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Back to topBrownian Motion: A Guide to Random Processes and Stochastic Calculus (de Gruyter Textbook) (Paperback)
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Description
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''.