Brownian Motion: A Guide to Random Processes and Stochastic Calculus (de Gruyter Textbook) (Paperback)

Brownian Motion: A Guide to Random Processes and Stochastic Calculus (de Gruyter Textbook) By René L. Schilling, Björn Böttcher (Contribution by) Cover Image
By René L. Schilling, Björn Böttcher (Contribution by)
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Description


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 It Integrals'' and ''Brownian Local Times''.



Product Details
ISBN: 9783110741254
ISBN-10: 3110741253
Publisher: de Gruyter
Publication Date: September 7th, 2021
Pages: 533
Language: English
Series: de Gruyter Textbook