Handbook of Brownian Motion: Facts and Formulae (Probability and its Applications) - Tapa dura

Borodin, A. N.; Salminen, P.

 
9783764354633: Handbook of Brownian Motion: Facts and Formulae (Probability and its Applications)

Sinopsis

The purpose of this text is to provide an easy reference for a large number of facts and formulae associated with Brownian motion. Part one is devoted to properties of linear diffusions in general and Brownian motion in particular; while part two is a table of distributions of functionals.

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Reseña del editor

The purpose of this text is to provide an easy reference for a large number of facts and formulae associated with Brownian motion. Part one is devoted to properties of linear diffusions in general and Brownian motion in particular; while part two is a table of distributions of functionals.

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