| Êíèãà | Ñòðàíèöû äëÿ ïîèñêà |
| Sornette D. — Critical phenomena in natural sciences | |
| Hunter J.K., Nachtergaele B. — Applied Analysis | 327 |
| Ross S.M. — Introduction to probability models | see “Brownian motion” |
| Falconer K. — Fractal Geometry. Mathematical Foundations and applications | 238 |
| Ito K. — Encyclopedic Dictionary of Mathematics. Vol. 2 | 5.D 45.B 98.B |
| Falconer K. — Fractal Geometry: Mathematical Foundations and Applications | 258, 259 |
| Gray R.M., Davisson L.D. — Introduction to statistical signal processing | 297, 349, 350 |
| Hull J. — Options, Futures, and Other Derivative Securities | 192—196 |
| Föllmer H., Schied A. — Stochastic finance | 251 |
| Folland J.B. — Real Analysis: Modern Techniques and Their Applications | 332 |
| Govindarajulu Z. — Sequential Statistics | 47, 48, 115, 133 |
| Skorokhod A.V., Prokhorov Y.V. (Ed) — Basic Principles and Applications of Probability Theory | 176ff |
| Wilmott P., Bowison S., DeWynne J. — Option Pricing: Mathematical Models and Computation | 21, 29 |
| Thorisson H. — Coupling, Stationarity, and Regeneration | 97, 128, 242 |
| Hamilton J.D. — Time Series Analysis | 478 |
| Polyanin A., Manzhirov A.V. — Handbook of Mathematics for Engineers and Scientists | 1086 |
| Dudley R.M., Fulton W. (Ed) — Real Analysis and Probability | 445 |
| Chueshov I. — Monotone Random Systems: Theory and Applications | 12, 66 |
| Hajek J., Sidak Z., Sen P.K. — Theory of rank tests | 232, 273 |
| Protter P.E. — Stochastic Integration and Differential Equations | 137, 140 |
| Gershenfeld N. — The Nature of Mathematical Modelling-Neil Gershenfeld | 54 |
| Szekely G.J. — Paradoxes in probability theory and mathematical statistics | II/3 |
| Lawless J.F. — Statistical Models and Methods for Lifetime Data | 30, 521 |
| Malliaris A.G., Brock W.A. — Stochastic methods in economics and finance | 36—38, 42, 62, 68, 71, 115, 215 |
| Shiryaev A., Peskir G. — Optimal Stopping and Free-Boundary Problems | 93 |
| Kahane J.P., Bollobas B. (Ed) — Some Random Series of Functions | 233, 234 |
| Rammer J. — Quantum transport theory | 336 |
| Baxter M., Rennie A. — Financial calculus | 50 |
| Hull J.C. — Options, futures and other derivatives | 218—221, 714 |
| Ito K. — Encyclopedic Dictionary of Mathematics | 5.D, 45.B, 98.B |
| Simon B. — Functional Integration and Quantum Physics | 33 |
| Borovkov A.A. — Mathematical statistics | 20 |
| Schroeder M.R. — Schroeder, Self Similarity: Chaos, Fractals, Power Laws | 140 |
| Dupacova J., Hurt J., Stepan J. — Stochastic Modeling in Economics and Finance | 41, 238 |
| Duffie D. — Security Markets. Stochastic Models | 135 |
| Feller W. — Introduction to probability theory and its applications (volume 1) | 354 |
| Kubo R., Toda M., Hashitsume N. — Statistical physics II. Nonequilibrium statistical mechanics | 1 |
| Shanbhag D.N. (ed.), Rao C.R. (ed.) — Stochastic Processes - Modelling and Simulation | 632, 864 |
| Chan T., Shen J. — Image Processing and Analysis: Variational, PDE, Wavelet, and Stochastic Methods | 152 |
| Bingham N.H., Goldie C.M., Teugels J.L. — Regular variation | see “Brownian motion” |
| Gardiner C.W., Zoller P. — Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics | 17 |
| Dutra S.M. — Cavity quantum electrodynamics | 227 |
| Aslrom K.J. — Introduction to Stochastic Control Theory | 19 |
| Adomian George — Nonlinear stochastic operator equations | 6, 135 |
| Feller W. — Introduction to probability theory and its applications (Volume II) | see “Brownian motion” |
| Pope S.B. — Turbulent Flows | 716-718, 723-725 |
| Billingsley P. — Probability and Measure | 522 |
| Grimmett G., Stirzaker D. — Probability and Random Processes | 370, 407, 516 |
| Gardiner C.W.W., Haken H. — Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences | 46, 47, 67—70 |
| Mazo R.M. — Brownian Motion: Flucuations, Dynamics, and Applications | 37, 38, 40, 63—65, 70, 72, 79, 81, 241, 243, 246, 250, 261 |
| Mackey M.C. — Time's arrow: the origins of thermodynamic behavior | 141 |
