Brownian Motion

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''.

Author: René L. Schilling
Publisher: de Gruyter
Published: 09/06/2021
Pages: 533
Binding Type: Paperback
Weight: 1.85lbs
Size: 9.61h x 6.69w x 1.08d
ISBN13: 9783110741254
ISBN10: 3110741253
BISAC Categories:
- Mathematics | Probability & Statistics | General
- Business & Economics | Finance | General
- Business & Economics | Business Mathematics

About the Author
Renè Schilling, Technical University Dresden, Germany.