Aspects of Brownian Motion
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals as: - Gaussian subspaces of the Gaussian space of Brownian motion;...
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| Main Authors: | , |
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| Údar Corparáideach: | |
| Formáid: | Leictreonach ríomhLeabhar |
| Teanga: | English |
| Foilsithe: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Eagrán: | 1st ed. 2008. |
| Sraith: | Universitext,
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| Ábhair: | |
| Rochtain Ar Líne: | https://doi.org/10.1007/978-3-540-49966-4 |
| Clibeanna: |
Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
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| Achoimre: | Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals as: - Gaussian subspaces of the Gaussian space of Brownian motion; - Brownian quadratic funtionals; - Brownian local times, - Exponential functionals of Brownian motion with drift; - Winding number of one or several Brownian motions around one or several points or a straight line, or curves; - Time spent by Brownian motion below a multiple of its one-sided supremum. Besides its obvious audience of students and lecturers the book also addresses the interests of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance. |
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| Cur Síos Fisiciúil: | XIV, 200 p. online resource. |
| ISBN: | 9783540499664 |
| ISSN: | 0172-5939 |