Wiener Process: Mathematics, Stochastic Process, Norbert Wiener, Brownian Motion, Robert Brown (Botanist), Lévy Process, Martingale (Probability Theory) - Softcover

 
9786130336271: Wiener Process: Mathematics, Stochastic Process, Norbert Wiener, Brownian Motion, Robert Brown (Botanist), Lévy Process, Martingale (Probability Theory)

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics and physics. The Wiener process plays an important role both in pure and applied mathematics. In pure mathematics, the Wiener process gave rise to the study of continuous time martingales.

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Other Popular Editions of the Same Title

9786130360832: Wiener Process: Stochastic Process, Norbert Wiener, Brownian Motion, Robert Brown (botanist), Lévy Process, Càdlàg, Martingale (probability theory), Potential Theory, Stochastic Calculus

Featured Edition

ISBN 10:  6130360835 ISBN 13:  9786130360832
Publisher: Betascript Publishers, 2010
Softcover