Main Brownian Motion - A Guide to Random Processes and Stochastic Calculus
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Brownian Motion - A Guide to Random Processes and Stochastic Calculus

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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''. 3rd revised and extended edition More than 200 exercises Solutions included For mathematicians, economists, engineers and scientists
Request Code : ZLIBIO3330596
Categories:
Year:
2021
Edition:
3
Publisher:
De Gruyter
Language:
English
Pages:
519
ISBN 13:
9783110741278
ISBN:
9783110741278

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