Aspects of Brownian Motion

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;...

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Principais autores: Mansuy, Roger., Yor, Marc., SpringerLink (Online service)
Formato: Digital
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Assuntos:
Distribuição (Teoria da probabilidade)
Processo estocástico.
Matemática.
Endereço do item:http://dx.doi.org/10.1007/978-3-540-49966-4
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spelling oai:localhost:123456789-1296972023-07-17T15:12:55Z Aspects of Brownian Motion Mansuy, Roger. Yor, Marc. SpringerLink (Online service) Distribuição (Teoria da probabilidade) Processo estocástico. Matemática. 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. Besides its obvious audience of students and lecturers the book also addresses the interests of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance. 0 2022-10-06T07:49:12Z 2022-10-06T07:49:12Z 2008. Digital 519.213 M289a 9783540499664 197611 http://dx.doi.org/10.1007/978-3-540-49966-4 http://dx.doi.org/10.1007/978-3-540-49966-4
institution Acervo SISBI
collection SIGAA
topic Distribuição (Teoria da probabilidade)
Processo estocástico.
Matemática.
spellingShingle Distribuição (Teoria da probabilidade)
Processo estocástico.
Matemática.
Mansuy, Roger.
Yor, Marc.
SpringerLink (Online service)
Aspects of Brownian Motion
description 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. Besides its obvious audience of students and lecturers the book also addresses the interests of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance.
format Digital
author Mansuy, Roger.
Yor, Marc.
SpringerLink (Online service)
author_facet Mansuy, Roger.
Yor, Marc.
SpringerLink (Online service)
author_sort Mansuy, Roger.
title Aspects of Brownian Motion
title_short Aspects of Brownian Motion
title_full Aspects of Brownian Motion
title_fullStr Aspects of Brownian Motion
title_full_unstemmed Aspects of Brownian Motion
title_sort aspects of brownian motion
publishDate 2022
url http://dx.doi.org/10.1007/978-3-540-49966-4
work_keys_str_mv AT mansuyroger aspectsofbrownianmotion
AT yormarc aspectsofbrownianmotion
AT springerlinkonlineservice aspectsofbrownianmotion
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