Brownian Motion: An Introduction to Stochastic Processes

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De Gruyter, 2012 - Mathematics - 380 pages
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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.

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About the author (2012)

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

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