Some Aspects of Brownian Motion Part I : Some Special Functionals (Lectures in Mathematics. ETH Zürich)

YOR, Marc

ISBN 10: 376432807X / ISBN 13: 9783764328078

Editore: Birkhäuser, 1999

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Dati bibliografici

• Titolo: Some Aspects of Brownian Motion Part I : Some Special Functionals (Lectures in Mathematics. ETH Zürich)
• Editore: Birkhäuser
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 376432807X
• ISBN 13: 9783764328078
• Rilegatura: Paperback
• Condizione: Like New
• Tipo di libro: book

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Riassunto

This volume features a collection of essays, originally given as lectures by the author. Each is devoted to a particular class of Brownian functionals, such as: Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic functionals; Brownian local times; exponential functionals of Brownian motion with drift; winding numbers of one or several points, or straight lines, or curves; time spent by Brownian motions below a multiple of its one-sided supremum.