Titolo: Brownian Motion : A Guide to Random Processes and Stochastic Calculus
Editore: De Gruyter
Data di pubblicazione: 2021
Lingua: Inglese
ISBN 10: 3110741253
ISBN 13: 9783110741254
Rilegatura: Brossura
Edizione: terza edizione
Condizione: As New

Descrizione articolo

Riassunto

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 It� Integrals'' and ''Brownian Local Times''.

Informazioni sull?autore

Ren� L. Schilling, Technical University Dresden, Germany.

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