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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

Brownian paths and conesBURDZY, K.Annals of probability. 1985, Vol 13, Num 3, pp 1006-1010, issn 0091-1798Article

The concave majorant of BrownianGROENEBOOM, P.Annals of probability. 1983, Vol 11, Num 4, pp 1016-1027, issn 0091-1798Article

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

On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motionJUMARIE, Guy.Applied mathematics letters. 2005, Vol 18, Num 7, pp 817-826, issn 0893-9659, 10 p.Article

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

Remark on exit times from cones in Rn of Brownian motionDANTE DE BLASSIE, R.Probability theory and related fields. 1988, Vol 79, Num 1, pp 95-97, issn 0178-8051Article

Etude asymptotique des enlacements du mouvement brownien autour des droites de l'espace = Asymptotic study of the windings of a Brownian motion around a finite number of straight lines in spaceLE GALL, J. F; YOR, M.Probability theory and related fields. 1987, Vol 74, Num 4, pp 617-635, issn 0178-8051Article

Conditional Brownian motion in rapidly exhaustible domainsFALKNER, N.Annals of probability. 1987, Vol 15, Num 4, pp 1501-1514, issn 0091-1798Article

Un principe de réflexion pour le mouvement brownien de Paul Lévy à trois paramètres = A reflection principle for the Levy Brownian motion depending of three parametersGOLDMAN, A; KAHANE, J.-P.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1987, Vol 305, Num 15, pp 693-696, issn 0764-4442Article

Brownian excursions from hyperplanes and smooth surfacesBURDZY, K.Transactions of the American Mathematical Society. 1986, Vol 295, Num 1, pp 35-57, issn 0002-9947Article

Etude asymptotique de certains mouvements browniens complexes avec drift = Asymptotic behavior of some complex brownian motion with driftLE GALL, J. F; YOR, M.Probability theory and related fields. 1986, Vol 71, Num 2, pp 183-229, issn 0178-8051Article

Reflected Brownian motion in a wedge: semimartingale propertyWILLIAMS, R. J.Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 1985, Vol 69, Num 2, pp 161-176, issn 0044-3719Article

Le mouvement brownien sur RN, en tant que semi-martingale dans SN = Brownian motion on RN as a semi-martingale in SNSCHWARTZ, L.Annales de l'I.H.P. Probabilités et statistiques. 1985, Vol 21, Num 1, pp 15-25, issn 0246-0203Article

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