{"id":"https://openalex.org/W128117562","doi":"https://doi.org/10.1007/978-1-4614-4909-6_10","title":"A Fluid Introduction to Brownian Motion and Stochastic Integration","display_name":"A Fluid Introduction to Brownian Motion and Stochastic Integration","publication_year":2012,"publication_date":"2012-10-28","ids":{"openalex":"https://openalex.org/W128117562","doi":"https://doi.org/10.1007/978-1-4614-4909-6_10","mag":"128117562"},"language":"en","primary_location":{"id":"doi:10.1007/978-1-4614-4909-6_10","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4614-4909-6_10","pdf_url":null,"source":{"id":"https://openalex.org/S4210180650","display_name":"Springer proceedings in mathematics & statistics","issn_l":"2194-1009","issn":["2194-1009","2194-1017"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Springer Proceedings in Mathematics &amp; Statistics","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5108709612","display_name":"V. Ramaswami","orcid":null},"institutions":[{"id":"https://openalex.org/I4210098935","display_name":"Li Creative Technologies (United States)","ror":"https://ror.org/010hpfk35","country_code":"US","type":"company","lineage":["https://openalex.org/I4210098935"]},{"id":"https://openalex.org/I1283103587","display_name":"AT&T (United States)","ror":"https://ror.org/02bbd5539","country_code":"US","type":"company","lineage":["https://openalex.org/I1283103587"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Vaidyanathan Ramaswami","raw_affiliation_strings":["AT&T Labs, Research, 180 Park Avenue, Florham Park, NJ, 07932, USA","At&T Labs Research, Park Avenue 180, Florham Park, 07932, New Jersey, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"AT&T Labs, Research, 180 Park Avenue, Florham Park, NJ, 07932, USA","institution_ids":["https://openalex.org/I1283103587"]},{"raw_affiliation_string":"At&T Labs Research, Park Avenue 180, Florham Park, 07932, New Jersey, USA","institution_ids":["https://openalex.org/I4210098935"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5108709612"],"corresponding_institution_ids":["https://openalex.org/I1283103587","https://openalex.org/I4210098935"],"apc_list":null,"apc_paid":null,"fwci":5.6148,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.95216211,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"209","last_page":"225"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9886000156402588,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9853000044822693,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.7034300565719604},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.6502176523208618},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.5242003202438354},{"id":"https://openalex.org/keywords/fluid-motion","display_name":"Fluid motion","score":0.49319761991500854},{"id":"https://openalex.org/keywords/fluid-queue","display_name":"Fluid queue","score":0.4885428845882416},{"id":"https://openalex.org/keywords/finite-state","display_name":"Finite state","score":0.48825931549072266},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.48059341311454773},{"id":"https://openalex.org/keywords/fluid-dynamics","display_name":"Fluid dynamics","score":0.46946612000465393},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4498457610607147},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.44050028920173645},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.434895783662796},{"id":"https://openalex.org/keywords/flow","display_name":"Flow (mathematics)","score":0.42123281955718994},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.41315293312072754},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4008499085903168},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3788066506385803},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.24779078364372253},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.20492956042289734},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2032599151134491},{"id":"https://openalex.org/keywords/mechanics","display_name":"Mechanics","score":0.19258934259414673},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.12059566378593445},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.058188796043395996}],"concepts":[{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.7034300565719604},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.6502176523208618},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.5242003202438354},{"id":"https://openalex.org/C2984161354","wikidata":"https://www.wikidata.org/wiki/Q216320","display_name":"Fluid motion","level":2,"score":0.49319761991500854},{"id":"https://openalex.org/C2962069","wikidata":"https://www.wikidata.org/wiki/Q5462733","display_name":"Fluid queue","level":3,"score":0.4885428845882416},{"id":"https://openalex.org/C2983497884","wikidata":"https://www.wikidata.org/wiki/Q176452","display_name":"Finite state","level":3,"score":0.48825931549072266},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.48059341311454773},{"id":"https://openalex.org/C90278072","wikidata":"https://www.wikidata.org/wiki/Q216320","display_name":"Fluid dynamics","level":2,"score":0.46946612000465393},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4498457610607147},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44050028920173645},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.434895783662796},{"id":"https://openalex.org/C38349280","wikidata":"https://www.wikidata.org/wiki/Q1434290","display_name":"Flow (mathematics)","level":2,"score":0.42123281955718994},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.41315293312072754},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4008499085903168},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3788066506385803},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.24779078364372253},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.20492956042289734},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2032599151134491},{"id":"https://openalex.org/C57879066","wikidata":"https://www.wikidata.org/wiki/Q41217","display_name":"Mechanics","level":1,"score":0.19258934259414673},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.12059566378593445},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.058188796043395996},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.0},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0},{"id":"https://openalex.org/C22684755","wikidata":"https://www.wikidata.org/wiki/Q847526","display_name":"Queueing theory","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-1-4614-4909-6_10","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4614-4909-6_10","pdf_url":null,"source":{"id":"https://openalex.org/S4210180650","display_name":"Springer proceedings in mathematics & statistics","issn_l":"2194-1009","issn":["2194-1009","2194-1017"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Springer Proceedings in Mathematics &amp; Statistics","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W70169678","https://openalex.org/W602486339","https://openalex.org/W619419842","https://openalex.org/W1473730842","https://openalex.org/W1522921534","https://openalex.org/W1530901031","https://openalex.org/W1569509623","https://openalex.org/W1575104486","https://openalex.org/W1577527822","https://openalex.org/W1580334350","https://openalex.org/W1580561995","https://openalex.org/W1972928484","https://openalex.org/W1973376127","https://openalex.org/W1995522593","https://openalex.org/W1996097431","https://openalex.org/W2002554153","https://openalex.org/W2013432225","https://openalex.org/W2029527901","https://openalex.org/W2037440618","https://openalex.org/W2043809377","https://openalex.org/W2046240181","https://openalex.org/W2064837002","https://openalex.org/W2075796763","https://openalex.org/W2076021616","https://openalex.org/W2083932177","https://openalex.org/W2084029876","https://openalex.org/W2103281873","https://openalex.org/W2117706501","https://openalex.org/W2139290908","https://openalex.org/W2145137020","https://openalex.org/W2155664708","https://openalex.org/W2170316986","https://openalex.org/W2497607697","https://openalex.org/W2585907243","https://openalex.org/W2802739963","https://openalex.org/W3106171773","https://openalex.org/W3144329951","https://openalex.org/W4205302168","https://openalex.org/W4211165101","https://openalex.org/W4231021340","https://openalex.org/W4238187298","https://openalex.org/W4248548705","https://openalex.org/W4252302949"],"related_works":["https://openalex.org/W126238052","https://openalex.org/W6802963","https://openalex.org/W2321320159","https://openalex.org/W4302334749","https://openalex.org/W2119732617","https://openalex.org/W3124371468","https://openalex.org/W86074650","https://openalex.org/W3023283578","https://openalex.org/W2950610911","https://openalex.org/W2952572534"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":4}],"updated_date":"2026-04-27T08:22:11.395708","created_date":"2025-10-10T00:00:00"}
