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Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De
- Item No : 167583219998
- Condition : Brand New
- Brand : No brand Info
- Seller : loveourprices2
- Current Bid : US $56.09
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* Item 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''.
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