- Beschrijving
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Details
Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum. - Extra informatie
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Extra informatie
Diversen geen Titel Aspects of Brownian Motion Auteur Roger Mansuy Marc Yor Uitgever Springer Taal English Kaft Paperback ISBN 9783540223474 Druk 2008 ed. Datum Uitgave 2008 Aantal Paginas 200 Afmetingen Verpakking breedte 155 mm Verpakking hoogte 235 mm Verpakking lengte 235 mm Staat als nieuw Serie - - Beoordelen
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