Aspects of Brownian Motion

by Roger Mansuy and Marc Yor

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...

• Format: Paperback
• Language: English
• ISBN: 3540223479
• ISBN13: 9783540223474
• Release Date: September 2008
• Publisher: Springer
• Length: 200 Pages
• Weight: 0.75 lbs.
• Dimensions: 0.5" x 6.1" x 9.3"