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OverviewThis volume features a collection of essays, originally given as lectures by the author. Each is devoted to a particular class of Brownian functionals, such as: Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic functionals; Brownian local times; exponential functionals of Brownian motion with drift; winding numbers of one or several points, or straight lines, or curves; time spent by Brownian motions below a multiple of its one-sided supremum. Full Product DetailsAuthor: Marc YorPublisher: Birkhauser Verlag AG Imprint: Birkhauser Verlag AG Weight: 0.330kg ISBN: 9783764328078ISBN 10: 376432807 Pages: 148 Publication Date: October 1992 Audience: College/higher education , Professional and scholarly , Undergraduate , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Out of Print Availability: Out of stock  Table of ContentsReviews"""This is a formidable book, and is meant for the specialist...this book (together with Part I) can be very rewarding, imparting a very good insight into the subtelities of martinglae theory and stochastic calculus."" --The Journal of the Indian Inst. of Science ""All efforts are rewarded by acknowledgment with modern point of view on such a popular object as Brownian motion and on still open problems related to it."" -Zeitschrift fur Mathematik" This is a formidable book, and is meant for the specialist...this book (together with Part I) can be very rewarding, imparting a very good insight into the subtelities of martinglae theory and stochastic calculus. --The Journal of the Indian Inst. of Science All efforts are rewarded by acknowledgment with modern point of view on such a popular object as Brownian motion and on still open problems related to it. -Zeitschrift fur Mathematik This is a formidable book, and is meant for the specialist...this book (together with Part I) can be very rewarding, imparting a very good insight into the subtelities of martinglae theory and stochastic calculus. --The Journal of the Indian Inst. of Science All efforts are rewarded by acknowledgment with modern point of view on such a popular object as Brownian motion and on still open problems related to it. -Zeitschrift fur Mathematik This is a formidable book, and is meant for the specialist...this book (together with Part I) can be very rewarding, imparting a very good insight into the subtelities of martinglae theory and stochastic calculus. <p>--The Journal of the Indian Inst. of Science <p> All efforts are rewarded by acknowledgment with modern point of view on such a popular object as Brownian motion and on still open problems related to it. -Zeitschrift fur Mathematik Author InformationTab Content 6Author Website:Countries AvailableAll regions |
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