René L. Schilling

Brownian Motion (eBook, PDF)

A Guide to Random Processes and Stochastic Calculus

• Format: PDF

Produktbeschreibung

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''.

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Produktdetails

• Verlag: Walter de Gruyter
• Seitenzahl: 533
• Erscheinungstermin: 7. September 2021
• Englisch
• ISBN-13: 9783110741278
• Artikelnr.: 62667829

Autorenporträt

René L. Schilling, Technical University Dresden, Germany.