Brownian Motion

A Guide to Random Processes and Stochastic Calculus

By:

Rene L. Schilling

Format:

Paperback / softback

Series:

de Gruyter Textbook

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Description

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''.

Author Biography:

René L. Schilling, Technical University Dresden, Germany.

Release date Australia

September 7th, 2021

Author

Rene L. Schilling

Audience

Tertiary Education (US: College)

Contributor

Contributions by Bjorn Bottcher

Edition

3rd edition

Illustrations

3 Tables, black and white; 30 Illustrations, black and white

Pages

533

Series

de Gruyter Textbook

ISBN-13

9783110741254

Product ID

34807805

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