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Brownian Motion

By Peter (University of Bath) Moerters

part of the Cambridge Series in Statistical and Probabilistic Mathematics series

Brownian Motion by Peter (University of Bath) Moerters
About Brownian Motion

This eagerly awaited graduate-level textbook covers all the essential elements of the theory of Brownian motion, a core area of probability theory, as well as the most recent research. The authors' focus on sample path properties presents a unique and modern point of view.

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  • Language:
  • English
  • ISBN:
  • 9780521760188
  • Binding:
  • Hardback
  • Pages:
  • 416
  • Published:
  • March 24, 2010
  • Dimensions:
  • 183x259x26 mm.
  • Weight:
  • 962 g.
Delivery: 2-3 weeks
Expected delivery: January 12, 2025

About Peter (University of Bath) Moerters

View all books by Peter (University of Bath) Moerters

Description of Brownian Motion

This eagerly awaited graduate-level textbook covers all the essential elements of the theory of Brownian motion, a core area of probability theory, as well as the most recent research. The authors' focus on sample path properties presents a unique and modern point of view.

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