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Paperback Brownian Motion Book
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ISBN: 3110307294

ISBN13: 9783110307290

Brownian Motion

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Format: Paperback

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Book Overview

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical...

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Math Mathematics Science Science & Math Science & Scientists Science & Technology

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