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Image for Handbook of Brownian Motion

Handbook of Brownian Motion : Facts and Formulae

Borodin, A.N., Salminen, P.
Part of the Probability and Its Applications series
See all formats and editions

The purpose of this text is to provide an easy reference for a large number of facts and formulae associated with Brownian motion.

Part one is devoted to properties of linear diffusions in general and Brownian motion in particular; while part two is a table of distributions of functionals.

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Title Unavailable: Out of Print
Product Details
Birkhauser Verlag AG
3764354631 / 9783764354633
Hardback
519.233
01/10/1996
Switzerland
476 pages
155 x 235 mm
Professional & Vocational/Postgraduate, Research & Scholarly Learn More
PBT Probability & statistics, PBWL Stochastics
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