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Brownian Motion: An Introduction to Stochastic Processes (de Gruyter Textbook) [Paperback]

Rene L. Schilling , Lothar Partzsch , Bjorn Bottcher
5.0 out of 5 stars  See all reviews (1 customer review)
Price: £34.95 & FREE Delivery in the UK. Details
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Book Description

1 May 2012 3110278898 978-3110278897
Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can pick and mix topics. A dependence chart will guide the reader when arrange her/his own digest of material.


Product details

  • Paperback: 394 pages
  • Publisher: Walter de Gruyter & Co (1 May 2012)
  • Language: English
  • ISBN-10: 3110278898
  • ISBN-13: 978-3110278897
  • Product Dimensions: 2.3 x 16.8 x 23.5 cm
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Bestsellers Rank: 1,264,210 in Books (See Top 100 in Books)
  • See Complete Table of Contents

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Product Description

About the Author

Rene L. Schilling and Lothar Partzsch, Dresden University of Technology, Germany.

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1 of 8 people found the following review helpful
5.0 out of 5 stars Very convenient 15 Dec 2012
Format:Paperback
A fantastic book. My personal copy has pride of place next to the toilet, where it has helped me to work out some particularly sticky Brownian motions over the years. Five stars.
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Amazon.com: 5.0 out of 5 stars  1 review
5.0 out of 5 stars Excellent Introduction to Stochastic Processes 6 Jun 2014
By FiziksGangsta - Published on Amazon.com
Format:Paperback|Verified Purchase
This book develops many important concepts in the study of stochastic processes in the context of the simple Brownian Motion process. I find it extremely well-written.
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