Wiener Process: Stochastic Process, Norbert Wiener, Brownian Motion, Robert Brown (botanist), Lévy Process, Càdlàg, Martingale (probability theory), Potential Theory, Stochastic Calculus - Couverture souple

 
9786130360832: Wiener Process: Stochastic Process, Norbert Wiener, Brownian Motion, Robert Brown (botanist), Lévy Process, Càdlàg, Martingale (probability theory), Potential Theory, Stochastic Calculus
Couverture souple
ISBN 10 : 6130360835 ISBN 13 : 9786130360832
Editeur : Betascript Publishing, 2010

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics and physics. The Wiener process plays an important role both in pure and applied mathematics. In pure mathematics, the Wiener process gave rise to the study of continuous time martingales. It is a key process in terms of which more complicated stochastic processes can be described.

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Éditeur
Betascript Publishing
Date d'édition
2010
Langue
anglais
ISBN 10 
6130360835
ISBN 13 
9786130360832
Reliure
Broché
Nombre de pages
160
Éditeur
Surhone Lambert M., Timpledon Miriam T., Marseken Susan F.
Coordonnées du fabricant
non disponible
Personne responsable
non disponible