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ISBN
:
9783540223474
Publisher
:
Springer
Subject
:
Physics, Mathematics, Chemistry
Binding
:
PAPERBACK
Pages
:
214
Year
:
2008
₹
6397.0
₹
6141.0
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Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum.
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