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Brownian Motion
Language
English
English
Book
Paperback
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to b...
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Libristo code: 37173190
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Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.
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About the book
Full name
Brownian Motion
Author
René L. Schilling
Language
English
English
Binding
Book - Paperback
Date of issue
2021
Number of pages
533
EAN
9783110741254
ISBN
3110741253
Libristo code
37173190
Publishers
De Gruyter
Weight
920
Dimensions
245 x 171 x 35
Categories
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