Bibliografische Daten
ISBN/EAN: 9783110741254
Sprache: Englisch
Umfang: XIV, 519 S., 30 s/w Illustr., 3 s/w Tab., 30 b/w i
Format (T/L/B): 3 x 24 x 17 cm
Einband: Paperback
Beschreibung
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''.
Produktsicherheitsverordnung
Hersteller:
Walter de Gruyter GmbH
De Gruyter GmbH
productsafety@degruyterbrill.com
Genthiner Strasse 13
DE 10785 Berlin
Autorenportrait
René L. Schilling, Technical University Dresden, Germany.
