Handbook of Brownian Motion - Facts and Formulae
Author | : Andrei N. Borodin |
Publisher | : Springer Science & Business Media |
Total Pages | : 710 |
Release | : 2015-07-14 |
Genre | : Mathematics |
ISBN | : 9783764367053 |
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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.