- Brownian Motion and Stochastic Calculus40,99 €
- Stochastic Calculus for Fractional Brownian Motion and Applications87,99 €
- Stochastic Calculus for Fractional Brownian Motion and Applications68,99 €
- Handbook of Brownian Motion171,19 €
- Continuous Martingales and Brownian Motion88,99 €
- From Brownian Motion to Schrödinger's Equation79,99 €
- Advanced Financial Modelling112,99 €
Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authorsâ?? aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs.
This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
- De Gruyter Textbook
- Verlag: De Gruyter; De Gruyter
- 2. Aufl.
- Erscheinungstermin: 26. Mai 2014
- Abmessung: 241mm x 172mm x 25mm
- Gewicht: 710g
- ISBN-13: 9783110307290
- ISBN-10: 3110307294
- Artikelnr.: 39865083