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''.
Produkteigenschaften
- Artikelnummer: 9783110741254
- Medium: Buch
- ISBN: 978-3-11-074125-4
- Verlag: De Gruyter
- Erscheinungstermin: 07.09.2021
- Sprache(n): Englisch
- Auflage: 3rd Auflage
- Serie: De Gruyter graduate
- Produktform: Kartoniert
- Gewicht: 866 g
- Seiten: 519
- Format (B x H): 170 x 240 mm
- Ausgabetyp: Kein, Unbekannt
- Vorauflage: 978-3-11-030729-0