Green, Brown, and probability & Brownian motion on the line

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ISBN: 9810246897, 9789810246891, 9789812778468, 9810246900

Size: 872 kB (892553 bytes)

Pages: 182/182

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Kai Lai Chung9810246897, 9789810246891, 9789812778468, 9810246900

Emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included. For graduate students and researchers in probability and statistics. Softcover available.

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