Handbook of Brownian Motion - Facts and Formulae

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There are two parts in this book. The first part is devoted mainly to the proper­ ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re­ lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We hav...
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202.00 £
There are two parts in this book. The first part is devoted mainly to the proper­ ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re­ lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We hav...
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  • Formats: pdf
  • ISBN: 9783034881630
  • Publication Date: 6 Dec 2012
  • Publisher: Birkhauser Basel
  • Product language: English
  • Drm Setting: DRM