Aspects of Brownian Motion (Universitext) 2024 pdf epub mobi 电子书


Aspects of Brownian Motion (Universitext)

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发表于2024-12-24

Aspects of Brownian Motion (Universitext) 2024 pdf epub mobi 电子书

Aspects of Brownian Motion (Universitext) 2024 pdf epub mobi 电子书

Aspects of Brownian Motion (Universitext) 2024 pdf epub mobi 电子书



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出版者:Springer
作者:Roger Mansuy
出品人:
页数:195
译者:
出版时间:2006-11
价格:USD 54.95
装帧:Paperback
isbn号码:9783540223474
丛书系列:

图书标签: 数学   


Aspects of Brownian Motion (Universitext) 2024 pdf epub mobi 电子书 图书描述

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 Brownian functionals like:</P>

- Gaussian subspaces of the Gaussian space of Brownian motion;</P>

- Brownian quadratic funtionals;</P>

- Brownian local times, </P>

- Exponential functionals of Brownian motion with drift; </P>

- Winding number of one or several Brownian motions around one or several points or a straight line, or curves;</P>

- Time spent by Brownian motion below a multiple of its one-sided supremum.</P>

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. </P>

Aspects of Brownian Motion (Universitext) 2024 pdf epub mobi 电子书

Aspects of Brownian Motion (Universitext) 2024 pdf epub mobi 电子书
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