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”.
Mengenai Pengarang
René L. Schilling, Technical University Dresden, Germany.
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Bahasa Inggeris ● Format EPUB ● Halaman-halaman 533 ● ISBN 9783110741490 ● Saiz fail 35.3 MB ● Penerbit De Gruyter ● Bandar raya Berlin/Boston ● Diterbitkan 2021 ● Edisi 3 ● Muat turun 24 bulan ● Mata wang EUR ● ID 8173132 ● Salin perlindungan Adobe DRM
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