Brownian Motion: a guide to random processes and stochastic calculus
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...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Boston
De Gruyter
[2021]
|
| Ausgabe: | 3rd Edition |
| Schriftenreihe: | De Gruyter Textbook
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FCO01 FHA01 FHR01 FKE01 FLA01 TUM01 UBG01 UBW01 UBY01 UPA01 Volltext |
| Zusammenfassung: | 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'' |
| Beschreibung: | 1 Online-Ressource (XIV, 519 Seiten) |
| ISBN: | 9783110741278 |
| DOI: | 10.1515/9783110741278 |
Internformat
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Datensatz im Suchindex
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| author | Schilling, René L. 1969- |
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| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| doi_str_mv | 10.1515/9783110741278 |
| edition | 3rd Edition |
| format | Electronic eBook |
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| spelling | Schilling, René L. 1969- Verfasser (DE-588)122050045 aut Brownian Motion a guide to random processes and stochastic calculus René L. Schilling 3rd Edition Berlin ; Boston De Gruyter [2021] © 2021 1 Online-Ressource (XIV, 519 Seiten) txt rdacontent c rdamedia cr rdacarrier De Gruyter Textbook 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'' Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General bisacsh Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 Böttcher, Björn Sonstige (DE-588)1025884582 oth Erscheint auch als Druck-Ausgabe 978-3-11-074125-4 https://doi.org/10.1515/9783110741278 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Schilling, René L. 1969- Brownian Motion a guide to random processes and stochastic calculus Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General bisacsh Brownsche Bewegung (DE-588)4128328-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4128328-4 (DE-588)4057630-9 |
| title | Brownian Motion a guide to random processes and stochastic calculus |
| title_auth | Brownian Motion a guide to random processes and stochastic calculus |
| title_exact_search | Brownian Motion a guide to random processes and stochastic calculus |
| title_exact_search_txtP | Brownian Motion a guide to random processes and stochastic calculus |
| title_full | Brownian Motion a guide to random processes and stochastic calculus René L. Schilling |
| title_fullStr | Brownian Motion a guide to random processes and stochastic calculus René L. Schilling |
| title_full_unstemmed | Brownian Motion a guide to random processes and stochastic calculus René L. Schilling |
| title_short | Brownian Motion |
| title_sort | brownian motion a guide to random processes and stochastic calculus |
| title_sub | a guide to random processes and stochastic calculus |
| topic | Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General bisacsh Brownsche Bewegung (DE-588)4128328-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General Stochastischer Prozess |
| url | https://doi.org/10.1515/9783110741278 |
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