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 : 48,48 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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This book is a collection of thoroughly refereed papers presented at the 27th IFIP TC 7 Conference on System Modeling and Optimization, held in Sophia Antipolis