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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...
| Clasificación: | Libro Electrónico |
|---|---|
| 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 |
MARC
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| 003 | OCoLC | ||
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| 020 | |z 9783110278897 | ||
| 029 | 1 | |a AU@ |b 000052910036 | |
| 029 | 1 | |a DEBBG |b BV042348964 | |
| 029 | 1 | |a DEBSZ |b 431129088 | |
| 035 | |a (OCoLC)796384288 |z (OCoLC)994445710 | ||
| 050 | 4 | |a QA274.75 .S35 2012 | |
| 082 | 0 | 4 | |a 519.2/33 |a 519.233 |a 530.475 |
| 084 | |a SK 820 |2 rvk | ||
| 049 | |a UAMI | ||
| 100 | 1 | |a Schilling, René L. | |
| 245 | 1 | 0 | |a Brownian Motion : |b an Introduction to Stochastic Processes. |
| 260 | |a Berlin : |b De Gruyter, |c 2012. | ||
| 300 | |a 1 online resource (396 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a De Gruyter Textbook | |
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a 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. | ||
| 546 | |a English. | ||
| 505 | 0 | 0 | |t Frontmatter -- |t Preface -- |t Contents -- |t Dependence chart -- |t Index of notation -- |t Chapter 1. Robert Brown's new thing -- |t Chapter 2. Brownian motion as a Gaussian process -- |t Chapter 3. Constructions of Brownian motion -- |t Chapter 4. The canonical model -- |t Chapter 5. Brownian motion as a martingale -- |t Chapter 6. Brownian motion as a Markov process -- |t Chapter 7. Brownian motion and transition semigroups -- |t Chapter 8. The PDE connection -- |t Chapter 9. The variation of Brownian paths -- |t Chapter 10. Regularity of Brownian paths -- |t Chapter 11. The growth of Brownian paths -- |t Chapter 12. Strassen's Functional Law of the Iterated Logarithm -- |t Chapter 13. Skorokhod representation -- |t Chapter 14. Stochastic integrals: L2-Theory -- |t Chapter 15. Stochastic integrals: beyond L2T -- |t Chapter 16. Itô's formula -- |t Chapter 17. Applications of Itô's formula -- |t Chapter 18. Stochastic differential equations -- |t Chapter 19. On diffusions -- |t Chapter 20. Simulation of Brownian motion / |r Böttcher, Björn -- |t Appendix -- |t Index |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Brownian motion processes. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 6 | |a Processus de mouvement brownien. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / General. |2 bisacsh | |
| 650 | 7 | |a Brownian motion processes |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 650 | 7 | |a Brownsche Bewegung |2 gnd | |
| 650 | 7 | |a Stochastischer Prozess |2 gnd | |
| 653 | |a Brownian Motion. | ||
| 653 | |a Numerical Simulation. | ||
| 653 | |a Stochastic Calculus. | ||
| 653 | |a Stochastic Process. | ||
| 700 | 1 | |a Partzsch, Lothar. | |
| 700 | 1 | |a Böttcher, Björn. | |
| 758 | |i has work: |a Brownian motion (Text) |1 https://id.oclc.org/worldcat/entity/E39PCG8vbrKhjrdDd6wD9qGtmm |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Schilling, René L. |t Brownian Motion : An Introduction to Stochastic Processes. |d Berlin : De Gruyter, ©2012 |z 9783110278897 |
| 830 | 0 | |a De Gruyter textbook. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=893930 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH25312495 | ||
| 938 | |a De Gruyter |b DEGR |n 9783110278989 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL893930 | ||
| 938 | |a YBP Library Services |b YANK |n 7624832 | ||
| 994 | |a 92 |b IZTAP | ||