Brownian Motion : An Introduction to Stochastic Processes (De Gruyter Textbook) （2012. XVI, 388 p. w. 40 figs. 240 mm）

Schilling, Rene L./ Partzsch, Lothar/ Mitarbeit: Boettcher, Bjoern

DE GRUYTER（2012発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 250 p.／サイズ 40 figs.
• 商品コード 9783110278897

Full Description

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.

Contents

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