Brownian Motion

A Guide to Random Processes and Stochastic Calculus

René L. Schilling, Björn Böttcher

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English

De Gruyter
07 September 2021

Stochastics

Series: 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''.

By: René L. Schilling
Contributions by: Björn Böttcher
Imprint: De Gruyter
Country of Publication: Germany
Edition: 3rd Edition
Dimensions: Height: 240mm, Width: 170mm,
Weight: 866g
ISBN: 9783110741254
ISBN 10: 3110741253
Series: De Gruyter Textbook
Pages: 533
Publication Date: 07 September 2021
Audience: College/higher education , Primary , Primary
Format: Paperback
Publisher's Status: Active

René L. Schilling, Technical University Dresden, Germany.