Brownian Motion : an Introduction to Stochastic Processes.
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 Brow...
Saved in:
| Online Access: |
Full Text (via ProQuest) |
|---|---|
| Main Author: | |
| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin :
De Gruyter,
2012.
|
| Series: | De Gruyter textbook.
|
| Subjects: |
| Summary: | 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. |
|---|---|
| Physical Description: | 1 online resource (396 pages) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9783110278989 3110278987 3110278898 9783110278897 |
| Language: | English. |
| Source of Description, Etc. Note: | Print version record. |