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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 scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated It Integrals'' and ''Brownian Local Times''.
- Format: Pocket/Paperback
- ISBN: 9783110741254
- Språk: Engelska
- Antal sidor: 533
- Utgivningsdatum: 2021-09-07
- Förlag: De Gruyter