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

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Couverture du René L. Schilling: Brownian Motion (ePUB)

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

A propos de l’auteur

René L. Schilling, Technical University Dresden, Germany.

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Langue Anglais ● Format EPUB ● Pages 533 ● ISBN 9783110741490 ● Taille du fichier 35.3 MB ● Maison d’édition De Gruyter ● Lieu Berlin/Boston ● Publié 2021 ● Édition 3 ● Téléchargeable 24 mois ● Devise EUR ● ID 8173132 ● Protection contre la copie Adobe DRM

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