Kai L. Chung – författare
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6 produkter
Introduction to Stochastic Integration
Av Ruth J. Williams, Kai L. Chung
E-bok, 2012
978 kr
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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, …
Introduction to Stochastic Integration
Av Kai L. Chung, Ruth J. Williams
Häftad, 2011
770 kr
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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, …
From Brownian Motion to Schrödinger’s Equation
Av Kai L. Chung, Zhongxin Zhao
Inbunden, 1995
1098 kr
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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 …
From Brownian Motion to Schrodinger's Equation
Av Zhongxin Zhao, Kai L. Chung
E-bok, 2012
1459 kr
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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 …
From Brownian Motion to Schrödinger’s Equation
Av Kai L. Chung, Zhongxin Zhao
Häftad, 2012
1098 kr
Lägg i varukorg
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 …
Elementare Wahrscheinlichkeitstheorie und stochastische Prozesse
Av Kai L. Chung
E-bok, 2013
542 kr
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Aus den Besprechungen: "Unter den zahlreichen Einführungen in die Wahrscheinlichkeitsrechnung bildet dieses Buch eine erfreuliche Ausnahme. Der Stil einer lebendigen Vorlesung ist über Niederschrift und Übersetzung hinweg erhalten geblieben. In jedes Kapitel wird sehr anschaulich eingeführt. Sinn …
