Brownian motion

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1SHORT COMMUNICATION  Clinical applications of diffusionweighted magnetic resonance imaging Based on Brownian motion, diffusion statement of proton hydro inside body is one of the most important variables affected on the

SHORT COMMUNICATION Clinical applications of diffusionweighted magnetic resonance imaging Based on Brownian motion, diffusion statement of proton hydro inside body is one of the most important variables affected on the

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Source URL: www.openaccessjournals.com

Language: English - Date: 2018-06-14 03:49:18
    2Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension Yuval Peres∗ Perla Sousi†

    Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension Yuval Peres∗ Perla Sousi†

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    Source URL: www.statslab.cam.ac.uk

    Language: English - Date: 2011-10-26 07:20:34
      3Connecting Brownian Motion and Partial Differential Equations with Applications in Statistical and Quantum Mechanics By: Zachary Alan Selk Advisor: Dirk Deckert, PhD Senior thesis Submitted in partial satisfaction of the

      Connecting Brownian Motion and Partial Differential Equations with Applications in Statistical and Quantum Mechanics By: Zachary Alan Selk Advisor: Dirk Deckert, PhD Senior thesis Submitted in partial satisfaction of the

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      Source URL: www.math.purdue.edu

      - Date: 2018-01-10 14:16:15
        4Speaker: Jason Rute Title: Randomness, Brownian Motion, Riesz Capacity, and Complexity Abstract: Algorithmic randomness is a topic in computability theory which investigates which paths in a stochastic process behave ran

        Speaker: Jason Rute Title: Randomness, Brownian Motion, Riesz Capacity, and Complexity Abstract: Algorithmic randomness is a topic in computability theory which investigates which paths in a stochastic process behave ran

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        Source URL: people.clas.ufl.edu

        - Date: 2015-02-13 19:35:58
          5Annals of Mathematics, ), 433–464  Cover times for Brownian motion and random walks in two dimensions By Amir Dembo, Yuval Peres, Jay Rosen, and Ofer Zeitouni*

          Annals of Mathematics, ), 433–464 Cover times for Brownian motion and random walks in two dimensions By Amir Dembo, Yuval Peres, Jay Rosen, and Ofer Zeitouni*

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          Source URL: www.math.csi.cuny.edu

          - Date: 2009-05-03 17:58:48
            6The Annals of Probability 2000, Vol. 28, No. 1, 1–35 THICK POINTS FOR SPATIAL BROWNIAN MOTION: MULTIFRACTAL ANALYSIS OF OCCUPATION MEASURE By Amir Dembo,1 Yuval Peres,2 Jay Rosen3 and Ofer Zeitouni4

            The Annals of Probability 2000, Vol. 28, No. 1, 1–35 THICK POINTS FOR SPATIAL BROWNIAN MOTION: MULTIFRACTAL ANALYSIS OF OCCUPATION MEASURE By Amir Dembo,1 Yuval Peres,2 Jay Rosen3 and Ofer Zeitouni4

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            Source URL: www.math.csi.cuny.edu

            - Date: 2009-05-03 17:58:28
              78 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori

              8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori

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              Source URL: www.cmap.polytechnique.fr

              Language: English - Date: 2012-10-05 03:43:56
              89th AIMS CONFERENCE – ABSTRACTS  160 Special Session 36: Stochastic Partial Di↵erential Equations and their Optimal Control

              9th AIMS CONFERENCE – ABSTRACTS 160 Special Session 36: Stochastic Partial Di↵erential Equations and their Optimal Control

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              Source URL: www.aimsciences.org

              Language: English - Date: 2012-06-23 07:34:43
              9Derivatives of self-intersection local times Jay Rosen∗ Abstract We show that the renormalized self-intersection local time γt (x) for the Brownian motion and symmetric stable process in R1 is differentiable in the sp

              Derivatives of self-intersection local times Jay Rosen∗ Abstract We show that the renormalized self-intersection local time γt (x) for the Brownian motion and symmetric stable process in R1 is differentiable in the sp

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              Source URL: www.math.csi.cuny.edu

              Language: English - Date: 2003-10-27 20:58:35
              10Different regimes of the uniaxial elongation of electrically charged viscoelastic jets due to dissipative air drag

              Different regimes of the uniaxial elongation of electrically charged viscoelastic jets due to dissipative air drag

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              Source URL: comp-phys.univie.ac.at

              Language: English - Date: 2015-11-19 09:54:49