Brownian motion
Auteur :
Mörters, Peter / Peres, Yuval
Éditeur :
Cambridge University Press
ISBN :
9780521760188
Date de publication :
25 mars 2010
Dimensions :
25,4 x 17,8 x 2,4 cm
Poids :
910 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This eagerly awaited graduate-level textbook covers all the essential elements of the theory of Brownian motion, a core area of probability theory, as well as the most recent research. The authors' focus on sample path properties presents a unique and modern point of view.