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

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Copertina de 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

Despre autor

René L. Schilling, Technical University Dresden, Germany.

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Limba Engleză ● Format EPUB ● Pagini 533 ● ISBN 9783110741490 ● Mărime fișier 35.3 MB ● Editura De Gruyter ● Oraș Berlin/Boston ● Publicat 2021 ● Ediție 3 ● Descărcabil 24 luni ● Valută EUR ● ID 8173132 ● Protecție împotriva copiilor Adobe DRM

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