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Aspects of Brownian Motion (Universitext) by Roger Mansuy, Marc Yor is a nonfiction available to read on EtoBox.

What is Aspects of Brownian Motion (Universitext) about?

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. The Gaussian Space Of Bm -- The Laws Of Some Quadratic Functionals Of Bm -- Squares Of Bessel Processes And Ray-knight Theorems For Brownian Local Times -- An Explanation And Some Extensions Of The Ciesielski-taylor Identities -- On The Winding Number Of Planar Bm -- On Some Exponential Functionals Of Brownian Motion And The Problem Of Asian Options -- Some Asymptotic Laws For Multidime

Who reads Aspects of Brownian Motion (Universitext)?

Author

Roger Mansuy, Marc Yor

Publisher

Springer London, Limited

Published

2008

Language

EN

ISBN

9783540499664

Category

nonfiction

Subjects

Mathematics, Science, Chemistry