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Wiener process
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51	On derivations and solutions of master equations and asymptotic representations Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2006-07-07 04:47:57 Equations Markov models Stochastic differential equations Markov chain Fokker–Planck equation Differential equation Langevin equation Wiener process Propagator Statistics Stochastic processes Markov processes
52	Linear response and fluctuation theorems for nonstationary stochastic processes Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2006-07-07 04:39:52 Stochastic differential equation Wiener process Fokker–Planck equation Fluctuation theorem Itō diffusion Fluctuation-dissipation theorem Statistics Stochastic processes Gauss–Markov process
53	Almost None of the Theory of Stochastic Processes A Course on Random Processes, for Students of Measure-Theoretic Probability, with a View to Applications in Dynamics and Statistics Cosma Rohilla Shalizi with Aryeh Kont Add to Reading List Source URL: www.stat.cmu.edu Language: English - Date: 2010-07-03 21:43:24 Markov chain Stationary process Random walk Wiener process Central limit theorem Large deviations theory Mixing Stochastic differential equation Brownian motion Statistics Stochastic processes Ergodic theory
54	FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-01-21 14:52:23 Probability theory Martingale Semimartingale Risk-neutral measure Local martingale Brownian motion Stopping time Wiener process Quadratic variation Statistics Stochastic processes Martingale theory
55	Power-like delay in time inhomogeneous Fisher-KPP equations James Nolen∗ Jean-Michel Roquejoffre† Lenya Ryzhik‡ Add to Reading List Source URL: math.duke.edu Language: English - Date: 2013-06-25 10:21:39 Heat equation Heat transfer Reaction–diffusion system Wiener process Spectral theory Leibniz integral rule Itō diffusion Calculus Mathematical analysis Stochastic processes
56	PATH INTEGRATION: CONNECTING PURE JUMP AND WIENER PROCESSES VASSILI N. KOLOKOLTSOV∗ Key words. Feynman path integral, pure jump processes, Wiener process, Fock space, Schr¨ odinger equation, parabolic equations. Add to Reading List Source URL: www2.warwick.ac.uk Language: English - Date: 1970-01-01 18:00:00 Quantum mechanics Quantum field theory Operator theory Fourier analysis Heat equation Path integral formulation Differential equation Hilbert space Functional integration Physics Mathematical analysis Mathematics
57 $preprint This is a preprint of the paper: Grahovac, D., Leonenko, N.N[removed]Detecting multifractal stochastic processes under the heavy tails eﬀect, Chaos, Solitons & Fractals 66, [removed]URL: http://www.sciencedirec$	preprint This is a preprint of the paper: Grahovac, D., Leonenko, N.N[removed]Detecting multifractal stochastic processes under the heavy tails eﬀect, Chaos, Solitons & Fractals 66, [removed]URL: http://www.sciencedirec Add to Reading List Source URL: bib.irb.hr Language: English - Date: 2015-02-06 12:09:21 Multifractal system Lévy process Wiener process Fractional Brownian motion Brownian motion Fractal Mixing Hurst exponent Statistics Stochastic processes Probability theory
58	doi:[removed]j.cnsns[removed] Add to Reading List Source URL: math.sut.ac.th Language: English - Date: 2007-01-18 21:36:36 Differential equation Brownian motion Normal distribution Wiener process Statistics Stochastic processes Probability and statistics
59	Mean-reverting market model: Novikov condition, speculative opportunities, and non-arbitrage ∗ Nikolai Dokuchaev Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2007-03-21 16:16:52 Stochastic differential equations Mathematical finance Normal distribution Wiener process Ornstein–Uhlenbeck process Risk-neutral measure Martingale Itō diffusion Heat equation Statistics Stochastic processes Martingale theory
60	UPPSALA DISSERTATIONS IN MATHEMATICS 86 Gaussian Bridges - Modeling and Inference Maik Görgens Add to Reading List Source URL: uu.diva-portal.org Language: English - Date: 2014-10-13 02:09:07 Brownian bridge Brownian motion Wiener process Normal distribution Karhunen–Loève theorem Ornstein–Uhlenbeck process Gaussian random field Central limit theorem Random walk Statistics Stochastic processes Gaussian process