Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems

by Marc Yor

The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It may be natural...

• Format: Paperback
• Language: English
• ISBN: 3764357177
• ISBN13: 9783764357177
• Release Date: March 1997
• Publisher: Birkhauser
• Length: 148 Pages
• Weight: 0.53 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"