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Direct observation of nondiffusive motion of a brownian particleLUKIC, B; JENEY, S; TISCHER, C et al.Physical review letters. 2005, Vol 95, Num 16, pp 160601.1-160601.4, issn 0031-9007Article

Lévy's brownian motion and total positivityNODA, A.Lecture notes in mathematics. 1983, Vol 1021, pp 486-496, issn 0075-8434Article

Active Motion and SwarmingERDMANN, Udo; BLASIUS, Bernd; SCHIMANSKY-GEIER, Lutz et al.The European physical journal. Special topics. 2008, Vol 157, 245 p.Serial Issue

A propos de l'inverse du mouvement brownien dans Rn(n>3) = The inverse of Brownian motion in Rn(n≥3)YOR, M.Annales de l'I.H.P. Probabilités et statistiques. 1985, Vol 21, Num 1, pp 27-38, issn 0246-0203Article

The lifetime of conditional Brownian motion in the planeKAI LAI CHUNG.Annales de l'I.H.P. Probabilités et statistiques. 1984, Vol 20, Num 4, pp 349-351, issn 0246-0203Article

Non-polar points for reflected Brownian motionBURDZY, K; MARSHALL, D. E.Annales de l'I.H.P. Probabilités et statistiques. 1993, Vol 29, Num 2, pp 199-228, issn 0246-0203Article

Option pricing with regulated fractional Brownian motionALDABE, F; BARONE-ADESI, G; ELLIOTT, R. J et al.Applied stochastic models and data analysis. 1998, Vol 14, Num 4, pp 285-294, issn 8755-0024Conference Paper

Local behaviour of local times of super-Brownian motionMERLE, Mathieu.Annales de l'I.H.P. Probabilités et statistiques. 2006, Vol 42, Num 4, pp 491-520, issn 0246-0203, 30 p.Article

Brownian motions of ellipsoidsNORRIS, J. R; ROGERS, L. C. G; WILLIAMS, D et al.Transactions of the American Mathematical Society. 1986, Vol 294, Num 2, pp 757-765, issn 0002-9947Article

Basic properties of Brownian motion and a capacity on the Wiener spaceFUKUSHIMA, M.Journal of the Mathematical Society of Japan. 1984, Vol 36, Num 1, pp 161-176, issn 0025-5645Article

The lifetime of conditioned Brownian motionCRANSTON, M; MCCONNELL, T. R.Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 1983, Vol 65, Num 1, pp 3-11, issn 0044-3719Article

Spurious Brownian motionsCSORGO, S.Proceedings of the American Mathematical Society. 1986, Vol 97, Num 4, pp 712-713, issn 0002-9939Article

On the range of Brownian motion and its inverse processIMHOF, J.-P.Annals of probability. 1985, Vol 13, Num 3, pp 1011-1017, issn 0091-1798Article

A local time analysis of intersections of brownian paths in the planeGEMAN, D; HOROWITZ, J; ROSEN, J et al.Annals of probability. 1984, Vol 12, Num 1, pp 86-107, issn 0091-1798Article

Feedback control in a collective flashing ratchetCAO, Francisco J; DINIS, Luis; PARRONDO, Juan M. R et al.Physical review letters. 2004, Vol 93, Num 4, pp 040603.1-040603.4, issn 0031-9007Article

Connecting brownian pathsDAVIS, B; SALISBURY, T. S.Annals of probability. 1988, Vol 16, Num 4, pp 1428-1457, issn 0091-1798Article

On functionals of the adjusted ranges processHOOGHIEMSTRA, G.Journal of applied probability. 1987, Vol 24, Num 1, pp 252-257, issn 0021-9002Article

The size of an analytic function as measured by Lévy's time changeMCCONNELL, T. R.Annals of probability. 1985, Vol 13, Num 3, pp 1003-1005, issn 0091-1798Article

The Haar-function construction of Brownian motion indexed by setsPYKE, R.Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 1983, Vol 64, Num 4, pp 523-539, issn 0044-3719Article

On the Hausdorff dimension of the Brownian slow pointsPERKINS, E.Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 1983, Vol 64, Num 3, pp 369-399, issn 0044-3719Article

L'Enveloppe convexe du mouvement brownien = The convex bull of Brownian motionEL BACHIR, Mohammed.1983, 75 pThesis

Temps de sortie d'un intervalle borné pour l'intégrale du mouvement brownien = First exit time from a bounded interval for integrated Brownian motionLACHAL, A.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1997, Vol 324, Num 5, pp 559-564, issn 0764-4442Article

ON AN EIGENFUNCTION EXPANSION AND ON FRACTIONAL BROWNIAN MOTIONSMANDELBROT BB.1982; LETT. NUOVO CIMENTO; ISSN 0024-1318; ITA; DA. 1982; VOL. 33; NO 17; PP. 549-550; BIBL. 3 REF.Article

BEST TESTS FOR ZERO DRIFT BASED ON FIRST PASSAGE TIMES IN BROWNIAN MOTIONNADAS A.1973; TECHNOMETRICS; U.S.A.; DA. 1973; VOL. 15; NO 1; PP. 125-132; BIBL. 5 REF.Serial Issue

On the convergence of Karhynen-Loeve series expansion for a Brownian particlePAFF, W. G; AHMADI, G.Journal of applied mechanics. 1993, Vol 60, Num 3, pp 783-784, issn 0021-8936Article

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