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Brownian Motion

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Brownian Motion René L. Schilling
Libristo kod: 37173190
Nakladnici De Gruyter, rujan 2021
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to b... Cijeli opis
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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''.

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Informacije o knjizi

Puni naziv Brownian Motion
Autor René L. Schilling
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2021
Broj stranica 533
EAN 9783110741254
ISBN 3110741253
Libristo kod 37173190
Nakladnici De Gruyter
Težina 920
Dimenzije 245 x 171 x 35

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Mathematics & Science > Mathematics > Probability & statistics
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