Aspects of Brownian Motion PDF Download

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Aspects of Brownian Motion

Aspects of Brownian Motion PDF Author: Roger Mansuy
Publisher: Springer Science & Business Media
ISBN: 3540499660
Category : Mathematics
Languages : en
Pages : 205

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Book Description
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.