Brownian Motion by Ren Schilling

Brownian Motion by Ren Schilling

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''.

SKU	Unavailable
ISBN 13
Title	Brownian Motion
Author	Ren Schilling
Condition	Unavailable
Binding Type
Publisher
Year published
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.