Some remarks on Brownian motion with drift

Printed in Great Britain 593 Brownian motion in thin sheets of viscous fluid

P. G. Saffman

January 1976

The drag on a cylindrical particle moving in a thin sheet of viscous fluid is calculated. It is supp...

Some Results on the Brownian Meander with Drift

Iafrate F.
Orsingher E.

January 2019

In this paper we study the drifted Brownian meander that is a Brownian motion starting from u and su...

Random movement. Diffusion

Fita Fernández, Inmaculada Concepción
Cruz González, José Maria

June 2021

A description of the fundamentals of brownian movement that are the basis of the diffusionhttps://po...

Some calculations for perturbed Brownian motion

Doney, R.
Manchester Centre for Statistical Science (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:8716.785(1997/05) / BLDSC - British L...

Modified Brownian motions Change of measure and other transformations

Mortimer, T.M

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:D062064 / BLDSC - British Library Do...

Brownian motion and the heat equation on superspace and anyspace

Rodriguez-Plaza, M
Majid, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1993

Report also numbered NIKHEF-H--93-18Available from British Library Document Supply Centre- DSC:9106....

Alternative forms of fractional Brownian motion

Marinucci, D.
Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(98/354) / BLDSC - British Li...

Brownian motion on a submanifold of Euclidean space

Lewis, J.T
Dublin Inst. for Advanced Studies (Ireland). School of Theoretical Physics

Available from British Library Lending Division - LD:3630.84(DIAS-STP--84-48) / BLDSC - British Libr...

Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion

Chaumont, L.
Doney, R.
Manchester Centre for Statistical Science (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:8716.785(1997/07) / BLDSC - British L...

Testing for drift in a time series

Busetti, Fabio
Harvey, Andrew
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:3...

Brownian analogues of Burke's theorem

O'Connell, N.
Yor, M.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26206(2000-19) / BLDSC - British...

Explaining the stochastic trend in velocity of money

Malliaropulos, D.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(96-06) / BLDSC - British Li...

Brownian Motion and Its Applications In The Stock Market

Ermogenous, Angeliki

January 2006

Wilfrid Kendall notes on the complexity of the paths of Brownian motion: If you run Brownian motion ...

Stochastic slow-fast dynamics

Lythe, G.D.

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:D064109 / BLDSC - British Library Doc...

Topics in the long time behaviour of diffusions

Hobson, D

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:D062647 / BLDSC - British Library Do...

Printed in Great Britain 593 Brownian motion in thin sheets of viscous fluid

P. G. Saffman

January 1976

The drag on a cylindrical particle moving in a thin sheet of viscous fluid is calculated. It is supp...

Some Results on the Brownian Meander with Drift

Iafrate F.
Orsingher E.

January 2019

In this paper we study the drifted Brownian meander that is a Brownian motion starting from u and su...

Random movement. Diffusion

Fita Fernández, Inmaculada Concepción
Cruz González, José Maria

June 2021

A description of the fundamentals of brownian movement that are the basis of the diffusionhttps://po...

Some calculations for perturbed Brownian motion

Doney, R.
Manchester Centre for Statistical Science (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:8716.785(1997/05) / BLDSC - British L...

Modified Brownian motions Change of measure and other transformations

Mortimer, T.M

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:D062064 / BLDSC - British Library Do...

Brownian motion and the heat equation on superspace and anyspace

Rodriguez-Plaza, M
Majid, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1993

Report also numbered NIKHEF-H--93-18Available from British Library Document Supply Centre- DSC:9106....

Alternative forms of fractional Brownian motion

Marinucci, D.
Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(98/354) / BLDSC - British Li...

Brownian motion on a submanifold of Euclidean space

Lewis, J.T
Dublin Inst. for Advanced Studies (Ireland). School of Theoretical Physics

Available from British Library Lending Division - LD:3630.84(DIAS-STP--84-48) / BLDSC - British Libr...

Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion

Chaumont, L.
Doney, R.
Manchester Centre for Statistical Science (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:8716.785(1997/07) / BLDSC - British L...

Testing for drift in a time series

Busetti, Fabio
Harvey, Andrew
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:3...

Brownian analogues of Burke's theorem

O'Connell, N.
Yor, M.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26206(2000-19) / BLDSC - British...

Explaining the stochastic trend in velocity of money

Malliaropulos, D.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(96-06) / BLDSC - British Li...

Brownian Motion and Its Applications In The Stock Market

Ermogenous, Angeliki

January 2006

Wilfrid Kendall notes on the complexity of the paths of Brownian motion: If you run Brownian motion ...

Stochastic slow-fast dynamics

Lythe, G.D.

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:D064109 / BLDSC - British Library Doc...

Topics in the long time behaviour of diffusions

Hobson, D

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:D062647 / BLDSC - British Library Do...

Printed in Great Britain 593 Brownian motion in thin sheets of viscous fluid

P. G. Saffman

January 1976

The drag on a cylindrical particle moving in a thin sheet of viscous fluid is calculated. It is supp...

Some Results on the Brownian Meander with Drift

Iafrate F.
Orsingher E.

January 2019

In this paper we study the drifted Brownian meander that is a Brownian motion starting from u and su...

Random movement. Diffusion

Fita Fernández, Inmaculada Concepción
Cruz González, José Maria

June 2021

A description of the fundamentals of brownian movement that are the basis of the diffusionhttps://po...

Some remarks on Brownian motion with drift

Abstract

Extracted data

Some remarks on Brownian motion with drift

Abstract

Extracted data

Related items

Related items