Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications) - Image 1

£171.38

Birkhauser Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications)

Name: Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications)
Brand: Birkhauser
Price: 169.7 GBP
Availability: InStock

Applied Mathematics

Price History & Forecast

Last 8 days • 8 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 8 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £171 (5 days, 62.5%)

Price range: £170 - £171

Price levels: 2 different prices over 8 days

Description

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 second part consists of tables of distributions of functionals of Brownian motion and re lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and experience that such a material would be very much welcome by students and people working with applications of diffusions and Brownian motion. In discussions with many of our colleagues we have found that they share this point of view. Our original plan included more things than we were able to realize. It turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to mention Brownian motion in several dimensions which enters only through the discussion of Bessel processes. On the other hand, much attention is given to the theory of local time.

Product Specifications

Brand: Birkhauser
Format: paperback
ASIN: 3034894627
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Publication Date: 23 October 2012
Listed Since: 22 September 2013

Barcode

No barcode data available

Birkhauser Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications)

Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs)

Introduction to Stochastic Integration (Modern Birkhäuser Classics)

Adventures in Stochastic Processes

Stochastic Processes: Harmonizable Theory: 12 (Series On Multivariate Analysis)

Stochastic Processes (Probability and Its Applications)

Stochastic Equations through the Eye of the Physicist: Basic Concepts, Exact Results and Asymptotic Approximations

Diffusion in Random Fields: Applications to Transport in Groundwater (Geosystems Mathematics)

Springer - Fundamentals of Finslerian Diffusion with Applications

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Fundamentals of Finslerian Diffusion with Applications: 101 (Fundamental Theories of Physics, 101)

Measure, Probability and Functional Analysis (Universitext)

Branching Processes: 3 (Progress in Probability, 3)

Continuous Martingales and Brownian Motion: 293 (Grundlehren der mathematischen Wissenschaften, 293)

The Dynamics of Front Propagation in Nonlocal Reaction–Diffusion Equations (Lecture Notes on Mathematical Modelling in the Life Sciences)

A Modern Approach to Probability Theory (Probability and Its Applications)

Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)

Functional Analytic Techniques for Diffusion Processes (Springer Monographs in Mathematics)

Functional Analytic Techniques for Diffusion Processes (Springer Monographs in Mathematics)

Multifractional Stochastic Fields: Wavelet Strategies in Multifractional Frameworks

Percolation Theory for Mathematicians: 2 (Progress in Probability, 2)

From Brownian Motion to Schrödinger’s Equation: 312 (Grundlehren der mathematischen Wissenschaften, 312)

Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)

Continuous Martingales and Brownian Motion: 293 (Grundlehren der mathematischen Wissenschaften, 293)