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Brownian Motion: A Guide to Random Processes and Stochastic Calculus
Paperback
Series: de Gruyter Textbook
Business GeneralInvesting & FinanceProbability & Statistics
Publisher Price: $74.99
ISBN13: 9783110741254
Publisher: De Gruyter
Published: Sep 7 2021
Pages: 533
Weight: 1.85
Height: 1.08 Width: 6.69 Depth: 9.61
Language: English
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''.
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