Aspects of Brownian Motion Roger Mansuy

ISBN: 9783540223474

Published: December 1st 2008

Paperback

195 pages


Description

Aspects of Brownian Motion  by  Roger Mansuy

Aspects of Brownian Motion by Roger Mansuy
December 1st 2008 | Paperback | PDF, EPUB, FB2, DjVu, talking book, mp3, RTF | 195 pages | ISBN: 9783540223474 | 3.18 Mb

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 subspacesMoreStochastic 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.



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