Brownian Motion: An Introduction to Stochastic Processes (De Gruyter Graduate) - Softcover

René L. Schilling; Lothar Partzsch

Softcover

ISBN 10: 3110278898 ISBN 13: 9783110278897

Publisher: De Gruyter, 2012

Synopsis

Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can "pick and mix" topics. A "dependence chart" will guide the reader when arrange her/his own digest of material.

About this title

About the Author

René L. Schilling and Lothar Partzsch, Dresden University of Technology, Germany.

Edition details

• Publisher: De Gruyter
• Publication date: 2012
• Language: English
• ISBN 10: 3110278898
• ISBN 13: 9783110278897
• Binding: Paperback
• Number of pages: 396