Aspects of Brownian Motion
| Author | : Roger Mansuy |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 205 |
| Release | : 2008-09-16 |
| ISBN-13 | : 9783540499664 |
| ISBN-10 | : 3540499660 |
| Rating | : 4/5 (60 Downloads) |
Book Synopsis Aspects of Brownian Motion by : Roger Mansuy
Download or read book Aspects of Brownian Motion written by Roger Mansuy and published by Springer Science & Business Media. This book was released on 2008-09-16 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
