Brownian motion /
"This textbook offers a broad and deep exposition of Brownian motion. Extensively class tested, it leads the reader from the basics to the latest research in the area." "Starting with the construction of Brownian motion, the book then proceeds to sample path properties such as continu...
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| Main Author: | |
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| Other Authors: | , , |
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, UK ; New York :
Cambridge University Press,
c2010.
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| Series: | Cambridge series on statistical and probabilistic mathematics ;
30. |
| Subjects: | |
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3rd Floor Main Library
| Call Number: |
A1234.567 |
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| Copy 1 | Available |