Brownian Motion
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''.
| Autor: | Schilling, René L. |
|---|---|
| EAN: | 9783110741254 |
| Sprache: | Englisch |
| Seitenzahl: | 519 |
| Produktart: | kartoniert, broschiert |
| Verlag: | Oldenbourg |
| Veröffentlichungsdatum: | 20.12.2021 |
| Untertitel: | A Guide to Random Processes and Stochastic Calculus |
| Größe: | 241 × 174 × 29 |
| Gewicht: | 866 g |
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