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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Handbook of Brownian Motion - Facts and Formulae
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Handbook of Brownian Motion - Facts and Formulae
Andrei N. Borodin, Paavo Salminen (Taschenbuch, Englisch)
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Beschreibung
There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have… tried to do this in a "handbook-style". By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and experience that such a material would be very much welcome by students and people working with applications of diffusions and Brownian motion. In discussions with many of our colleagues we have found that they share this point of view. Our original plan included more things than we were able to realize. It turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to mention Brownian motion in several dimensions which enters only through the discussion of Bessel processes. On the other hand, much attention is given to the theory of local time. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
23.10.2012
Sprache
Englisch
EAN
9783034894623, 9783034894623
Herausgeber
Springer Basel
Serien- oder Bandtitel
Probability and Its Applications (duplicate)
Sonderedition
Nein
Autor
Andrei N. Borodin, Paavo Salminen
Seitenanzahl
685
Auflage
2
Einbandart
Taschenbuch
Schlagwörter
Bessel process, Brownian motion, Markov process, Mathematical Finance, Ornstein-Uhlenbeck process, Probability, Statistics, Stochastic Processes, Stochastic calculus, calculus, geometric Brownian motion, local time, stochastic process
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
Höhe
235 mm
Breite
15.5 cm
Hersteller: Birkhäuser, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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