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Brownian Motion
A Guide to Random Processes and Stochastic Calculus, De Gruyter Textbook
ISBN/EAN: 9783110741254
Umbreit-Nr.: 1744538
Sprache:
Englisch
Umfang: XIV, 519 S., 30 s/w Illustr., 3 s/w Tab., 30 b/w i
Format in cm: 3 x 24 x 17
Einband:
Paperback
Erschienen am 07.09.2021
Auflage: 3/2021
- Zusatztext
- 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''.
- Autorenportrait
- René L. Schilling, Technical University Dresden, Germany.