Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)
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Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)
Book Details
- Author
- Ren Schilling
- Publisher
- De Gruyter
- Format
- Perfect
- Language
- English
- Category
- Finance
- Condition
- New
- ISBN-13
- 9783110741254
- ISBN-10
- 3110741253
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ISBN: 3110741253
Author: Schilling, Ren
Condition: New
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 It Integrals'' and ''Brownian Local Times''.
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Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)
