Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

202 101 4MB Read more

Brownian Motion: An Introduction to Stochastic Processes 9783110278989

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi

181 53 3MB Read more

Brownian Motion: An Introduction to Stochastic Processes [2nd revised and extended edition] 9783110307306

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi

169 92 14MB Read more

Brownian Motion: An Introduction to Stochastic Processes [2nd revised and extended edition] 9783110307306

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi

173 77 3MB Read more

Brownian motion and stochastic calculus [2 ed.] 0387976558, 3540976558, 0387965351, 1972373374, 1973213214

431 72 4MB Read more

Random walks, Brownian motion, and interacting particle systems 0817635092

505 108 3MB Read more

Stochastic Calculus of Variations: For Jump Processes [3rd ed.] 9783110675290, 9783110675283

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provid

146 68 6MB Read more

Stochastic Calculus of Variations: For Jump Processes [3rd ed.] 9783110675290, 9783110675283

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provid

135 55 56MB Read more

Random Walk Brownian Motion and Martingales [1 ed.] 9783030789374, 9783030789398

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk,

979 124 4MB Read more

Stochastic Calculus of Variations for Jump Processes 9783110282009

This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for

171 68 2MB Read more