Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook) - Softcover

Schilling; René L.

 
9783110741254: Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)
Softcover
ISBN 10: 3110741253 ISBN 13: 9783110741254
Publisher: De Gruyter, 2021

Synopsis

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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About the Author

René L. Schilling, Technical University Dresden, Germany.

"About this title" may belong to another edition of this title.

Publisher
De Gruyter
Publication date
2021
Language
English
ISBN 10 
3110741253
ISBN 13 
9783110741254
Binding
Perfect Paperback
Edition number
3
Number of pages
519