Aspects of Brownian Motion
By:Roger Mansuy,Marc Yor
Published on 2008-09-16 by Springer Science & Business Media
Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum.
This Book was ranked at 25 by Google Books for keyword time and motion.
Book ID of Aspects of Brownian Motion's Books is u8ZScKu3uT0C, Book which was written byRoger Mansuy,Marc Yorhave ETAG "znA5aclVTLM"
Book which was published by Springer Science & Business Media since 2008-09-16 have ISBNs, ISBN 13 Code is 9783540499664 and ISBN 10 Code is 3540499660
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