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:

Bibliographic Details
Main Author: Mansuy, Roger
Other Authors: Yor, Marc
Format: Book
Language:English
Published: Berlin : Springer, c2008
Berlin ; London : 2007
Berlin ; London : 2007
Series:Universitext
Universitext
Subjects:

Internet

Massachusetts Institute of Technology

Holdings details from Massachusetts Institute of Technology
Call Number: QA274.75.Y67 2007

Cornell University

Holdings details from Cornell University
Call Number: QA274.75 .M46 2007

University of Pennsylvania

Holdings details from University of Pennsylvania
Call Number: QA274.75 .M46 2007