Brownian motion : an introduction to stochastic processes : with a chapter on simulation by Bjoern Boettcher / Rene L. Schilling ; Lothar Partzsch
Brownian motion : an introduction to stochastic processes : with a chapter on simulation by Bjoern Boettcher / Rene L. Schilling ; Lothar Partzsch. 2nd ed
Autor
Schilling, Rene L.
Ostali autori
Izdanje
2nd ed
Nakladnik
Berlin, Boston : De Gruyter, 2014
Materijalni opis
xvi, 408 str. : ilustr. ; 24 cm
Nakladnički niz
Napomena
Bibliografija: str.[393]-402.
 
Kazala.
Klasifikacijska oznaka
60-01 Instructional exposition (textbooks, tutorial papers, etc.)
 
60J65 Brownian motion [See also 58J65]
 
60H05 Stochastic integrals
 
60H10 Stochastic ordinary differential equations [See also 34F05]
 
60J35 Transition functions, generators and resolvents [See also 47D03, 47D07]
 
60G46 Martingales and classical analysis
 
60J60 Diffusion processes [See also 58J65]
 
60J25 Markov processes with continuous parameter
Jezik
engleski
Standardni broj
ISBN 978-3-11-030729-0
 
ISBN 978-3-11-030730-6
Građa
Knjigaknjiga
Djelomični sadržaj online
Preuzmite iz repozitorija

SCHILLING, Rene L.
Brownian motion : an introduction to stochastic processes : with a chapter on simulation by Bjoern Boettcher / Rene L. Schilling ; Lothar Partzsch. - 2nd ed. - Berlin, Boston : De Gruyter, 2014. - xvi, 408 str. : ilustr. ; 24 cm. - (De Gruyter Graduate)
Bibliografija: str.[393]-402. - Kazala.
ISBN 978-3-11-030729-0. - 978-3-11-030730-6