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Aspects of Brownian Motion (Universitext) [Paperback]

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Item Number 233125  
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Item description for Aspects of Brownian Motion (Universitext) by Roger Mansuy & Marc Yor...

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;- Brownian quadratic funtionals;- Brownian local times, - Exponential functionals of Brownian motion with drift; - Winding number of one or several Brownian motions around one or several points or a straight line, or curves;- Time spent by Brownian motion below a multiple of its one-sided supremum.Besides its obvious audience of students and lecturers the book also addresses the interests of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance.

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Item Specifications...

Pages   193
Est. Packaging Dimensions:   Length: 0.5" Width: 6" Height: 9.25"
Weight:   0.74 lbs.
Binding  Softcover
Publisher   Springer
ISBN  3540223479  
ISBN13  9783540223474  

Availability  143 units.
Availability accurate as of Oct 25, 2016 08:38.
Usually ships within one to two business days from La Vergne, TN.
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8Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
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