Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

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Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

1,311 270 53MB Read more

Brownian Motion, Martingales, and Stochastic Calculus

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Brownian Motion: An Introduction to Stochastic Processes 9783110278989

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi

1,223 194 3MB Read more

Stochastic Processes and Calculus

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Probability, Statistics And Random Processes (3rd Edition)

A book on Probability Theory and Statistics. Uploaded by GHS.

15,875 1,894 7MB Read more

Nonlinear Expectations and Stochastic Calculus Under Uncertainty: With Robust CLT and G-Brownian Motion 3662599023, 9783662599020

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

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Brownian Motion, Martingales, and Stochastic Calculus [1 ed.] 3319310887, 9783319310886, 9783319310893

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the

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Brownian motion and stochastic calculus [2 ed.] 0387976558, 3540976558, 0387965351, 1972373374, 1973213214

2,294 368 4MB Read more

Brownian motion, obstacles and random media 9783642084201, 3642084206

654 71 22MB Read more