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 features in the following genres: Finance and the finance industry, Probability and statistics
Paperback. Not Available.
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