Brownian Motion :A Guide to Random Processes and Stochastic Calculus - De Gruyter Textbook
Brownian Motion :A Guide to Random Processes and Stochastic Calculus - De Gruyter Textbook
paperback
Published:
7 September, 2021
paperback
Published:
7 September, 2021
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Description
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''.
More Details
| Type | Book |
|---|---|
| ISBN13 | 9783110741254 |
| ISBN10 | 3110741253 |
| Number Of Pages | 533 |
| Item Weight | 866 g |
| Publisher / Reseller | De Gruyter |
| Format | paperback |
| Edition | 3rd Edition |
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Author's Bio
René L. Schilling, Technical University Dresden, Germany.