Brownian Motion

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Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat.

Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat.

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  • Formats: pdf
  • ISBN: 9783110307306
  • Publication Date: 18 Jun 2014
  • Publisher: De Gruyter
  • Drm Setting: DRM