Brownian Motion
A Guide to Random Processes and Stochastic Calculus
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''.
CHF 68.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V301:
Libri-Titel folgt in ca. 2 Arbeitstagen
Produktdetails
- ISBN: 978-3-11-074125-4
- EAN: 9783110741254
- Produktnummer: 37578627
- Verlag: Gruyter, Walter de GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2021
- Seitenangabe: 519 S.
- Masse: H24.2 cm x B17.2 cm x D3.0 cm 870 g
- Auflage: 3rd Edition
- Abbildungen: 30 b/w ill., 3 b/w tbl.
- Gewicht: 870
Über den Autor
René L. Schilling, Technical University Dresden, Germany.
21 weitere Werke von René L. Schilling:
Bernstein Functions
A Guide to Random Processes and Stochastic Calculus
A Guide to Random Processes and Stochastic Calculus
Ebook (PDF Format)
CHF 116.50
Bernstein Functions
A Guide to Random Processes and Stochastic Calculus
A Guide to Random Processes and Stochastic Calculus
Ebook (PDF Format)
CHF 159.00
Martingale und Prozesse
A Guide to Random Processes and Stochastic Calculus
A Guide to Random Processes and Stochastic Calculus
Ebook (PDF Format)
CHF 25.75
Wahrscheinlichkeit
A Guide to Random Processes and Stochastic Calculus
A Guide to Random Processes and Stochastic Calculus
Ebook (EPUB Format)
CHF 21.45
Martingale und Prozesse
A Guide to Random Processes and Stochastic Calculus
A Guide to Random Processes and Stochastic Calculus
Ebook (EPUB Format)
CHF 21.45
Bewertungen
Anmelden