Brownian Motion: A Guide to Random Processes and Stochastic Calculus
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''.
1139176246
Brownian Motion: A Guide to Random Processes and Stochastic Calculus
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''.
70.99
In Stock
5
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Brownian Motion: A Guide to Random Processes and Stochastic Calculus
533
Brownian Motion: A Guide to Random Processes and Stochastic Calculus
533Paperback(3rd Edition)
$70.99
70.99
In Stock
Product Details
| ISBN-13: | 9783110741254 |
|---|---|
| Publisher: | De Gruyter |
| Publication date: | 09/07/2021 |
| Series: | De Gruyter Textbook |
| Edition description: | 3rd Edition |
| Pages: | 533 |
| Product dimensions: | 6.69(w) x 9.45(h) x (d) |
| Age Range: | 18 Years |
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