ผู้เขียน: Bjorn Bottcher

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection …

Stochastic processes occur everywhere in sciences and engineering,  and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course int …

Stochastic processes occur everywhere in sciences and engineering,  and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course int …

This volume presents recent developments in the area of Levy-type processes and more general stochastic processes that behave locally like a Levy process. Although written in a survey style, quite a …

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 …

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 …