Böttcher, Björn

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

Levy matters III : Levy-type 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 Lévy-type 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 Lévy-type process: a non-random 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 Levy-type 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 non-Brownian 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 real-life 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''

Lévy-type 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 Lévy-type 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 Lévy-type process: a non-random 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 Levy-type 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 non-Brownian world

Lévy Matters. Lévy-Type 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 Lévy-type 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 Lévy-type process: a non-random 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 Levy-type 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 non-Brownian 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 2012-Q4 2015 by Björn Böttcher( )

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

Die Kunst der Kontaktjonglage by Björn Böttcher( Book )

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 continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up 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 pseudo-differential operators by Björn Böttcher( )

2 editions published in 2004 in English and held by 3 WorldCat member libraries worldwide