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René L. Schilling, Lothar Partzsch:

Brownian Motion: an Introduction to Stochastic Processes (De Gruyter Graduate) - Pasta blanda

2012, ISBN: 9783110278897

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René L. Schilling; Lothar Partzsch:

Brownian Motion: An Introduction to Stochastic Processes (De Gruyter Graduate) - Pasta blanda

2012, ISBN: 3110278898

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René L. Schilling; Lothar Partzsch:
Brownian Motion: An Introduction to Stochastic Processes (De Gruyter Graduate) - Pasta blanda

2012

ISBN: 3110278898

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René L. Schilling; Lothar Partzsch:
Brownian Motion: An Introduction to Stochastic Processes (De Gruyter Graduate) - Pasta blanda

2012, ISBN: 3110278898

[EAN: 9783110278897], Neubuch, [PU: De Gruyter], Book is in NEW condition., Books

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Schilling, Rene L.:
Brownian Motion: An Introduction to Stochastic Processes - Pasta blanda

2012, ISBN: 9783110278897

De Gruyter, 2012. Paperback. New. 388 pages. 9.37x6.69x0.87 inches., De Gruyter, 2012, 6

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Detalles del libro
Brownian Motion: An Introduction to Stochastic Processes (De Gruyter Textbook)
Autor:
Título:
ISBN:

9783110278897


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. This text, tailored to the needs of graduate students, covers Brownian motion, its elementary properties, certain distributional aspects, path properties, as well as stochastic calculus based on Brownian motion and numerical simulation of Brownian motion. 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 arrange her/his own digest of material.

Detalles del libro - Brownian Motion: An Introduction to Stochastic Processes (De Gruyter Textbook)


EAN (ISBN-13): 9783110278897
ISBN (ISBN-10): 3110278898
Tapa dura
Tapa blanda
Año de publicación: 2012
Editorial: De Gruyter
380 Páginas
Peso: 0,673 kg
Idioma: Englisch

Libro en la base de datos desde 2008-01-11T15:37:21-06:00 (Mexico City)
Página de detalles modificada por última vez el 2024-03-07T04:22:12-06:00 (Mexico City)
ISBN/EAN: 9783110278897

ISBN - escritura alterna:
3-11-027889-8, 978-3-11-027889-7
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: rené schilling, rene, böttcher, boettcher, lothar partzsch, lothar best
Título del libro: mot, moti, gruyter textbook, brownian motion

Datos del la editorial

Autor: René L. Schilling; Lothar Partzsch
Título: De Gruyter Textbook; Brownian Motion - An Introduction to Stochastic Processes
Editorial: De Gruyter
380 Páginas
Año de publicación: 2012-05-30
Berlin/Boston
Impreso en
Peso: 0,677 kg
Idioma: Inglés
34,95 € (DE)
34,95 € (AT)
Not available (reason unspecified)
40 b/w ill.

BB; Taschenbuch / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Verstehen; EDU029010 EDUCATION / Teaching Methods & Materials / Mathematics; MAT003000 MATHEMATICS / Applied; MAT030000 MATHEMATICS / Study & Teaching; SCI040000 SCIENCE / Physics / Mathematical & Computational; Probability & statistics; Mathematical physics; Mathematik; Stochastic Calculus; Numerical Simulation; Brownian Motion; Stochastic Process; Brownian motion; stochastic process; theoretical Physics; distributional aspects; path properties; stochastic calculus; Textbook; Fachspezifischer Unterricht; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Statistische Physik; EA

1 Robert Brown’s New Thing 2 Constructions of Brownian Motion3 Brownian Motion in Rd4 The Canonical Model 5 The Variation of Brownian Paths 6 Regularity of Brownian Paths7 Brownian Motion as a Martingale8 Brownian Motion as a Markov process A Semigroups, Generators and Dirichlet formsB Brownian motion and Boundary value problems 9 Stochastic Integrals: L2-Theory 10 Stochastic Integrals: beyond L211 Itô’s formula12 Applications of Itô’s formula C Elementary Theory of Stochastic Differential equationsD Introduction to Brownian local timesE Numerical Simulation of Brownian paths and Monte-Carlo methods Appendix1 Kolmogorov’s Existence Theorem2 From Discrete to Continuous-Time Martingales3 Stopping and Sampling

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