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.
Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at promiseangels.com!
Availability 143 units. Availability accurate as of May 24, 2017 08:02.
Usually ships within one to two business days from La Vergne, TN.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.