£51.81

De Gruyter Brownian Motion - Stochastic Calculus Textbook

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£56.22 £43.17 £46.02 £48.87 £51.71 £54.56 £57.41 08 July 2026 18 July 2026 29 July 2026 08 August 2026 19 August 2026

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Description

Brownian Motion: A Guide to Random Processes and Stochastic Calculus by De Gruyter provides a gentle introduction to stochastic processes. This essential text is designed for applied mathematicians, engineers, and scientists working in fields such as economics and the natural sciences where random phenomena occur frequently. Because Brownian motion shapes the study of stochastic processes and is used in many real-life models, this book serves as a foundational resource. This new edition includes expanded material and new chapters covering Wiener Chaos and Iterated Ito Integrals, as well as Brownian Local Times. It is a practical guide for understanding the models used across science and engineering.

Key Features

This De Gruyter textbook provides a gentle introduction to Brownian motion and general stochastic processes.

The content is designed for use by applied mathematicians, engineers, and scientists across various disciplines.

New material in this edition includes dedicated chapters on Wiener Chaos and Iterated Ito Integrals.

Readers can study Brownian Local Times through the newly added chapters in this updated version.

The text explains how Brownian motion is used to model real-life phenomena in economics and engineering.

Product Specifications

Format
perfect
Domain
Amazon UK
Release Date
07 September 2021
Listed Since
04 April 2021

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