Handbook of Brownian Motion - Facts and Formulae

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Authors

A. N. Borodin · Steklov Mathematical Institute

Abstract

There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distribut

Topics & Keywords

Mathematical Dynamics and Fractals

Publication Details

Published in: Probability and its applications

DOI: 10.1007/978-3-0348-8163-0

Field-Weighted Citation Impact: 3.75

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Handbook of Brownian Motion - Facts and Formulae

Authors

Abstract

Topics & Keywords

Publication Details