LIBROS DEL AUTOR: kai l chung

2 resultados para LIBROS DEL AUTOR: kai l chung

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  • From Brownian Motion to Schrödinger’s Equation
    Kai L. Chung / Zhongxin Zhao
    In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the 'explicit' rather than the 'concise' where necessary, and addressed to readers interested...
    Disponible

    133,84 €

  • Introduction to Stochastic Integration
    Kai L. Chung / Ruth J. Williams
    This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section §9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black...
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    97,00 €