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''.
| ISBN: | 9783110741254 |
| Publication date: | 7th September 2021 |
| Author: | René L Schilling |
| Publisher: | De Gruyter |
| Format: | Paperback |
| Pagination: | 533 pages |
| Series: | De Gruyter Textbook |
| Genres: |
Finance and the finance industry Probability and statistics |
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''.
Brownian Motion features in the following genres: Finance and the finance industry, Probability and statistics
Brownian Motion is available in Paperback
Brownian Motion was written by René L Schilling and published by De Gruyter
Brownian Motion has 533 pages
Yes it is part of De Gruyter Textbook series