Brownian Motion
| Autor: | René L. Schilling, Lothar Partzsch |
|---|---|
| EAN: | 9783110278989 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 29.05.2012 |
| Untertitel: | An Introduction to Stochastic Processes |
| Kategorie: | |
| Schlagworte: | Brownian motion Stochastic Process; Brownian Motion; Stochastic Calculus; Numerical Simulation distributional aspects path properties stochastic calculus stochastic process theoretical Physics |
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Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can 'pick and mix' topics. A 'dependence chart' will guide the reader when arrange her/his own digest of material.
René L. Schilling and Lothar Partzsch, Dresden University of Technology, Germany.