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Paperback Aspects of Brownian Motion Book
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ISBN: 3540223479

ISBN13: 9783540223474

Aspects of Brownian Motion

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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...

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Format: Paperback

Condition: New

$54.99
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Math Mathematics Science Science & Math Science & Scientists Science & Technology

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