Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 63, No. 2 (Jun., 2001), pp. 178-193 (16 pages) Let $\{P_{x}\,\colon x\in \overline{D}\}$ denote the reflecting Brownian motion in ...
Researchers at Tokyo Institute of Technology (Tokyo Tech) have brought the worlds of physics and finance one step closer to each other. In a study published in Physical Review Letters, the team ...
The story of Brownian motion began with experimental confusion and philosophical debate, before Einstein, in one of his least well-known contributions to physics, laid the theoretical groundwork for ...