The development of the oloid.
Dirnböck, Hans, Stachel, Hellmuth (1997)
Journal for Geometry and Graphics
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Displaying similar documents to “On Some First Integrals Of Equations Of Motion”
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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On certain improper integrals
M. Krakowski (1971)
Applicationes Mathematicae
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On Eulerian integrals associated with Kampé de Fériet's function.
H.M. Srivastava, Martha C. Daoust (1969)
Publications de l'Institut Mathématique [Elektronische Ressource]
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Integrals of Frullani type and the method of brackets
Sergio Bravo, Ivan Gonzalez, Karen Kohl, Victor H. Moll (2017)
Open Mathematics
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The method of brackets is a collection of heuristic rules, some of which have being made rigorous, that provide a flexible, direct method for the evaluation of definite integrals. The present work uses this method to establish classical formulas due to Frullani which provide values of a specific family of integrals. Some generalizations are established.
Relations between extrema of parametrical integrals and ordinary integrals
M. A. Wolanowski (1977)
Annales Polonici Mathematici
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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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The Mechanical Axioms of Laws of Motion.
W. Woolsey Johnson (1891/92)
Bulletin of the New York Mathematical Society
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Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications
Rafał M. Łochowski (2010)
Banach Center Publications
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Brownian motion and random obstacles.
Sznitman, Alain-Sol (1998)
Documenta Mathematica
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On Truncated Variation of Brownian Motion with Drift
Rafał Łochowski (2008)
Bulletin of the Polish Academy of Sciences. Mathematics
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We introduce the concept of truncated variation of Brownian motion with drift, which differs from regular variation by neglecting small jumps (smaller than some c > 0). We estimate the expected value of the truncated variation. The behaviour resembling phase transition as c varies is revealed. Truncated variation appears in the formula for an upper bound for return from any trading based on a single asset with flat commission.
Brownian Motion, Reflection Groups and Tanaka Formula
Nizar Demni, Dominique Lépingle (2012)
Rendiconti del Seminario Matematico della Università di Padova
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