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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Bibliographic Details
Main Author:	Mansuy, Roger
Other Authors:	Yor, Marc
Format:	Book
Language:	English
Published:	Berlin : Springer, 2008 Berlin : c2008 Berlin ; London : c2008 Berlin ; London : ©2008
Series:	Universitext Universitext
Subjects:	Brownian motion processes Distribution (Probability theory) Mathematics

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Stanford University

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Call Number:	ISIL:US-CST QA274.75 .M36 2008

Johns Hopkins University

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Call Number:	QA274.75.M46 2008

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Dartmouth College

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Princeton University

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Call Number:	QA274.75 .M46 2008