Brownian Motion —— An Introduction to Stochastic Processes

----- 布朗运动：随机过程简介

ISBN: 9783110278897 出版年：2012 页码：396 Schilling, Rene L Partzsch, Lothar De Gruyter

Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat.