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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Principais autores: | Mansuy, Roger. (Autor, http://id.loc.gov/vocabulary/relators/aut), Yor, Marc. (http://id.loc.gov/vocabulary/relators/aut) |
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Autor Corporativo: | SpringerLink (Online service) |
Formato: | Recurso Eletrônico livro eletrônico |
Idioma: | English |
Publicado em: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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Edição: | 1st ed. 2008. |
coleção: | Universitext,
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Assuntos: | |
Acesso em linha: | https://doi.org/10.1007/978-3-540-49966-4 |
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