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:
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: |
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