gives a gentle introduction to Brownian motion and stochastic processes, in general.
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Brownian Motion: A Guide to Random Processes and Stochastic Calculus
By René L. Schilling... p - variation of stochastic processes is quite difficult , and ... functions of the Gaussian process . [ 64 ] Dudley , Norvaiša : An ...