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

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的封面 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

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René L. Schilling, Technical University Dresden, Germany.

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语言英语 ● 格式 EPUB ● 网页 533 ● ISBN 9783110741490 ● 文件大小 35.3 MB ● 出版者 De Gruyter ● 市 Berlin/Boston ● 发布时间 2021 ● 版 3 ● 下载 24 个月 ● 货币 EUR ● ID 8173132 ● 复制保护 Adobe DRM

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