Catalog > Sciences > Math > René L. Schilling: Brownian Motion (ePUB)

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

Support

Cover of 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

About the author

René L. Schilling, Technical University Dresden, Germany.

Buy this ebook and get 1 more FREE!

Language English ● Format EPUB ● Pages 533 ● ISBN 9783110741490 ● File size 35.3 MB ● Publisher De Gruyter ● City Berlin/Boston ● Published 2021 ● Edition 3 ● Downloadable 24 months ● Currency EUR ● ID 8173132 ● Copy protection Adobe DRM

Requires a DRM capable ebook reader

More ebooks from the same author(s) / Editor

Rene L. Schilling

48,721 Ebooks in this category

Cover of Bart K. (Associate Professor of Biostatistics and Epidemiology, New Jersey Medical School) Holland: What Are the Chances?

Bart K. (Associate Professor of Biostatistics and Epidemiology, New Jersey Medical School) Holland: What Are the Chances?

An “enjoyable [and] painlessly instructive” guide to probability, full of examples drawn from daily life and history (The Skeptic). Our lives are governed by chance. But what, exactly, is chance? In …

Cover of Ahmed I. (DePaul University, Chicago, Illinois, USA) Zayed: Fractional Integral Transforms

Ahmed I. (DePaul University, Chicago, Illinois, USA) Zayed: Fractional Integral Transforms

Fractional Integral Transforms: Theory and Applications presents over twenty-five integral transforms, many of which have never before been collected in one single volume. Some transforms are classic …

Cover of Andrei D. Polyanin & Valentin F. (Russian State Pedagogical University, St. Petersburg) Zaitsev: Handbook of Ordinary Differential Equations

Andrei D. Polyanin & Valentin F. (Russian State Pedagogical University, St. Petersburg) Zaitsev: Handbook of Ordinary Differential Equations

The Handbook of Ordinary Differential Equations: Exact Solutions, Methods, and Problems, is an exceptional and complete reference for scientists and engineers as it contains over 7, 000 ordinary diff …

Cover of David J. (Naval Surface Warfare Center, Dahlgren, Virginia, USA) Marchette & Rakesh M. (University of Houston, Texas, USA) Verma: Cybersecurity Analytics

David J. (Naval Surface Warfare Center, Dahlgren, Virginia, USA) Marchette & Rakesh M. (University of Houston, Texas, USA) Verma: Cybersecurity Analytics

Cybersecurity Analytics is for the cybersecurity student and professional who wants to learn data science techniques critical for tackling cybersecurity challenges, and for the data science student a …

Cover of Gregory S. (Johns Hopkins University, Baltimore, Maryland, USA) Chirikjian & Alexander B. Kyatkin: Engineering Applications of Noncommutative Harmonic Analysis

Gregory S. (Johns Hopkins University, Baltimore, Maryland, USA) Chirikjian & Alexander B. Kyatkin: Engineering Applications of Noncommutative Harmonic Analysis

First published in 2001. The classical Fourier transform is one of the most widely used mathematical tools in engineering. However, few engineers know that extensions of harmonic analysis to function …

Cover of Luis Gerardo de la Fraga & Omar Guillen-Fernandez: Optimization of Integer/Fractional Order Chaotic Systems by Metaheuristics and their Electronic Realization

Luis Gerardo de la Fraga & Omar Guillen-Fernandez: Optimization of Integer/Fractional Order Chaotic Systems by Metaheuristics and their Electronic Realization

Mathematicians have devised different chaotic systems that are modeled by integer or fractional-order differential equations, and whose mathematical models can generate chaos or hyperchaos. The …

Cover of Yuhui Shi: Emerging Research on Swarm Intelligence and Algorithm Optimization

Yuhui Shi: Emerging Research on Swarm Intelligence and Algorithm Optimization

Cover of Mariavittoria Altomare & Francesco Aldo Costabile: Computer-Based Mathematics Education and the Use of MatCos Software in Primary and Secondary Schools

Mariavittoria Altomare & Francesco Aldo Costabile: Computer-Based Mathematics Education and the Use of MatCos Software in Primary and Secondary Schools

The theme of inserting new digital technologies into the teaching and learning of mathematics from primary and secondary schools has provoked a wide and interesting debate. One such debate is the ref …

Cover of Clifford (Professor Emeritus of Physics, State University of New York) Swartz: Back-of-the-Envelope Physics

Clifford (Professor Emeritus of Physics, State University of New York) Swartz: Back-of-the-Envelope Physics

From an award-winning teacher, “a delightful and instructive accessory to an introductory physics course” (Physics World). Physicists use “back-of-the-envelope” estimates to check whether or not an i …

Cover of Oleksandr Nakonechnyi & Yuri Podlipenko: Guaranteed Estimation Problems in the Theory of Linear Ordinary Differential Equations with Uncertain Data

Oleksandr Nakonechnyi & Yuri Podlipenko: Guaranteed Estimation Problems in the Theory of Linear Ordinary Differential Equations with Uncertain Data

This monograph is devoted to the construction of optimal estimates of values of linear functionals on solutions to Cauchy and two-point boundary value problems for systems of linear first-order ordin …