Aspect Brownian Motion

   In stock
SKU
BK 0030920
ISBN13 9783540223474
Binding PAPERBACK
Author MANSUY
Language ENGLISH
Publisher SPRINGER VERLAG
Published Year 2008
Country of Origin India

4624.00

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.