O'Reilly logo

Brownian Motion, 2nd Edition by Björn Böttcher, Lothar Partzsch, René L. Schilling

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Bibliography

[1] Aikawa, H., Essén, M.: Potential Theory – Selected Topics. Springer, Lecture Notes in Mathematics 1633, Berlin 1996.
[2] Arnold, L.: Stochastic Differential Equations: Theory and Applications. Wiley-Interscience, New York 1974.
[3] Arnold, L.: Random Dynamical Systems. Springer, Berlin 2009.
[4] Ash, R. B.: Information Theory. Interscience Publishers, New York 1965. Reprinted by: Dover, New York 1990.
[5] Asmussen, S., Glynn, P. W.: Stochastic Simulation: Algorithms and Analysis. Springer, Berlin 2007.
[6] Bachelier, L.: Théorie de la speculation. Ann. Sci. Ec. Norm. Super. 17 (1900) 21-86. English translations in [39] pp.17-78 and [8].
[7] Bachelier, L.: Calcul des Probabilités. Gauthier-Villars, Paris 1912. Reprinted ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required