| Brownian Motion: A Guide to Random Processes and Stochastic Calculus Contributor(s): Schilling, René L. (Author), Böttcher, Björn (Contribution by) |
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ISBN: 3110741253 ISBN-13: 9783110741254 Publisher: de Gruyter OUR PRICE: $60.29 Product Type: Paperback - Other Formats Published: September 2021 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Business & Economics | Finance - General - Business & Economics | Business Mathematics |
| Physical Information: 1.08" H x 6.69" W x 9.61" (1.85 lbs) 533 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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''. |