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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Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | English |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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Edición: | 1st ed. 2008. |
Series: | Universitext,
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Subjects: | |
Acceso en liña: | https://doi.org/10.1007/978-3-540-49966-4 |
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