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Handbook of Brownian Motion - Facts and Formulae
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Handbook of Brownian Motion - Facts and Formulae

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.
Upplaga
2nd ed. 2002
ISBN
9783034894623
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-10-23
Sidor
685