Brownian motion : a guide to random processes and stochastic calculus
著者
書誌事項
Brownian motion : a guide to random processes and stochastic calculus
（De Gruyter graduate）
De Gruyter, c2021
3rd ed
大学図書館所蔵 件 / 全2件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. [503]-513) and index
内容説明・目次
内容説明
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 Ito Integrals'' and ''Brownian Local Times''.
「Nielsen BookData」 より