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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...

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Bibliographic Details
Main Author:	Schilling, René L. 1969- (Author)
Format:	Electronic eBook
Language:	English
Published:	Berlin ; Boston De Gruyter [2021]
Edition:	3rd Edition
Series:	De Gruyter Textbook
Subjects:	Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General Stochastischer Prozess
Online Access:	DE-1046 DE-858 DE-898 DE-859 DE-860 DE-91 DE-473 DE-20 DE-706 DE-739 Volltext
Summary:	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''
Physical Description:	1 Online-Ressource (XIV, 519 Seiten)
ISBN:	9783110741278
DOI:	10.1515/9783110741278

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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
work_keys_str_mv	AT schillingrenel brownianmotionaguidetorandomprocessesandstochasticcalculus AT bottcherbjorn brownianmotionaguidetorandomprocessesandstochasticcalculus

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