Brownian Motion: A Guide to Random Processes and Stochastic Calculus
- ISBN-10
- 311074127X
- ISBN-13
- 9783110741278
- Series
- Brownian Motion
- Category
- Mathematics
- Pages
- 533
- Language
- English
- Published
- 2021-09-07
- Publisher
- Walter de Gruyter GmbH & Co KG
- Author
- René L. Schilling
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 Itô Integrals'' and ''Brownian Local Times''.
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Other editions
-
- 2021-09-07
- 413 pages
- Ebook
- Walter de Gruyter GmbH & Co KG
-
- 2014-06-18
- 424 pages
- Paperback
- Walter de Gruyter GmbH & Co KG
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