Brownian Motion (De Gruyter Textbook)

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9783110307290: Brownian Motion (De Gruyter Textbook)

Stochastic processes occureverywhere in sciences and engineering,and need to be understood by applied mathematicians, engineers and scientists alike.This isa first course introducing the reader gently to the subject. Brownian motions areastochastic process, central to many applications and easyto treat.

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About the Author:

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

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1.

Rene L. Schilling, Lothar Partzsch, Bjorn Bottcher
Editorial: Walter de Gruyter & Co 2014-05-26 (2014)
ISBN 10: 3110307294 ISBN 13: 9783110307290
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Chiron Media
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Descripción Walter de Gruyter & Co 2014-05-26, 2014. Estado de conservación: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Nº de ref. de la librería NU-LBR-01297925

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René L. Schilling
ISBN 10: 3110307294 ISBN 13: 9783110307290
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Descripción Estado de conservación: New. Nº de ref. de la librería 21465890-n

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Schilling, René L. / Partzsch, Lothar
ISBN 10: 3110307294 ISBN 13: 9783110307290
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Descripción Estado de conservación: New. Publisher/Verlag: De Gruyter | An Introduction to Stochastic Processes | Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance.Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors' aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs.This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion. | Format: Paperback | Language/Sprache: english | 712 gr | 240x171x20 mm | 408 pp. Nº de ref. de la librería K9783110307290

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4.

René L. Schilling (author), Lothar Partzsch (author), Björn Böttcher (contributions)
Editorial: De Gruyter 2014-05-26, Berlin (2014)
ISBN 10: 3110307294 ISBN 13: 9783110307290
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Blackwell's
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Descripción De Gruyter 2014-05-26, Berlin, 2014. paperback. Estado de conservación: New. Nº de ref. de la librería 9783110307290

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René L. Schilling
Editorial: Walter De Gmbh Gruyter Mai 2014 (2014)
ISBN 10: 3110307294 ISBN 13: 9783110307290
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Descripción Walter De Gmbh Gruyter Mai 2014, 2014. Taschenbuch. Estado de conservación: Neu. Neuware - Stochastic processes occureverywhere in sciences and engineering,and need to be understood by applied mathematicians, engineers and scientists alike.This isa first course introducing the reader gently to the subject. Brownian motions areastochastic process, central to many applications and easyto treat. 408 pp. Englisch. Nº de ref. de la librería 9783110307290

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6.

René L. Schilling
Editorial: Walter De Gmbh Gruyter Mai 2014 (2014)
ISBN 10: 3110307294 ISBN 13: 9783110307290
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BuchWeltWeit Inh. Ludwig Meier e.K.
(Bergisch Gladbach, Alemania)
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Descripción Walter De Gmbh Gruyter Mai 2014, 2014. Taschenbuch. Estado de conservación: Neu. Neuware - Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat. 408 pp. Englisch. Nº de ref. de la librería 9783110307290

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7.

René L. Schilling
Editorial: Walter De Gmbh Gruyter Mai 2014 (2014)
ISBN 10: 3110307294 ISBN 13: 9783110307290
Nuevos Taschenbuch Cantidad: 1
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Rheinberg-Buch
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Descripción Walter De Gmbh Gruyter Mai 2014, 2014. Taschenbuch. Estado de conservación: Neu. Neuware - Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat. 408 pp. Englisch. Nº de ref. de la librería 9783110307290

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8.

Rene L. Schilling, Lothar Partzsch
Editorial: De Gruyter, Germany (2014)
ISBN 10: 3110307294 ISBN 13: 9783110307290
Nuevos Paperback Cantidad: 3
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The Book Depository EURO
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Descripción De Gruyter, Germany, 2014. Paperback. Estado de conservación: New. 2nd revised and extended edition. Language: English . Brand New Book. Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion. Nº de ref. de la librería LIB9783110307290

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9.

René L. Schilling
Editorial: De Gruyter (2014)
ISBN 10: 3110307294 ISBN 13: 9783110307290
Nuevos Paperback Cantidad: 1
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Irish Booksellers
(Rumford, ME, Estados Unidos de America)
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Descripción De Gruyter, 2014. Paperback. Estado de conservación: New. book. Nº de ref. de la librería M3110307294

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10.

René L. Schilling
Editorial: Walter De Gmbh Gruyter Mai 2014 (2014)
ISBN 10: 3110307294 ISBN 13: 9783110307290
Nuevos Taschenbuch Cantidad: 1
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AHA-BUCH GmbH
(Einbeck, Alemania)
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Descripción Walter De Gmbh Gruyter Mai 2014, 2014. Taschenbuch. Estado de conservación: Neu. Neuware - Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors' aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion. 408 pp. Englisch. Nº de ref. de la librería 9783110307290

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