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Diffusion processes
MATHEMATICS
6
Brownian motion processes
5
Differential equations, Parabolic
5
Differential equations, Partial
5
General
4
Mathematical models
4
Stochastic partial differential equations
4
Applied
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Diffusion
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Probability & Statistics
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Stochastic processes
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Markov processes
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Martingales (Mathematics)
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21
Essentials of Brownian motion and diffusion by Frank B. Knight.
by
Knight, Frank B., 1933-
Published 1981
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22
A primer of diffusion problems Richard Ghez.
by
Ghez, Richard
Published 1988
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23
Théorie probabiliste du contrôle des diffusions Jean-Michel Bismut.
by
Bismut, Jean-Michel
Published 1976
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24
Brownian Brownian motion-I N. Chernov, D. Dolgopyat.
by
Chernov, Nikolai, 1956-
Published 2009
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25
Lectures on diffusion problems and partial differential equations by S.R.S. Varadhan ; notes by Pl. Muthuramalingam, Tara R. Nanda.
by
Varadhan, S. R. S.
Published 1980
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26
Stochastic resonance : a mathematical approach in the small noise limit Samuel Herrmann, Peter Imkeller, Ilya Pavlyukevich, Dierk Peithmann.
by
Herrmann, Samuel
,
Imkeller, Peter, 1951-
,
Pavlyukevich, Ilya, 1974-
,
Peithmann, Dierk, 1972-
Published 2013
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27
Generalized diffusion processes N.I. Portenko.
by
Portenko, N. I. (Nikolaĭ Ivanovich)
Published 1990
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28
Large deviations and the Malliavin calculus Jean-Michel Bismut.
by
Bismut, Jean-Michel
Published 1984
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29
Optimal control of diffusion processes Vivek S. Borkar.
by
Borkar, Vivek S.
Published 1989
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30
Historical processes Donald A. Dawson, Edwin A. Perkins.
by
Dawson, Donald A., 1937-
Published 1991
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31
Random perturbations of Hamiltonian systems Mark I. Freidlin, Alexander D. Wentzell.
by
Freĭdlin, M. I. (Mark Iosifovich)
Published 1994
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32
Géodésiques et diffusions en temps petit : séminaire de probabilités, Université de Paris VII avec la participation de R. Azencott ... [et al.].
Published 1981
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33
Diffusions, superdiffusions and partial differential equations E.B. Dynkin.
by
Dynkin, E. B. (Evgeniĭ Borisovich), 1924-
Published 2002
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34
Nonliner diffusion problems : lectures given at the 2nd 1985 Session of the Centro internazionale matematico estivo (C.I.M.E.) held at Montecatini Terme, Italy, June 10 - June 18,... edited by A. Fasano and M. Primicerio.
Published 1986
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35
Convergence of solutions of the Kolmogorov equation to travelling waves Maury Bramson.
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Bramson, Maury, 1951-
Published 1983
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36
Ecole d'été de probabilités de Saint-Flour 15-17, 1985-87 P. Diaconis ... [et al.] ; editor, P.L. Hennequin.
Published 1988
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37
Analysis and geometry of Markov diffusion operators Dominique Bakry, Ivan Gentil, Michel Ledoux.
by
Bakry, D. (Dominique)
,
Gentil, Ivan
,
Ledoux, Michel, 1958-
Published 2014
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38
Lectures on stochastic analysis : diffusion theory Daniel W. Stroock.
by
Stroock, Daniel W.
Published 1987
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39
Stochastic analysis and related topics : proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986 H. Korezlioglu, A.S. Ustunel (eds.).
Published 1988
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40
Quantum fluctuations by Edward Nelson.
by
Nelson, Edward, 1932-
Published 1985
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