Böttcher, Björn
Overview
Works:  29 works in 82 publications in 2 languages and 2,221 library holdings 

Genres:  Academic theses 
Roles:  Author, Contributor, Other, htt 
Classifications:  QA274.75, 519.233 
Publication Timeline
.
Most widely held works by
Björn Böttcher
Brownian motion : an introduction to stochastic processes by
René L Schilling(
)
23 editions published between 2012 and 2014 in English and held by 1,564 WorldCat member libraries worldwide
Stochastic processes occureverywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This isa first course introducing the reader gently to the subject. Brownian motions areastochastic process, central to many applications and easyto treat
23 editions published between 2012 and 2014 in English and held by 1,564 WorldCat member libraries worldwide
Stochastic processes occureverywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This isa first course introducing the reader gently to the subject. Brownian motions areastochastic process, central to many applications and easyto treat
Levy matters III : Levytype processes : construction, approximation and sample path properties by
Björn Böttcher(
)
19 editions published between 2013 and 2014 in English and held by 433 WorldCat member libraries worldwide
This volume presents recent developments in the area of Lévytype processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévytype process: a nonrandom function which is?the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levytype processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the nonBrownian world
19 editions published between 2013 and 2014 in English and held by 433 WorldCat member libraries worldwide
This volume presents recent developments in the area of Lévytype processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévytype process: a nonrandom function which is?the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levytype processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the nonBrownian world
Brownian Motion : A Guide to Random Processes and Stochastic Calculus by
René L Schilling(
)
7 editions published in 2021 in English and held by 79 WorldCat member libraries worldwide
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 reallife models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''
7 editions published in 2021 in English and held by 79 WorldCat member libraries worldwide
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 reallife models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''
Lévytype processes : construction, approximation and sample path properties by
Björn Böttcher(
Book
)
6 editions published in 2013 in English and held by 40 WorldCat member libraries worldwide
This volume presents recent developments in the area of Lévytype processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévytype process: a nonrandom function which is the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levytype processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the nonBrownian world
6 editions published in 2013 in English and held by 40 WorldCat member libraries worldwide
This volume presents recent developments in the area of Lévytype processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévytype process: a nonrandom function which is the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levytype processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the nonBrownian world
Lévy Matters. LévyType Processes: Construction, Approximation and Sample Path Properties by
Björn Böttcher(
)
1 edition published in 2013 in English and held by 27 WorldCat member libraries worldwide
This volume presents recent developments in the area of Lévytype processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévytype process: a nonrandom function which is the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levytype processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the nonBrownian world
1 edition published in 2013 in English and held by 27 WorldCat member libraries worldwide
This volume presents recent developments in the area of Lévytype processes and more general stochastic processes that behave locally like a Lévy process. Although written in a survey style, quite a few results are extensions of known theorems, and others are completely new. The focus is on the symbol of a Lévytype process: a nonrandom function which is the counterpart of the characteristic exponent of a Lévy process. The class of stochastic processes which can be associated with a symbol is characterized, various schemes constructing a stochastic process from a given symbol are discussed, and it is shown how one can use the symbol in order to describe the sample path properties of the underlying process. Lastly, the symbol is used to approximate and simulate Levytype processes. This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the nonBrownian world
EfA  Entwurfsmethoden für Automatisierungssysteme mit Modellintegration und automatischer Variantenbewertung Teilvorhaben:
