Handbook of Brownian Motion - Facts and Formulae

Released on by Andrei N. Borodin
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  • Handbook of Brownian Motion - Facts and Formulae Book Detail

  • Author : Andrei N. Borodin
  • Release Date : 2015-07-14
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 710
  • ISBN 13 : 9783764367053
  • File Size : 91,91 MB
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Handbook of Brownian Motion - Facts and Formulae by Andrei N. Borodin PDF Summary

Book Description: Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book serves as a basic reference for researchers, graduate students, and people doing applied work with Brownian motion and diffusions, and can be used as a source of explicit examples when teaching stochastic processes.

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Handbook of Brownian Motion

Handbook of Brownian Motion

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There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The sec

Brownian Motion

Brownian Motion

File Size : 91,91 MB
Total View : 8348 Views
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Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scie