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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Autori principali: Mansuy, Roger. (Autore, http://id.loc.gov/vocabulary/relators/aut), Yor, Marc. (http://id.loc.gov/vocabulary/relators/aut)
Ente Autore: SpringerLink (Online service)
Natura: Elettronico eBook
Lingua:English
Pubblicazione: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edizione:1st ed. 2008.
Serie:Universitext,
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Accesso online:https://doi.org/10.1007/978-3-540-49966-4
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