de Gruyter
Brownian Motion: A Guide to Random Processes and Stochastic Calculus, Paperback/René L. Schilling
379,99 lei
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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''. René L. Schilling , Technical University Dresden, Germany. Book specifications: Collection: de Gruyter Textbook Dimensions: 244 x 170 Author: René L. Schilling Cover type: Paperback Publishing Year: 2021 Publishing Month: 9 Pages: 533 Language: English Publisher: de Gruyter Weight: 839 g
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