The Brownian Motion
Andreas Löffler () and
Lutz Kruschwitz ()
Additional contact information
Andreas Löffler: Free University of Berlin
Lutz Kruschwitz: Free University of Berlin
in Springer Texts in Business and Economics from Springer
Date: 2019
ISBN: 978-3-030-20103-6
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Chapters in this book:
- Ch 1 Introduction
- Andreas Löffler and Lutz Kruschwitz
- Ch 2 Set Theory
- Andreas Löffler and Lutz Kruschwitz
- Ch 3 Measures and Probabilities
- Andreas Löffler and Lutz Kruschwitz
- Ch 4 Random Variables
- Andreas Löffler and Lutz Kruschwitz
- Ch 5 Expectation and Lebesgue Integral
- Andreas Löffler and Lutz Kruschwitz
- Ch 6 Wiener’s Construction of the Brownian Motion
- Andreas Löffler and Lutz Kruschwitz
- Ch 7 Supplements
- Andreas Löffler and Lutz Kruschwitz
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:sptbec:978-3-030-20103-6
Ordering information: This item can be ordered from
http://www.springer.com/9783030201036
DOI: 10.1007/978-3-030-20103-6
Access Statistics for this book
More books in Springer Texts in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().