Brownian Motion: A Guide to Random Processes and Stochastic Calculus - Paperback
Brownian Motion: A Guide to Random Processes and Stochastic Calculus - Paperback
FormatBook
Language
English
ISBN-13 / SKU
9783110741254
About this item
by René L. Schilling (Author), Björn Böttcher (Contribution by)
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''.
Author Biography
René L. Schilling, Technical University Dresden, Germany.
Number of Pages: 533
Dimensions: 1.08 x 9.61 x 6.69 IN
Publication Date: October 01, 2021
$87.46
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