ISBN: 9783110278989
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2012, ISBN: 9783110278989
An Introduction to Stochastic Processes, eBooks, eBook Download (PDF), Auflage, [PU: Walter de Gruyter GmbH & Co.KG], [ED: 1], Walter de Gruyter GmbH & Co.KG, 2012
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ISBN: 9783110278989
De Gruyter Probability & Statistics 9783110278897, UK,GB,DE,ES,FR,IT,US,CA,MX,AU,NZ 20120529 English Mathematics 1, De Gruyter
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ISBN: 9783110278989
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ISBN: 9783110278989
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2012
ISBN: 9783110278989
An Introduction to Stochastic Processes, eBooks, eBook Download (PDF), Auflage, [PU: Walter de Gruyter GmbH & Co.KG], [ED: 1], Walter de Gruyter GmbH & Co.KG, 2012
ISBN: 9783110278989
Brownian Motion - An Introduction to Stochastic Processes: ab 34.99 € eBooks > Fachthemen & Wissenschaft > Mathematik Gruyter Walter de GmbH eBook als pdf, Gruyter Walter de GmbH
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ISBN: 9783110278989
De Gruyter Probability & Statistics 9783110278897, UK,GB,DE,ES,FR,IT,US,CA,MX,AU,NZ 20120529 English Mathematics 1, De Gruyter
Dados bibliográficos do melhor livro correspondente
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Dados detalhados do livro - Brownian Motion
EAN (ISBN-13): 9783110278989
ISBN (ISBN-10): 3110278987
Ano de publicação: 2012
Editor/Editora: Gruyter Walter de GmbH
Livro na base de dados desde 2008-11-05T18:31:31+00:00 (Lisbon)
Página de detalhes modificada pela última vez em 2024-03-07T10:22:12+00:00 (Lisbon)
Número ISBN/EAN: 9783110278989
Número ISBN - Ortografia alternativa:
3-11-027898-7, 978-3-11-027898-9
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: rené schilling, rene, lothar partzsch, schilling walter
Título do livro: mot, moti, bro, brownian motion
Dados da editora
Autor: René L. Schilling; Lothar Partzsch
Título: De Gruyter Textbook; Brownian Motion - An Introduction to Stochastic Processes
Editora: De Gruyter
380 Páginas
Ano de publicação: 2012-05-29
Berlin/Boston
Língua: Inglês
34,95 € (DE)
34,95 € (AT)
Available
40 b/w ill.
EA; E107; Nonbooks, PBS / Mathematik/Allgemeines, Lexika; Fachspezifischer Unterricht; Verstehen; EDU029010 EDUCATION / Teaching Methods & Materials / Mathematics; MAT003000 MATHEMATICS / Applied; MAT030000 MATHEMATICS / Study & Teaching; SCI040000 SCIENCE / Physics / Mathematical & Computational; Probability & statistics; Mathematical physics; Brownian motion; stochastic process; theoretical Physics; distributional aspects; path properties; stochastic calculus; Stochastic Process; Brownian Motion; Stochastic Calculus; Numerical Simulation; Textbook; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Statistische Physik; BB
1 Robert Brown’s New Thing 2 Constructions of Brownian Motion3 Brownian Motion in Rd4 The Canonical Model 5 The Variation of Brownian Paths 6 Regularity of Brownian Paths7 Brownian Motion as a Martingale8 Brownian Motion as a Markov process A Semigroups, Generators and Dirichlet formsB Brownian motion and Boundary value problems 9 Stochastic Integrals: L2-Theory 10 Stochastic Integrals: beyond L211 Itô’s formula12 Applications of Itô’s formula C Elementary Theory of Stochastic Differential equationsD Introduction to Brownian local timesE Numerical Simulation of Brownian paths and Monte-Carlo methods Appendix1 Kolmogorov’s Existence Theorem2 From Discrete to Continuous-Time Martingales3 Stopping and SamplingOutros livros adicionais, que poderiam ser muito similares com este livro:
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