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Directed Random Growth Models on the Plane

Timo Seppäläinen

in Analysis and Stochastics of Growth Processes and Interface Models

Published in print:
2008
Published Online:
September 2008
ISBN:
9780199239252
eISBN:
9780191716911
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199239252.003.0001
Subject:
Mathematics, Probability / Statistics, Analysis

This chapter discusses random growth models describing the evolution of an interface in the plane. For specific models, three basic questions are discussed. First, under appropriate scaling, what is ... More


FLUCTUATIONS

HARRY SUHL

in Relaxation Processes in Micromagnetics

Published in print:
2007
Published Online:
January 2010
ISBN:
9780198528029
eISBN:
9780191713545
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198528029.003.0004
Subject:
Physics, Condensed Matter Physics / Materials

This chapter examines how the magnetization senses random fluctuations. Mathematical descriptions of stochastic processes of physical origin involve one or other of various incarnations of the ... More


Stochastic methods in investment decision

Melvin Lax, Wei Cai, and Min Xu

in Random Processes in Physics and Finance

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.003.0016
Subject:
Physics, Theoretical, Computational, and Statistical Physics

Derivative securities have a value related to the underlying security or asset. When a derivative such as a put, a forward, or future sale, is not priced correctly, one can, by making compensating ... More


Basics of probability

Peter Richmond, Jürgen Mimkes, and Stefan Hutzler

in Econophysics and Physical Economics

Published in print:
2013
Published Online:
December 2013
ISBN:
9780199674701
eISBN:
9780191780066
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199674701.003.0003
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter focuses on a large variety of random systems that encompass the world. It shows the outcome of a sequence of throws of a six-sided die, the simulated motion of a Brownian particle, and ... More


The Brownian motion model of asset prices

Peter Richmond, Jürgen Mimkes, and Stefan Hutzler

in Econophysics and Physical Economics

Published in print:
2013
Published Online:
December 2013
ISBN:
9780199674701
eISBN:
9780191780066
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199674701.003.0006
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter shows that Bachelier predated Einstein with his PhD thesis entitled ‘Theorie de la Speculation’, a complete analysis of futures and options, based on the ideas of random fluctuations of ... More


Stability of Topological Derivative Based Imaging Functionals

Habib Ammari, Elie Bretin, Josselin Garnier, Hyeonbae Kang, Hyundae Lee, and Abdul Wahab

in Mathematical Methods in Elasticity Imaging

Published in print:
2015
Published Online:
October 2017
ISBN:
9780691165318
eISBN:
9781400866625
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691165318.003.0008
Subject:
Mathematics, Applied Mathematics

This chapter performs a detailed stability analysis of the topological derivative based imaging functionals with respect to medium and measurement noises. It begins with a discussion of the stability ... More


Models of simple and complex systems

John C. Moore and Peter C. De Ruiter

in Energetic Food Webs: An analysis of real and model ecosystems

Published in print:
2012
Published Online:
December 2013
ISBN:
9780198566182
eISBN:
9780191774683
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198566182.003.0002
Subject:
Biology, Ecology

This chapter tackles four distinct objectives. The first is that it presents the general approach to developing the models of simple and complex systems which are to be used throughout the book in ... More


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