Brownian Motion [electronic resource] : a guide to random processes and stochastic calculus / René L. Schilling ; with a chapter on simulation by Björn Böttcher.

Bibliographic Details
Main Author: Schilling, René L. (Author)
Language:English
Published: Berlin ; Boston : De Gruyter, [2021]
Edition:3rd edition.
Subjects:
Brownian motion processes.
Stochastic processes.
Online Access:
De Gruyter eBook Complete: 2021 (De Gruyter)
Format: Electronic eBook
Description
Note:Revised edition of: Brownian motion : an introduction to stochastic processes / René L. Schilling, Lothar Partzsch. Second edition. 2014.
Bibliography Note:Includes bibliographical references (pages 503-513) and index.
ISBN:9783110741278 (online)
9783110741490 (online)