Handbook of Brownian Motion - Facts and Formulae |
|
| Author:
| Borodin, Andrei N.
Salminen, Paavo |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-3-7643-6705-3 |
| Publication Date: | Jan 2002 |
| Publisher: | Birkhäuser Boston
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| Book Format: | Hardback |
| List Price: | AUD $428.95 |
Book Description:
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Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book serves as a basic reference for researchers, graduate students, and people doing applied work with Brownian motion and diffusions, and can be used as a source of explicit examples when teaching stochastic processes.
Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book serves as a basic reference for researchers, graduate students, and people doing applied work with Brownian motion and diffusions, and can be used as a source of explicit examples when teaching stochastic processes.