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Brownian Motion - A Guide to Random Processes and Stochastic Calculus (Paperback, 3rd Edition) Loot Price: R1,414
Discovery Miles 14 140
Repayment Terms: R133 pm x 12*
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Brownian Motion - A Guide to Random Processes and Stochastic Calculus (Paperback, 3rd Edition): Rene L. Schilling

Brownian Motion - A Guide to Random Processes and Stochastic Calculus (Paperback, 3rd Edition)

Rene L. Schilling; Contributions by Bjoern Boettcher

Series: De Gruyter Textbook

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List price R1,722 Loot Price R1,414 Discovery Miles 14 140 | Repayment Terms: R133 pm x 12* You Save R308 (18%)

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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 Ito Integrals'' and ''Brownian Local Times''.

General

Imprint: De Gruyter
Country of origin: Germany
Series: De Gruyter Textbook
Release date: October 2021
First published: 2021
Authors: Rene L. Schilling
Contributors: Bjoern Boettcher
Dimensions: 240 x 170 x 35mm (L x W x T)
Format: Paperback - Paperback (DE)
Pages: 533
Edition: 3rd Edition
ISBN-13: 978-3-11-074125-4
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 3-11-074125-3
Barcode: 9783110741254

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