Catalog > Ciencia > Matemáticas > René L. Schilling: Brownian Motion (PDF)

René L. Schilling
Brownian Motion [PDF ebook]
A Guide to Random Processes and Stochastic Calculus

Soporte

Portada de René L. Schilling: Brownian Motion (PDF)

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».

€59.95

Sobre el autor

René L. Schilling, Technical University Dresden, Germany.

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Idioma Inglés ● Formato PDF ● Páginas 533 ● ISBN 9783110741278 ● Tamaño de archivo 4.3 MB ● Editorial De Gruyter ● Ciudad Berlin/Boston ● Publicado 2021 ● Edición 3 ● Descargable 24 meses ● Divisa EUR ● ID 7955626 ● Protección de copia Adobe DRM

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