Science/Engineering Aspects of Brownian Motion (3540223479)

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Science/Engineering Aspects of Brownian Motion

Posted on 2010-03-15

Name:	Science/Engineering Aspects of Brownian Motion
ASIN/ISBN:	3540223479
Language:	English
File size:	1.2 Mb
Publish Date:	2008-10
ISBN:	3540223479
File Type:	PDF
Pages:	200 pages
File Size:	1,2 MB
Other Info:	Springer

Science/Engineering Aspects of Brownian Motion

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Roger Mansuy, Marc Yor “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;

- Brownian quadratic funtionals;

- Brownian local times,

- Exponential functionals of Brownian motion with drift;

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

- Time spent by Brownian motion below a multiple of its one-sided supremum.

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.

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	Science/Engineering Brownian Motion Calculus Brownian Motion Calculus Publisher: John Wiley & Sons \| Pages: 160 \| 2005-08-26 \| ISBN 0470021705 \| PDF \| 2 MBThere are not many calculus books that are very accessible to students without a strong mathematical background and the l ...
	Science/Engineering Brownian Motion and Stochastic Flow Systems J. Michael Harrison, «Brownian Motion and Stochastic Flow Systems»Krieger Pub Co \| ISBN: 0894644556 \| 1990-06-01 \| PDF \| 332 pages \| 5.31 MbFrom the standpoint of applications, Brownian motion may be the most important single topic in the ...
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