A multiscale guide to Brownian motion

A multiscale guide to Brownian motion

Taispeáin leaganacha eile (1)

We revise the Levy's construction of Brownian motion as a simple though rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based ``geometrical features'' at multiple length scales with random weigh...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Belyaev, D, Grebenkov, D, Jones, P
Formáid:	Journal article
Foilsithe / Cruthaithe:	Institute of Physics 2015

Míreanna comhchosúla

A Multiscale Guide to Brownian Motion
de réir: Grebenkov, D, et al.
Foilsithe / Cruthaithe: (2015)

Brownian motion /
de réir: 230165 Hida, Takeyuki
Foilsithe / Cruthaithe: (1980)

A Noisy Fractional Brownian Motion Model for Multiscale Correlation Analysis of High-Frequency Prices
de réir: Tim Leung, et al.
Foilsithe / Cruthaithe: (2024-03-01)

Branching Brownian motion with absorption and the all-time minimum of branching Brownian motion with drift
de réir: Berestycki, J, et al.
Foilsithe / Cruthaithe: (2017)

Bounded Brownian Motion
de réir: Peter Carr
Foilsithe / Cruthaithe: (2017-11-01)

Stratonovich's signatures of Brownian motion determine Brownian sample paths
de réir: Le Jan, Y, et al.
Foilsithe / Cruthaithe: (2012)

WINDING OF THE PLANE BROWNIAN-MOTION
de réir: Lyons, T, et al.
Foilsithe / Cruthaithe: (1984)

Brownian motion and spin relaxation /
de réir: 254868 Lenk, R.
Foilsithe / Cruthaithe: (1977)

Chapter 8: Brownian Motion
de réir: Editorial team for the Special Issue on Oosawa’s Lectures
Foilsithe / Cruthaithe: (2024-05-01)

On the standard Brownian motion. I
de réir: Stasys Steišūnas
Foilsithe / Cruthaithe: (1999-12-01)

Area of Brownian Motion with Generatingfunctionology
de réir: Michel Nguyên Thê
Foilsithe / Cruthaithe: (2003-01-01)

Testing of Multifractional Brownian Motion
de réir: Michał Balcerek, et al.
Foilsithe / Cruthaithe: (2020-12-01)

Ultraslow scaled Brownian motion
de réir: Anna S Bodrova, et al.
Foilsithe / Cruthaithe: (2015-01-01)

Quantum Brownian motion for magnets
de réir: J Anders, et al.
Foilsithe / Cruthaithe: (2022-01-01)

Generalized fractional Brownian motion
de réir: Mounir Zili
Foilsithe / Cruthaithe: (2017-01-01)

Brownian Motion in Minkowski Space
de réir: Paul O'Hara, et al.
Foilsithe / Cruthaithe: (2015-06-01)

Stochastic Thermodynamics of Brownian Motion
de réir: Grégoire Nicolis, et al.
Foilsithe / Cruthaithe: (2017-08-01)

The three kinds of brownian motion
de réir: Rattinacannou, J.
Foilsithe / Cruthaithe: (2015-12-01)

THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION
de réir: Charles El-Nouty
Foilsithe / Cruthaithe: (2018-12-01)

Stochastic thermodynamics of relativistic Brownian motion
de réir: P S Pal, et al.
Foilsithe / Cruthaithe: (2020-01-01)

Brownian motions on a Riemannian manifold
de réir: Gangolli, R. A
Foilsithe / Cruthaithe: (2005)

A Generalization of Multifractional Brownian Motion
de réir: Neha Gupta, et al.
Foilsithe / Cruthaithe: (2022-01-01)

Multiscale reaction-diffusion algorithms: PDE-assisted Brownian dynamics
de réir: Franz, B, et al.
Foilsithe / Cruthaithe: (2012)

Multiscale reaction-diffusion algorithms: pde-assisted Brownian dynamics
de réir: Franz, B, et al.
Foilsithe / Cruthaithe: (2012)

Multiscale reaction-diffusiion algorithms: PDE-assisted Brownian dynamics
de réir: Franz, B, et al.
Foilsithe / Cruthaithe: (2013)

On the wavelet transform of fractional Brownian motion
Foilsithe / Cruthaithe: (2003)

Brownian motion tree models are toric
de réir: Sturmfels, Bernd, et al.
Foilsithe / Cruthaithe: (2022)

The genealogy of branching brownian motion with absorption
de réir: Berestycki, J, et al.
Foilsithe / Cruthaithe: (2013)

An optimal polynomial approximation of Brownian motion
de réir: Foster, J, et al.
Foilsithe / Cruthaithe: (2020)

Brownian motion : theory, modelling and applications /
de réir: Earnshaw, Robert C., et al.
Foilsithe / Cruthaithe: (c201)

Brownian motion : fluctuations,dynamics and applications /
de réir: 399123 Mazo, Robert M.
Foilsithe / Cruthaithe: (2001)

From brownian motion to schrodinger's equation /
de réir: 183874 Chung, Kai Lai, et al.
Foilsithe / Cruthaithe: (1995)

Brownian motion and classical potential theory/
de réir: 377767 Port, Sidney C.
Foilsithe / Cruthaithe: (1978)

Rotational Brownian motion and dielectric theory /
de réir: 262295 McConnell, James
Foilsithe / Cruthaithe: (1980)

Entropy corrected geometric Brownian motion
de réir: Rishabh Gupta, et al.
Foilsithe / Cruthaithe: (2024-11-01)

Stochastic Current of Bifractional Brownian Motion
de réir: Jingjun Guo
Foilsithe / Cruthaithe: (2014-01-01)

Stochastic thermodynamics of fractional Brownian motion
de réir: S. Mohsen J. Khadem, et al.
Foilsithe / Cruthaithe: (2022-12-01)

Asynchronous Cellular Automata and Brownian Motion
de réir: Philippe Chassaing, et al.
Foilsithe / Cruthaithe: (2007-01-01)

Approximation of Brownian Motion on Simple Graphs
de réir: George A. Anastassiou, et al.
Foilsithe / Cruthaithe: (2023-10-01)

Extreme fluctuations of active Brownian motion
de réir: Patrick Pietzonka, et al.
Foilsithe / Cruthaithe: (2016-01-01)