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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schilling, René L.
Otros Autores: Partzsch, Lothar, Böttcher, Björn
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin : De Gruyter, 2012.
Colección:De Gruyter textbook.
Temas:
Acceso en línea:Texto completo
Descripción
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.
Descripción Física:1 online resource (396 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:9783110278989
3110278987
3110278898
9783110278897