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

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Pokrywa 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

O autorze

René L. Schilling, Technical University Dresden, Germany.

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Język Angielski ● Format PDF ● Strony 533 ● ISBN 9783110741278 ● Rozmiar pliku 4.3 MB ● Wydawca De Gruyter ● Miasto Berlin/Boston ● Opublikowany 2021 ● Ydanie 3 ● Do pobrania 24 miesięcy ● Waluta EUR ● ID 7955626 ● Ochrona przed kopiowaniem Adobe DRM

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