BÜCHER VERSANDKOSTENFREI INNERHALB DEUTSCHLANDS
Brownian Motion
A Guide to Random Processes and Stochastic Calculus
3rd Edition
De Gruyter
ISBN 978-3-11-074125-4
Standardpreis
Bibliografische Daten
Fachbuch
Buch. Softcover
3rd Edition. 2021
30 s/w-Abbildungen, 3 s/w-Tabelle.
In englischer Sprache
Umfang: 533 S.
Format (B x L): 17 x 24 cm
Gewicht: 866
Verlag: De Gruyter
ISBN: 978-3-11-074125-4
Weiterführende bibliografische Daten
Das Werk ist Teil der Reihe: de Gruyter Textbook
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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10785 Berlin, DE
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