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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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书目详细资料
Main Authors:	Mansuy, Roger. (Author, http://id.loc.gov/vocabulary/relators/aut), Yor, Marc. (http://id.loc.gov/vocabulary/relators/aut)
企业作者:	SpringerLink (Online service)
格式:	电子电子书
语言:	English
出版:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
版:	1st ed. 2008.
丛编:	Universitext,
主题:	Probabilities. Probability Theory and Stochastic Processes.
在线阅读:	https://doi.org/10.1007/978-3-540-49966-4
标签:	添加标签没有标签, 成为第一个标记此记录!

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