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Handbook of Brownian Motion - Facts and Formulae
Language: en
Pages: 710
Authors: Andrei N. Borodin
Categories: Mathematics
Type: BOOK - Published: 2015-07-14 - Publisher: Springer Science & Business Media

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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 se
Handbook of Brownian Motion
Language: en
Pages: 484
Authors: A. N. Borodin
Categories: Mathematics
Type: BOOK - Published: 1996 - Publisher: Birkhauser

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The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The collection contains more than 2500
Handbook of Brownian Motion
Language: en
Pages: 478
Authors: Andrei Borodin
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

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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 sec
Some Aspects of Brownian Motion
Language: en
Pages: 160
Authors: Marc Yor
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Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

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The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February
Applied Stochastic Differential Equations
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.