Brownian Motion
A Guide to Random Processes and Stochastic Calculus
Oplysninger om tilgængelighed
Bemærk venligst, at den normale 14 dages fortrydelsesret ophører ved modtagelse af adgang til e-bogen.
Produkt beskrivelse
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''.
Detaljer
- ISBN13 9783110741490
- Udgivet 2021
- Forlag De Gruyter
- Format Elektronisk medie
- Udgave 3
- Sprog Engelsk