Handbook of Brownian Motion - Facts and Formulae

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: 978-3-7643-6705-3
• Editorial: Birkhäuser
• Encuadernacion: Cartoné
• Fecha Publicación: 14/07/2015
• Nº Volúmenes: 1
• Idioma: Inglés