BOOKS - Brownian Motion: An Introduction to Stochastic Processes (De Gruyter Graduate...
US $9.57
451395
451395
Brownian Motion: An Introduction to Stochastic Processes (De Gruyter Graduate)
Author: Rene L. Schilling
Year: May 29, 2012
Format: PDF
File size: PDF 8.0 MB
Language: English
Year: May 29, 2012
Format: PDF
File size: PDF 8.0 MB
Language: English
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. All chapters are modular and are written in a style where the lecturer can and "pick and mix and " topics. A and "dependence chart and " will guide the reader when arrange her his own digest of material.