BOOK
Brownian Motion
Brownian Motion (Stochastic Modelling and Applied Probability) is a mathematical monograph that develops a rigorous treatment of Brownian motion as a fundamental stochastic process. The book presents both theoretical foundations and advanced analytical techniques used in stochastic modeling and applied probability. It covers construction of Brownian motion, measure-theoretic formulation, sample path properties, and connections to stochastic differential equations. The work is intended for advanced students and researchers in probability theory, mathematical statistics, and applied mathematics.
No other version available