Brownian motion : a guide to random processes and stochastic calculus

Author(s)

• Schilling, René L
• Böttcher, Björn

Bibliographic Information

Brownian motion : a guide to random processes and stochastic calculus

René L. Schilling ; with a chapter on simulation by Björn Böttcher

（De Gruyter graduate）

De Gruyter, c2021

3rd ed

Note

Includes bibliographical references (p. [503]-513) and index

Details

• NCID: BD01587716
• ISBN:
  • 9783110741254
• LCCN: 2021943621
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; Boston
• Pages/Volumes: xiv, 519 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.75
• Subject Headings:
  • LCSH : Brownian motion processes
  • LCSH : Stochastic processes
• Parent Bibliography ID:
  • BB04858644