Handbook of Brownian Motion — Facts and Formulae:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Basel
Birkhäuser Basel
2002
|
| Edition: | Second Edition |
| Series: | Probability and Its Applications
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The book consists of two parts. The first one - theory part - is devoted to properties of linear diffusions in general and Brownian motion in particular. Results are given mainly without proofs. The second one - formula part - is a table of distributions of functionals of Brownian motion and related processes. The collection contains more than 2500 numbered formulae. This book is of value as a basic reference material to researchers, graduate students, and people doing applied work with Brownian motion and diffusions. It can also be used as a source of explicit examples when teaching stochastic processes. Compared with the first edition published in 1996, this second edition has been revised and considerably expanded. More than 1000 new formulae have been added to the tables and, in particular, geometric Brownian motion is covered both in the theoretical and the formula part of the book |
| Physical Description: | 1 Online-Ressource (XV, 672 p) |
| ISBN: | 9783034881630 9783034894623 |
| DOI: | 10.1007/978-3-0348-8163-0 |
Staff View
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| institution | BVB |
| isbn | 9783034881630 9783034894623 |
| language | English |
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| spelling | Borodin, Andrei N. Verfasser aut Handbook of Brownian Motion — Facts and Formulae by Andrei N. Borodin, Paavo Salminen Second Edition Basel Birkhäuser Basel 2002 1 Online-Ressource (XV, 672 p) txt rdacontent c rdamedia cr rdacarrier Probability and Its Applications The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The book consists of two parts. The first one - theory part - is devoted to properties of linear diffusions in general and Brownian motion in particular. Results are given mainly without proofs. The second one - formula part - is a table of distributions of functionals of Brownian motion and related processes. The collection contains more than 2500 numbered formulae. This book is of value as a basic reference material to researchers, graduate students, and people doing applied work with Brownian motion and diffusions. It can also be used as a source of explicit examples when teaching stochastic processes. Compared with the first edition published in 1996, this second edition has been revised and considerably expanded. More than 1000 new formulae have been added to the tables and, in particular, geometric Brownian motion is covered both in the theoretical and the formula part of the book Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf 1\p (DE-588)4155008-0 Formelsammlung gnd-content Brownsche Bewegung (DE-588)4128328-4 s 2\p DE-604 Salminen, Paavo Sonstige oth https://doi.org/10.1007/978-3-0348-8163-0 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Borodin, Andrei N. Handbook of Brownian Motion — Facts and Formulae Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Brownsche Bewegung (DE-588)4128328-4 gnd |
| subject_GND | (DE-588)4128328-4 (DE-588)4155008-0 |
| title | Handbook of Brownian Motion — Facts and Formulae |
| title_auth | Handbook of Brownian Motion — Facts and Formulae |
| title_exact_search | Handbook of Brownian Motion — Facts and Formulae |
| title_full | Handbook of Brownian Motion — Facts and Formulae by Andrei N. Borodin, Paavo Salminen |
| title_fullStr | Handbook of Brownian Motion — Facts and Formulae by Andrei N. Borodin, Paavo Salminen |
| title_full_unstemmed | Handbook of Brownian Motion — Facts and Formulae by Andrei N. Borodin, Paavo Salminen |
| title_short | Handbook of Brownian Motion — Facts and Formulae |
| title_sort | handbook of brownian motion facts and formulae |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Brownsche Bewegung (DE-588)4128328-4 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Brownsche Bewegung Formelsammlung |
| url | https://doi.org/10.1007/978-3-0348-8163-0 |
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