The development of the oloid.
Dirnböck, Hans, Stachel, Hellmuth (1997)
Journal for Geometry and Graphics
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Displaying similar documents to “A procedure for the solution of the equations of motion by the finite element method”
The development of the oloid.
On some new treatment of artificial satellite's motion.
B. Popovic (1980)
Publications de l'Institut Mathématique [Elektronische Ressource]
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Strict concavity of the intersection exponent for Brownian motion in two and three dimensions.
Lawler, Gregory F. (1998)
Mathematical Physics Electronic Journal [electronic only]
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Brownian motion and random obstacles.
Sznitman, Alain-Sol (1998)
Documenta Mathematica
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Brownian Motion, Reflection Groups and Tanaka Formula
Nizar Demni, Dominique Lépingle (2012)
Rendiconti del Seminario Matematico della Università di Padova
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On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model
Jacek Jakubowski, Maciej Wiśniewolski (2013)
Studia Mathematica
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We find a probabilistic representation of the Laplace transform of some special functional of geometric Brownian motion using squared Bessel and radial Ornstein-Uhlenbeck processes. Knowing the transition density functions of these processes, we obtain closed formulas for certain expectations of the relevant functional. Among other things we compute the Laplace transform of the exponent of the T transforms of Brownian motion with drift used by Donati-Martin, Matsumoto, and Yor in a variety...
A note on reflecting Brownian motions.
Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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On the joining of sticky brownian motion
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
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On the time of the maximum of Brownian motion with drift.
Buffet, Emannuel (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Ching-Tang Wu, Marc Yor (2002)
Publicacions Matemàtiques
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Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
Brownian motion on fractals and function spaces.
Alf Jonsson (1996)
Mathematische Zeitschrift
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Within and beyond the reach of Brownian innovation.
Tsirelson, Boris (1998)
Documenta Mathematica
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Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
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