Brownian Motion
An Introduction to Stochastic Processes
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is no…
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Produktdetails
Weitere Autoren: Schilling, René L. / Böttcher, Björn (Beitr.)
- ISBN: 978-3-11-027898-9
- EAN: 9783110278989
- Produktnummer: 18123147
- Verlag: De Gruyter
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 394 S.
- Plattform: PDF
- Masse: 0 KB
Über den Autor
René L. Schilling and Lothar Partzsch, Dresden University of Technology, Germany.
4 weitere Werke von Lothar Partzsch:
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