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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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Bibliografiske detaljer
Main Authors:	Mansuy, Roger. (Author, http://id.loc.gov/vocabulary/relators/aut), Yor, Marc. (http://id.loc.gov/vocabulary/relators/aut)
Institution som forfatter:	SpringerLink (Online service)
Format:	Electronisk eBog
Sprog:	English
Udgivet:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Udgivelse:	1st ed. 2008.
Serier:	Universitext,
Fag:	Probabilities. Probability Theory and Stochastic Processes.
Online adgang:	https://doi.org/10.1007/978-3-540-49966-4
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!

Lignende værker

Random Times and Enlargements of Filtrations in a Brownian Setting
af: Mansuy, Roger., et al.
Udgivet: (2006)

Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /
af: Yen, Ju-Yi., et al.
Udgivet: (2013)

Markov Processes, Brownian Motion, and Time Symmetry
af: Chung, Kai Lai., et al.
Udgivet: (2005)

Selected Aspects of Fractional Brownian Motion
af: Nourdin, Ivan., et al.
Udgivet: (2012)

Stochastic Calculus for Fractional Brownian Motion and Related Processes
af: Mishura, Yuliya., et al.
Udgivet: (2008)

Probabilistic and Statistical Aspects of Quantum Theory
af: Holevo, Alexander S., et al.
Udgivet: (2011)

Stochastic Calculus for Fractional Brownian Motion and Applications
af: Biagini, Francesca., et al.
Udgivet: (2008)

A Natural Introduction to Probability Theory
af: Meester, R., et al.
Udgivet: (2008)

Seminar on Stochastic Analysis, Random Fields and Applications V Centro Stefano Franscini, Ascona, May 2005 /
Udgivet: (2008)

40 Puzzles and Problems in Probability and Mathematical Statistics
af: Schwarz, Wolf., et al.
Udgivet: (2008)

An Introduction to the Theory of Point Processes Volume II: General Theory and Structure /
af: Daley, D.J., et al.
Udgivet: (2008)

Seminar on Stochastic Analysis, Random Fields and Applications VI Centro Stefano Franscini, Ascona, May 2008 /
Udgivet: (2011)

Associated Sequences, Demimartingales and Nonparametric Inference
af: Prakasa Rao, B.L.S., et al.
Udgivet: (2012)

Séminaire de Probabilités XLV
Udgivet: (2013)

Séminaire de Probabilités XLVI
Udgivet: (2014)

Eigenvalues, Inequalities, and Ergodic Theory
af: Chen, Mu-Fa., et al.
Udgivet: (2005)

Branching Random Walks École d'Été de Probabilités de Saint-Flour XLII – 2012 /
af: Shi, Zhan., et al.
Udgivet: (2015)

Random Walks, Boundaries and Spectra
Udgivet: (2011)

Stochastic Finance
Udgivet: (2006)

Introduction to Stochastic Integration
af: Chung, K.L., et al.
Udgivet: (2014)

Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /
af: Doney, Ronald A., et al.
Udgivet: (2007)

Random Perturbations of Dynamical Systems
af: Freidlin, Mark I., et al.
Udgivet: (2012)

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes With Emphasis on the Creation-Annihilation Techniques /
af: Bouleau, Nicolas., et al.
Udgivet: (2015)

Fundamentals of Probability: A First Course
af: DasGupta, Anirban., et al.
Udgivet: (2010)

Normal Approximation by Stein’s Method
af: Chen, Louis H.Y., et al.
Udgivet: (2011)

Mouvement brownien, martingales et calcul stochastique
af: Le Gall, Jean-Francois., et al.
Udgivet: (2013)

Cycle Representations of Markov Processes
af: Kalpazidou, Sophia L., et al.
Udgivet: (2006)

An Introduction to Markov Processes
af: Stroock, Daniel W., et al.
Udgivet: (2005)

The Malliavin Calculus and Related Topics
af: Nualart, David., et al.
Udgivet: (2006)

Séminaire de Probabilités XLIII
Udgivet: (2011)

Séminaire de Probabilités XLIV
Udgivet: (2012)

On the Estimation of Multiple Random Integrals and U-Statistics
af: Major, Péter., et al.
Udgivet: (2013)

Lectures on Gaussian Processes
af: Lifshits, Mikhail., et al.
Udgivet: (2012)

Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems École d’Été de Probabilités de Saint-Flour XXXVIII-2008 /
af: Koltchinskii, Vladimir., et al.
Udgivet: (2011)

Séminaire de Probabilités XXXVIII
Udgivet: (2005)

Lévy Matters V Functionals of Lévy Processes /
af: Andersen, Lars Nørvang., et al.
Udgivet: (2015)

In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Udgivet: (2015)

Random Perturbation of PDEs and Fluid Dynamic Models École d’Été de Probabilités de Saint-Flour XL – 2010 /
af: Flandoli, Franco., et al.
Udgivet: (2011)

Probability Theory
af: Borovkov, Alexandr A., et al.
Udgivet: (2013)

Singular Stochastic Differential Equations
af: Cherny, Alexander S., et al.
Udgivet: (2005)