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Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications) by Andrei N. Borodin, Paavo Salminen (auth.) is a nonfiction available to read on EtoBox.

What is Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications) about?

The purpose of this book is to give an easy reference to a large number of facts and formulae associated with Brownian motion. The book consists of two parts. The first one - __theory part__ - is devoted to properties of linear diffusions in general and Brownian motion in particular. Results are given mainly without proofs. The second one - __formula part__ - is a table of distributions of functionals of Brownian motion and related processes. The collection contains more than 2500 numbered formulae. This book is of value as a basic reference material to researchers, graduate students, and people doing applied work with Brownian motion and diffusions. It can also be used as a source of explicit examples when teaching stochastic processes. Compared with the first edition published in 1996, this second edition has been revised and considerably expanded. More than 1000 new formulae have been added to the tables and, in particular, geometric Brownian motion is covered both in the theoretical and the formula part of the book. __“This is an extremely useful handbook (...) It is without any previous example in its own subject matter: the very first of its kind. The primary aim of this hand

Who reads Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications)?

Author

Andrei N. Borodin, Paavo Salminen (auth.)

Publisher

Birkhäuser Basel; Imprint; Birkhäuser

Published

2002

Language

EN

ISBN

9783034894623

Category

nonfiction

Subjects

Mathematics, Stem