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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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書目詳細資料
Main Authors:	Mansuy, Roger. (Author, http://id.loc.gov/vocabulary/relators/aut), Yor, Marc. (http://id.loc.gov/vocabulary/relators/aut)
企業作者:	SpringerLink (Online service)
格式:	電子電子書
語言:	English
出版:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
版:	1st ed. 2008.
叢編:	Universitext,
主題:	Probabilities. Probability Theory and Stochastic Processes.
在線閱讀:	https://doi.org/10.1007/978-3-540-49966-4
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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