| West B.J., Bologna M., Grigolini P. — Physics of Fractal Operators | 205, 269 |
| Risken H. — The Fokker-Planck equation: methods of solution and applications | 40 |
| Emanuel Parzen — Stochastic processes (Classics in Applied Mathematics) | 8, 26—29, 40 |
| Grosche C., Steiner F. — Handbook of Feynman path integrals | 18, 83 |
| Auletta G. — Foundations and Interpretation of Quantum Mechanics | 405 |
| Grasman J. — Asymptotic methods for relaxation oscillations and applications | 105, 197 |
| Balakrishnan N. (ed.), Rao C.R. (ed.) — Order Statistics - Theory and Methods | 537, 538, 560, 582, 587, 588, 617, 618, 664, 666, 668, 672, 673 |
| Accardi L., Lu Y.G., Volovich I. — Quantum Theory and Its Stochastic Limit | 77 |
| Kao E. — Introduction to Stochastic Processes | see "Brownian motion" |
| Gardiner C.W. — Quantum Noise | 17 |
| Wilmott P., Howison S., Dewynne J. — The Mathematics of Financial Derivatives : A Student Introduction | 21, 28 |
| Hughes B.D. — Random walks and random enviroments (Vol. 1. Random walks) | 8, 14, 48 |
| Holden H., Oksendal B. — STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS | 197 |
| van Dijk N. — Handbook of Statistics 16: Order Statistics: Theory & Methods | 537, 538, 560, 582, 587, 588, 617, 618, 664, 666, 668, 672, 673 |
| Socha L. — Linearization Methods for Stochastic Dynamic Systems | 27 |
| Jacod J., Shiryaev A. — Limit Theorems for Stochastic Processes | 39 |
| Bertotti G. — Hysteresis in Magnetism: For Physicists, Materials Scientists, and Engineers | see “Wiener — Levy process” |
| Rosenblatt M. — Random processes | 94 |
| Adomian G. — Stochastic Systems | 244, 245 |
| Vilenkin N.Y., Gel'fand I.M. — Generalized Functions. Volume 4. Applications of Harmonic Analysis | 245, 258 |
| Gallavotti G. — Statistical Mechanics | 256, 258 |
| Adler R.J. — Geometry of random fields | 184, see also "Brownian sheet" |
| Mandel L., Wolf E. — Optical Coherence and Quantum Optics | 86 |
| Dynkin E.B., Yushkevich A.A. — Markov processes; theorems and problems | 39, 60, 81, 156, 188 |
| Puri P.R. — Mathematical methods of quantum optics | 110, 111 |
| Roepstorf G. — Path integral approach to quantum physics | 23, 30, 357—358 |
| Brodsky B.E. — Non-Parametric Statistical Diagnosis. Problems and Methods | 12 |
| Sen P.K. — Theory and applications of sequential nonparametrics | 33, 84 |
| Rößler A. — Numerical Methods for Stochastic Differential Equations | 8 |
| Assing S., Schmidt W.M. — Continuous Strong Markov Processes In Dimension One: A Stochastic Calculus Approach | 4 |
| Coffey W.T., Kalmykov Yu.P., Waldron J.T. — The Langevin equation | 63 |
| Schurmann M. — White Noise on Bialgebras | 91, 101 |
| Alexander C. — Market Models: A Guide to Financial Data Analysis | 21, 104 |
| Kuo H.-H. — Gaussian Measures in Banach Spaces | 159, 170, 189 |
| Zeidler E. — Oxford User's Guide to Mathematics | 1044 |
| Lemm J.C. — Bayesian field theory | 144, 147, see also "Brownian motion" |
| Hamilton J.D. — Time Series Analysis | 478 |
| Wornell G. — Signal Processing with Fractals: A Wavelet Based Approach | 31, 35, 38 |
| Kloeden P/, Platen E., Schurz H. — Numerical solution of SDE through computer experiments | 50, 55, 56, 64 |
| Peszat S., Zabczyk J. — Stochastic partial differential equations with Levy noise: An evolution equation approach | 44 |
| Dynkin E.B., Kovary T., Brown D.E. — Theory of Markov processes | 171 |
| Breuer H.-P., Petruccione F. — The Theory of Open Quantum Systems | 30 |
| Vanmarcke Erik — Random Fields : Analysis and Synthesis | 4, 7, 68, 182, see also "Brownian motion" |
| Mantegna R.N., Stanley H.E. — An introduction to econophysics: correlations and complexity in finance | 15, 49—50, 79, 118, 128 |
| Falconer K. — Fractal geometry: mathematical foundations and applications | 258, 259 |
| Epps T. — Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope | see "Brownian motion" |
| Billingsley P. — Convergence of Probability Measures | 64 |
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