Brownian Motion : an Introduction to Stochastic Processes.
Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brow...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin :
De Gruyter,
2012.
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Colección: | De Gruyter textbook.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can ""pick and mix"" topics. A ""dependence chart"" will guide the reader when. |
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Descripción Física: | 1 online resource (396 pages) |
Bibliografía: | Includes bibliographical references and index. |
ISBN: | 9783110278989 3110278987 3110278898 9783110278897 |