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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| Format: | eBook |
| Language: | English |
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Basel :
Birkhäuser Basel : Imprint : Birkhäuser,
2002.
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| Edition: | Second edition. |
| Series: | Probability and its applications.
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| Online Access: | Connect to the full text of this electronic book |
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