- Hardcover: 687 pages
- Publisher: Birkhäuser Basel; 2nd ed. edition (July 2 2002)
- Language: German
- ISBN-10: 3764367059
- ISBN-13: 978-3764367053
- Product Dimensions: 22.9 x 15.2 x 4.3 cm
- Shipping Weight: 1.3 Kg
- Average Customer Review: 5.0 out of 5 stars See all reviews (1 customer review)
- Amazon Bestsellers Rank: #1,249,905 in Books (See Top 100 in Books)
|
||||||||||||||||||
|
||||||||||||||||||
|
||||||||||||||||||
| |||||||||||||||
Product Details |
Product Description
Product Description
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.
From the Back Cover
The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The book consists of two parts. The first one - theory part - is devoted to properties of linear diffusions in general and Brownian motion in particular. Results are given mainly without proofs. The second one - formula part - is a table of distributions of functionals of Brownian motion and related processes. The collection contains more than 2500 numbered formulae. This book is of value as a basic reference material to researchers, graduate students, and people doing applied work with Brownian motion and diffusions. It can also be used as a source of explicit examples when teaching stochastic processes. Compared with the first edition published in 1996, this second edition has been revised and considerably expanded. More than 1000 new formulae have been added to the tables and, in particular, geometric Brownian motion is covered both in the theoretical and the formula part of the book.
Inside This Book
(Learn More)
First Sentence
STOCHASTIC PROCESSES IN GENERAL Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
STOCHASTIC PROCESSES IN GENERAL Read the first page
Explore More
Concordance
Browse Sample PagesConcordance
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Tag this product(What's this?)Think of a tag as a keyword or label you consider is strongly related to this product.
Tags will help all customers organize and find favorite items. |
Customer Reviews
|
Share your thoughts with other customers:
|
||||||||||||||||||||||
|
Most helpful customer reviews
5.0 out of 5 stars
An essential reference for Brownian motion,
By Mr Martin Baxter (London, United Kingdom) - See all my reviews
This review is from: Handbook of Brownian Motion: Facts and Form Ulae (Hardcover)
This book is an essential reference tool for anyone working and calculating with Brownian motion and related processes.It is divided into two halves. The first (100 pages or so) summarises some useful definitions, theorems and facts about BM, stochastic processes and diffusions. The second (over 300 pages) is a unique collection of formulas for BM and other processes. The scope is impressively vast and the level of accuracy is very high. Processes covered include: BM, BM with drift, Bessel processes, and the OU process. Functionals of these processes include (from a list of over 25): sup, inf, occupation time, local time, rolling mean, hitting times, joint distributions of the above and many more. A must-have for Brownian professionals.
Share your thoughts with other customers: Create your own review
Most Helpful Customer Reviews on Amazon.com (beta) Amazon.com:
5.0 out of 5 stars (1 customer review) 13 of 13 people found the following review helpful
5.0 out of 5 stars
An essential reference for Brownian motion,
By Mr Martin Baxter - Published on Amazon.com
This review is from: Handbook of Brownian Motion: Facts and Form Ulae (Hardcover)
This book is an essential reference tool for anyone working and calculating with Brownian motion and related processes.It is divided into two halves. The first (100 pages or so) summarises some useful definitions, theorems and facts about BM, stochastic processes and diffusions. The second (over 300 pages) is a unique collection of formulas for BM and other processes. The scope is impressively vast and the level of accuracy is very high. Processes covered include: BM, BM with drift, Bessel processes, and the OU process. Functionals of these processes include (from a list of over 25): sup, inf, occupation time, local time, rolling mean, hitting times, joint distributions of the above and many more. A must-have for Brownian professionals. |
|
Listmania!
Look for similar items by category
- Books > Professional & Technical > Professional Science > Mathematics > Applied
- Books > Qualifying Textbooks - Fall 2007 > Education
- Books > Qualifying Textbooks - Fall 2007 > Science
- Books > Reference > Dictionaries & Thesauruses > Science
- Books > Science > Mathematics > Applied > Probability & Statistics
Look for similar items by subject
Feedback
Would you like to update product info or give feedback on images?
|
