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Brownian Motion: a guide to random processes and stochastic calculus

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...

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Beteilige Person:	Schilling, René L. 1969- (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	Englisch
Veröffentlicht:	Berlin ; Boston De Gruyter [2021]
Ausgabe:	3rd Edition
Schriftenreihe:	De Gruyter Textbook
Schlagwörter:	Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General Stochastischer Prozess
Links:	https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278 https://doi.org/10.1515/9783110741278
Zusammenfassung:	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''
Umfang:	1 Online-Ressource (XIV, 519 Seiten)
ISBN:	9783110741278
DOI:	10.1515/9783110741278

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spellingShingle	Schilling, René L. 1969- Brownian Motion a guide to random processes and stochastic calculus Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General bisacsh Brownsche Bewegung (DE-588)4128328-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd
subject_GND	(DE-588)4128328-4 (DE-588)4057630-9
title	Brownian Motion a guide to random processes and stochastic calculus
title_auth	Brownian Motion a guide to random processes and stochastic calculus
title_exact_search	Brownian Motion a guide to random processes and stochastic calculus
title_full	Brownian Motion a guide to random processes and stochastic calculus René L. Schilling
title_fullStr	Brownian Motion a guide to random processes and stochastic calculus René L. Schilling
title_full_unstemmed	Brownian Motion a guide to random processes and stochastic calculus René L. Schilling
title_short	Brownian Motion
title_sort	brownian motion a guide to random processes and stochastic calculus
title_sub	a guide to random processes and stochastic calculus
topic	Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General bisacsh Brownsche Bewegung (DE-588)4128328-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd
topic_facet	Brownsche Bewegung Finanzmathematik Pfadeigenschaften Stochastische Prozesse MATHEMATICS / Probability & Statistics / General Stochastischer Prozess
url	https://doi.org/10.1515/9783110741278
work_keys_str_mv	AT schillingrenel brownianmotionaguidetorandomprocessesandstochasticcalculus AT bottcherbjorn brownianmotionaguidetorandomprocessesandstochasticcalculus

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