Can I read Brownian Motion: An Introduction To Stochastic Processes (de Gruyter Textbook) on EtoBox?

Brownian Motion: An Introduction To Stochastic Processes (de Gruyter Textbook) by René L. Schilling; Lothar Partzsch; Björn Böttcher is a nonfiction available to read on EtoBox.

What is Brownian Motion: An Introduction To Stochastic Processes (de Gruyter Textbook) about?

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 finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownia

Who reads Brownian Motion: An Introduction To Stochastic Processes (de Gruyter Textbook)?

Author

René L. Schilling; Lothar Partzsch; Björn Böttcher

Publisher

de Gruyter GmbH, Walter

Published

2014

Language

EN

ISBN

9783110307306

Category

nonfiction

Subjects

Mathematics, Stem