bookProbability and its applicationsJan 1, 2002Closed access

Handbook of Brownian Motion - Facts and Formulae

Steklov Mathematical Institute · Åbo Akademi University

Indexed incrossref

Abstract

There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distribut

Citation impact

1,109
total citations
FWCI
3.71
Percentile
100%
References
0
Citations per year

Authors

2

Topics & keywords

Keywords
  • Brownian motion
  • Fractional Brownian motion
  • Motion (physics)
  • Statistical physics
  • Mathematics
  • Calculus (dental)
  • Mathematical economics
  • Classical mechanics
No related works found for this paper.