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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...

  • Name : Brownian Motion: A Guide to Random Processes and Stochastic Calculus
  • Vendor : de Gruyter
  • Type : Books
  • Manufacturing : 2024 / 08 / 10
  • Barcode : 9783110741254
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Brownian Motion: A Guide to Random Processes and Stochastic Calculus
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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''.



Author: René L. Schilling
Binding Type: Paperback
Publisher: de Gruyter
Published: 09/07/2021
Series: de Gruyter Textbook
Pages: 533
Weight: 1.85lbs
Size: 9.61h x 6.69w x 1.08d
ISBN: 9783110741254
3rd Edition

About the Author
René L. Schilling, Technical University Dresden, Germany.

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