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Brownian Motion - 16 Angebote vergleichen
Preise | 2015 | 2016 | 2019 |
---|---|---|---|
Schnitt | € 47,32 | € 0,00 | € 42,04 |
Nachfrage |
Brownian Motion (2012)
ISBN: 9783110278989 bzw. 3110278987, vermutlich in Englisch, Walter de Gruyter GmbH & Co.KG, neu, E-Book.
Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a, Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can ´pick and mix´ topics. A ´dependence chart´ will guide the reader when arrange her/his own digest of material. René L. Schilling and Lothar Partzsch, Dresden University of Technology, Germany. PDF, 29.05.2012.
Brownian Motion (2012)
ISBN: 9783110278989 bzw. 3110278987, vermutlich in Englisch, Walter de Gruyter GmbH & Co.KG, neu, E-Book.
Brownian Motion
ISBN: 9783110278989 bzw. 3110278987, in Deutsch, de Gruyter, Berlin/New York, Deutschland, neu.
An Introduction to Stochastic Processes, Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can 'pick and mix' topics. A 'dependence chart' will guide the reader when arrange her/his own digest of material. René L. Schilling and Lothar Partzsch, Dresden University of Technology, Germany.
Brownian Motion (2014)
ISBN: 9783110373981 bzw. 311037398X, vermutlich in Englisch, Walter de Gruyter, neu, E-Book.
An Introduction to Stochastic Processes, Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors´ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion. ePUB, 22.08.2014.
Brownian Motion (2014)
ISBN: 9783110373981 bzw. 311037398X, in Englisch, De Gruyter, De Gruyter, De Gruyter, neu, E-Book, elektronischer Download.
Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat.
Brownian Motion (2014)
ISBN: 9783110373981 bzw. 311037398X, in Englisch, De Gruyter, De Gruyter, De Gruyter, neu, E-Book, elektronischer Download.
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov proce.
Brownian Motion
ISBN: 9783110373981 bzw. 311037398X, vermutlich in Englisch, Gruyter Walter de GmbH, Taschenbuch, neu.
Brownian Motion: An Introduction to Stochastic Processes
ISBN: 9783110373981 bzw. 311037398X, in Deutsch, De Gruyter, neu, E-Book.
Brownian-Motion~~Ren-L-Schilling, Brownian Motion: An Introduction to Stochastic Processes, NOOK Book (eBook).