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Paperback Brownian Motion: A Guide to Random Processes and Stochastic Calculus Book

ISBN: 3110741253

ISBN13: 9783110741254

Brownian Motion: A Guide to Random Processes and Stochastic Calculus

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this...

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