Author | : Andrei N. Borodin |
File Size | : 43,7 Mb |
Publisher | : Springer Science & Business Media |
Language | : English |
Release Date | : 14 July 2015 |
ISBN | : 3764367059 |
Pages | : 710 pages |
Handbook of Brownian Motion Facts and Formulae by Andrei N. Borodin Book PDF Summary
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.