Handbook of Brownian Motion - Facts and Formulae

Download or Read eBook Handbook of Brownian Motion - Facts and Formulae PDF written by Andrei N. Borodin and published by Springer Science & Business Media. This book was released on 2015-07-14 with total page 710 pages. Available in PDF, EPUB and Kindle.
Handbook of Brownian Motion - Facts and Formulae
Author :
Publisher : Springer Science & Business Media
Total Pages : 710
Release :
ISBN-10 : 3764367059
ISBN-13 : 9783764367053
Rating : 4/5 (59 Downloads)

Book Synopsis Handbook of Brownian Motion - Facts and Formulae by : Andrei N. Borodin

Book excerpt: Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book serves as a basic reference for researchers, graduate students, and people doing applied work with Brownian motion and diffusions, and can be used as a source of explicit examples when teaching stochastic processes.


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The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February