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Brownian Motion

Language EnglishEnglish
Book Paperback
Book Brownian Motion René L. Schilling
Libristo code: 37173190
Publishers De Gruyter, September 2021
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to b... Full description
? points 136 b
56.18 €
109.87  лв
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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''.

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About the book

Full name Brownian Motion
Author René L. Schilling
Language English
Binding Book - Paperback
Date of issue 2021
Number of pages 533
EAN 9783110741254
ISBN 3110741253
Libristo code 37173190
Publishers De Gruyter
Weight 920
Dimensions 245 x 171 x 35

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Mathematics & Science > Mathematics > Probability & statistics
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