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Brownian Motion A Guide To Random Processes And Stochastic Calculus 3rd Edition Ren L Schilling With A Chapter On Simulation By Bjrn Bttcher

  • SKU: BELL-50339694
Brownian Motion A Guide To Random Processes And Stochastic Calculus 3rd Edition Ren L Schilling With A Chapter On Simulation By Bjrn Bttcher
$ 31.00 $ 45.00 (-31%)

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Brownian Motion A Guide To Random Processes And Stochastic Calculus 3rd Edition Ren L Schilling With A Chapter On Simulation By Bjrn Bttcher instant download after payment.

Publisher: De Gruyter, Walter de Gruyter GmbH
File Extension: PDF
File size: 4.15 MB
Pages: 534
Author: René L. Schilling; With a Chapter on Simulation by Björn Böttcher
ISBN: 9783110741278, 9783110741254, 311074127X, 3110741253
Language: English
Year: 2021
Edition: 3

Product desciption

Brownian Motion A Guide To Random Processes And Stochastic Calculus 3rd Edition Ren L Schilling With A Chapter On Simulation By Bjrn Bttcher by René L. Schilling; With A Chapter On Simulation By Björn Böttcher 9783110741278, 9783110741254, 311074127X, 3110741253 instant download after payment.

Primary subject categories: • Probability theory and stochastic processes • Brownian motion

Secondary subject categories: • Stochastic integrals • Stochastic ordinary differential equations (aspects of stochastic analysis) • Transition functions, generators and resolvents • Martingales and classical analysis • Diffusion processes • Continuous-time Markov processes on general state spaces

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. In this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.

  • 3rd revised and extended edition
  • More than 200 exercises
  • Solutions included
  • For mathematicians, economists, engineers and scientists
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