Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)

Schilling, René L.

ISBN 10: 3110741253 / ISBN 13: 9783110741254

Editore: De Gruyter, 2021

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Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

Codice articolo M03110741253-V

Dati bibliografici

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

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 Itô Integrals'' and ''Brownian Local Times''.

Informazioni sull?autore

René L. Schilling, Technical University Dresden, Germany.