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Birkhauser Handbook of Brownian Motion - Facts and Formulae

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Description

The Handbook of Brownian Motion by Birkhauser serves as a comprehensive reference for mathematicians and researchers. This book is structured into two distinct sections to provide maximum utility for those studying probability and its applications. The first part focuses on the properties of linear diffusions in general and Brownian motion specifically. The second part offers extensive tables of distributions for functionals of Brownian motion and related processes. Designed in a convenient handbook style, this text provides a large number of facts and formulae associated with Brownian motion. Instead of lengthy proofs, results are presented clearly and accompanied by specific references where a derivation or proof can be found. This makes it an efficient tool for quick lookups and academic study in the field of applied mathematics.

Key Features

This Birkhauser publication provides a large number of facts and formulae associated with Brownian motion for easy reference.

The first section of the book is devoted to the properties of linear diffusions and Brownian motion in particular.

The second part contains detailed tables of distributions for functionals of Brownian motion and related processes.

Results are presented in a handbook style that includes references to where proofs or derivations can be found.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 May 2002
Listed Since
22 December 2006

Barcode

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