matlab生成维纳过程代码

用matlab写的，用于生成随机路径的方法

GTM274 Brownian Motion, Martingales, and Stochastic Calculus, Jean-François Le Gall, Spinger 2016.pdf

针对滚轮滑轨的高耐磨性、少失效信息的特点,运用性能退化可靠性理论和随机过程方法,对滚轮滑轨的可靠性进行了研究。通过分析滚轮滑轨的磨损失效过程,建立了基于带漂移布朗运动的滚轮滑轨可靠度模型,并利用布朗运动特性研究了基于当前状态的寿命预测方法,从而实现滚轮滑轨可靠性的实时预测。实例证明了该方法的合理性和有效性。研究结果为滚轮滑轨的维修决策提供了理论方法。

Ioannis Karatzas, Steven E. Shreve Brownian Motion and Stochastic Calculus, 2nd Edition 1996

gem5-bbr：用于死锁自由方案的gem5存储库：Brownian Bubble Router

Product Details Paperback: 254 pages Publisher: Springer; 1 edition (Nov 16 2005) Language: English ISBN-10: 0387277811 ISBN-13: 978-0387277813 Product Description: Statistical Monitoring of Clinical Trials: Fundamentals for Investigators introduces the investigator and statistician to monitoring procedures in clinical research. Clearly presenting the necessary background with limited use of mathematics, this book increases the knowledge, experience, and intuition of investigations in the use of these important procedures now required by the many clinical research efforts. The author provides motivated clinical investigators the background, correct use, and interpretation of these monitoring procedures at an elementary statistical level. He defines terms commonly used such as group sequential procedures and stochastic curtailment in non-mathematical language and discusses the commonly used procedures of Pocock, O’Brien–Fleming, and Lan–DeMets. He discusses the notions of conditional power, monitoring for safety and futility, and monitoring multiple endpoints in the study. The use of monitoring clinical trials is introduced in the context of the evolution of clinical research and one chapter is devoted to the more recent Bayesian procedures.

Graduate Texts in Mathematics loannis Karatzas Steven E. Shreve Brownian Motion and Stochastic Calculus Second Edition