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Found 1 from your keywords: subject="Brownian motion proce...
cover
The brownian motion : a rigorous but gentle introduction for economists
Löffler, AndreasKruschwitz, Lutz

This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but without sacrificing the necessary mathematical formalism, making them accessible for readers with little or no previ…

Edition
-
ISBN/ISSN
9783030201036
Collation
x, 125p. : ill.
Series Title
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Call Number
332 LOF b