Bewertung von Entwurfsvarianten in frühen Phasen des Engineerings komplexer Automatisierungssysteme : Schlussbericht zumVerbundprojekt
: Laufzeit: Q4 2012Q4 2015 by
Björn Böttcher(
)
1 edition published in 2015 in German and held by 16 WorldCat member libraries worldwide
1 edition published in 2015 in German and held by 16 WorldCat member libraries worldwide
Brownian motion : an introduction to stochastic processes by
René L Schilling(
)
1 edition published in 2012 in English and held by 12 WorldCat member libraries worldwide
1 edition published in 2012 in English and held by 12 WorldCat member libraries worldwide
Die Kunst der Kontaktjonglage by
Björn Böttcher(
Book
)
1 edition published in 2006 in German and held by 9 WorldCat member libraries worldwide
1 edition published in 2006 in German and held by 9 WorldCat member libraries worldwide
Brownian Motion, 2nd Edition by René Schilling(
Book
)
1 edition published in 2014 in English and held by 6 WorldCat member libraries worldwide
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors' aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuoustime and continuousstate Markov processes. They also wanted to have a text which would be both a readily accessible mathematical backup for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion
1 edition published in 2014 in English and held by 6 WorldCat member libraries worldwide
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors' aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuoustime and continuousstate Markov processes. They also wanted to have a text which would be both a readily accessible mathematical backup for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion
Some investigations on feller processes generated by pseudodifferential operators by
Björn Böttcher(
)
2 editions published in 2004 in English and held by 3 WorldCat member libraries worldwide
2 editions published in 2004 in English and held by 3 WorldCat member libraries worldwide
Adenomyosis and endometriosis. Revisiting their association and further insights into the mechanisms of autotraumatisation.
An MRI study by
G Leyendecker(
)
1 edition published in 2014 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2014 in English and held by 2 WorldCat member libraries worldwide
The impact of previous live births on peripheral and uterine natural killer cells in patients with recurrent miscarriage by
Bálint Tóth(
)
1 edition published in 2019 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2019 in English and held by 2 WorldCat member libraries worldwide
Jetzt oder nie? Ethische Aspekte der Fertilitätsprotektion bei onkologischen Patientinnen by
Björn Böttcher(
)
1 edition published in 2013 in German and held by 2 WorldCat member libraries worldwide
1 edition published in 2013 in German and held by 2 WorldCat member libraries worldwide
Autoimmunerkrankungen und orale Kontrazeption by
Björn Böttcher(
)
1 edition published in 2017 in German and held by 2 WorldCat member libraries worldwide
1 edition published in 2017 in German and held by 2 WorldCat member libraries worldwide
AltersTraumaZentrum DGU®: Evaluation klinischer und ökonomischer Parameter Eine Pilotstudie an einer deutschen Universitätsklinik by
M Knobe(
)
1 edition published in 2018 in German and held by 2 WorldCat member libraries worldwide
1 edition published in 2018 in German and held by 2 WorldCat member libraries worldwide
Healthrelated quality of life in patients with polycystic ovary syndrome: validation of the German PCOSQG by
Björn Böttcher(
)
1 edition published in 2017 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2017 in English and held by 2 WorldCat member libraries worldwide
Construction of time inhomogeneous Markov processes via evolution equations unsing pseudodifferential operators by
Björn Böttcher(
Book
)
1 edition published in 2007 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2007 in English and held by 2 WorldCat member libraries worldwide
Funktionelle Magnetresonanztomographie bei Trans*Menschen by
Björn Böttcher(
)
1 edition published in 2017 in German and held by 2 WorldCat member libraries worldwide
1 edition published in 2017 in German and held by 2 WorldCat member libraries worldwide
Nichtklassisches adrenogenitales Syndrom Diagnose und Therapie by
Björn Böttcher(
)
1 edition published in 2016 in German and held by 2 WorldCat member libraries worldwide
1 edition published in 2016 in German and held by 2 WorldCat member libraries worldwide
more
fewer
Audience Level
0 

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Related Identities
 Schilling, René L. Author Contributor
 Partzsch, Lothar 1945 Author Contributor
 Wang, Jian (Mathematician)
 Wang, Jian (mathématicien)
 SpringerLink (Online service) Other
 FraunhoferInstitut für Optronik, Systemtechnik und Bildauswertung
 Walter de Gruyter GmbH & Co. KG Publisher
 Wang, Jian
 Wildt, L. Other
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