Articles liés à Brownian Motion: An Introduction To Stochastic Processes
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Présentation de l'éditeur :
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Biographie de l'auteur :
René L. Schilling and Lothar Partzsch, Dresden University of Technology, Germany.
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- ÉditeurDe Gruyter
- Date d'édition2014
- ISBN 10 3110307294
- ISBN 13 9783110307290
- ReliurePaperback
- Numéro d'édition2
- Nombre de pages424
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Brownian Motion
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De Gruyter Mai 2014
(2014)
ISBN 10 : 3110307294
ISBN 13 : 9783110307290
Neuf
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Description du livre Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors' aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion. 408 pp. Englisch. N° de réf. du vendeur 9783110307290
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Brownian Motion: An Introduction To Stochastic Processes
Edité par
De Gruyter
(2014)
ISBN 10 : 3110307294
ISBN 13 : 9783110307290
Neuf
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Description du livre Etat : New. Buy with confidence! Book is in new, never-used condition. N° de réf. du vendeur bk3110307294xvz189zvxnew
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Brownian Motion: An Introduction To Stochastic Processes
Edité par
De Gruyter
(2014)
ISBN 10 : 3110307294
ISBN 13 : 9783110307290
Neuf
Couverture souple
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Description du livre Etat : New. New! This book is in the same immaculate condition as when it was published. N° de réf. du vendeur 353-3110307294-new
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Brownian Motion : An Introduction to Stochastic Processes
Edité par
De Gruyter
(2014)
ISBN 10 : 3110307294
ISBN 13 : 9783110307290
Neuf
Buch
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Description du livre Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors' aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion. N° de réf. du vendeur 9783110307290
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Brownian Motion: An Introduction to Stochastic Processes, With a Chapter on Simulation by Bjorn Bottcher
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Description du livre Paperback. Etat : Brand New. 2nd revised expanded edition. 424 pages. 9.45x6.69x0.94 inches. In Stock. N° de réf. du vendeur zk3110307294
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ISBN 13 : 9783110307290
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Description du livre Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, d. N° de réf. du vendeur 4457209
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Brownian Motion: An Introduction To Stochastic Processes
Edité par
De Gruyter
(2014)
ISBN 10 : 3110307294
ISBN 13 : 9783110307290
Neuf
Paperback
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Description du livre Paperback. Etat : new. New Copy. Customer Service Guaranteed. N° de réf. du vendeur think3110307294
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