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
关于作者
René L. Schilling, Technical University Dresden, Germany.
购买此电子书可免费获赠一本！
语言 英语 ● 格式 PDF ● 网页 533 ● ISBN 9783110741278 ● 文件大小 4.3 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 7955626 ● 复制保护 Adobe DRM
需要具备DRM功能的电子书阅读器
来自同一作者的更多电子书 / 编辑
48,795 此类电子书
