Brownian Motion
Schilling, René L.![Brownian Motion](https://support.digitalhusky.com/media/annotations/sorted/375/37578627/CHSBZCOP0337578627.jpg)
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im ...