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.
Publisher: Springer Basel
Number of pages: 685
Weight: 1062 g
Dimensions: 235 x 155 x 36 mm
Edition: 2nd ed. 2002
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