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.
- ISBN:
- 9783764367053
- 9783764367053
-
Category:
- Probability & statistics
- Format:
- Hardback
- Publication Date:
-
01-05-2002
- Language:
- English
- Publisher:
- Birkhauser Verlag AG
- Country of origin:
- Switzerland
- Edition:
- 2nd Edition
- Pages:
- 685
- Dimensions (mm):
- 235x155x42mm
- Weight:
- 2.6kg
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