| Aspects of Brownian Motion 2008 Edition Contributor(s): Mansuy, Roger (Author), Yor, Marc (Author) |
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ISBN: 3540223479 ISBN-13: 9783540223474 Publisher: Springer OUR PRICE: $52.24 Product Type: Paperback - Other Formats Published: September 2008 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Science | Physics - General |
| Dewey: 530.475 |
| LCCN: 2008930798 |
| Series: Universitext |
| Physical Information: 0.5" H x 6.1" W x 9.3" (0.75 lbs) 200 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |