Handbook of Brownian Motion -- Facts and Formulae /

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...

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Bibliographic Details

Main Author:	Borodin, A. N.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Salminen, Paavo
Format:	eBook
Language:	English
Published:	Basel : Birkhäuser Basel : Imprint : Birkhäuser, 2002.
Edition:	Second edition.
Series:	Probability and its applications.
Subjects:	Mathematics. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book