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Поиск книг, содержащих: Ornstein — Uhlenbeck process



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Sornette D. — Critical phenomena in natural sciences
Ross S.M. — Introduction to probability models548—549
Adler R.J. — An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes78, 101
Stein E.M. — Harmonic Analysis: Real-Variable Methods, Orthogonality, and Oscilattory Integrals582, 642
Frisch U. — Turbulence. The legacy of A.N. Kolmogorov55
Winkler G. — Stochastic Integrals1.2.(B)
Honerkamp J. — Statistical Physics188, 203
Masujima M. — Path integral quantization and stochastic quantization241
Chueshov I. — Monotone Random Systems: Theory and Applications79
Protter P.E. — Stochastic Integration and Differential Equations298
Malliaris A.G., Brock W.A. — Stochastic methods in economics and finance269—270
Karlin S., Taylor H.E. — A Second Course in Stochastic Processes170—173, 183, 345—346, 379, 380
Lander E.S., Waterman M.S. (eds.) — Calculating the Secrets of Life: Applications of the Mathematical Sciences to Molecular Biology41
Marcus M., Rosen J. — Markov Processes, Gaussian Processes and Local Times57
Shreve S.E. — Stochastic Calculus for Finance 2286
Baxter M., Rennie A. — Financial calculus173
Kannan D. (ed.), Lakshmikantham V. (ed.) — Handbook of stochastic analysis and applications85
Dupacova J., Hurt J., Stepan J. — Stochastic Modeling in Economics and Finance162, 291
Gerstner W., Kistler W.M. — Spiking Neuron Models184, 190
Aven O.I., Coffman E.G., Kogan Y.A. — Stochastic Analysis of Computer Storage90
Haake F. — Quantum signatures of chaos201
Santner T.J., Williams B.J., Notz W.I. — The Design and Analysis of Computer Experiments36
Kubo R., Toda M., Hashitsume N. — Statistical physics II. Nonequilibrium statistical mechanics28
Rivers R.J. — Path Integral Methods in Quantum Field Theory118, 120, 152
Feller W. — Introduction to probability theory and its applications (Volume II)99, 335—336
Pope S.B. — Turbulent Flows67, 484, 720-722
Schulman L.S. — Techniques and applications of path integration342, 343
Mazo R.M. — Brownian Motion: Flucuations, Dynamics, and Applications85, 86, 149
Holmes P., Lumley J.L., Berkooz G. — Turbulence, Coherent Structures, Dynamical Systems and Symmetry254—259
West B.J., Bologna M., Grigolini P. — Physics of Fractal Operators20, 269, 287, 282, 317
Bosq D. — Nonparametric statistics for stochastic processes123
Risken H. — The Fokker-Planck equation: methods of solution and applications153ff
Emanuel Parzen — Stochastic processes (Classics in Applied Mathematics)96, 97, 115
Kao E. — Introduction to Stochastic Processes417
Bertotti G. — Hysteresis in Magnetism: For Physicists, Materials Scientists, and Engineers525
Adomian G. — Stochastic Systems64, 117, 205, 318, 321
Adler R.J. — Geometry of random fields254
Puri P.R. — Mathematical methods of quantum optics110—112
Roepstorf G. — Path integral approach to quantum physics33, 357—358
Rößler A. — Numerical Methods for Stochastic Differential Equations35
Ambjorn J., Durhuus B., Jonsson T. — Quantum Geometry. A Statistical Field Theory Approach45
Walls D.F., Milburn G.J. — Quantum Optics112
Kloeden P/, Platen E., Schurz H. — Numerical solution of SDE through computer experiments69, 231, 25
Revuz D., Yor M. — Continuous martingales and Brownian motion37
Breuer H.-P., Petruccione F. — The Theory of Open Quantum Systems31
Plischke M., Bergersen B. — Equilibrium statistical physics327
Honerkamp J. — Statistical physics: an advanced approach with applications188, 203
Pastur L., Figotin A. — Spectra of Random and Almost-Periodic Operators26, 55
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