Handbook of Brownian Motion: Facts and Formulae - Rilegato

Borodin, A. N.; Salminen, P.

Rilegato

ISBN 10: 3764354631 ISBN 13: 9783764354633

Casa editrice: Birkhauser Verlag AG, 1996

Riassunto

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.

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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 

Dettagli dell'edizione

• Editore: Birkhauser Verlag AG
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 3764354631
• ISBN 13: 9783764354633
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 476
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile