Download e-book for iPad: Aspects of Brownian Motion (Universitext) by Roger Mansuy,Marc Yor

By Roger Mansuy,Marc Yor

Stochastic calculus and day trip concept are very effective instruments for acquiring both unique or asymptotic effects approximately Brownian movement and similar approaches. This ebook makes a speciality of targeted sessions of Brownian functionals, together with Gaussian subspaces of the Gaussian area of Brownian movement; Brownian quadratic funtionals; Brownian neighborhood instances; Exponential functionals of Brownian movement with glide; Time spent by means of Brownian movement lower than a a number of of its one-sided supremum.

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Aspects of Brownian Motion (Universitext) by Roger Mansuy,Marc Yor

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