Handbook of Brownian Motion: Facts and Formulae - Rilegato

Borodin, A. N.; Salminen, P.

 
9783764354633: Handbook of Brownian Motion: Facts and Formulae

Sinossi

The purpose of this text is to provide an easy reference for a large number of facts and formulae associated with Brownian motion. Part one is devoted to properties of linear diffusions in general and Brownian motion in particular; while part two is a table of distributions of functionals.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

"This is an extremely useful handbook, written in the best tradition of old-fashioned scholarship... precise definitions, precisely stated results and intuitively clear explanantions... The systematic presentation...is very logical... the TeX typesetting...is pleasing to the eye throughout. The handbook is a very great service to the mathematical and scientific community."

--Mathematical Reviews 

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo