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;...
محفوظ في:
| المؤلفون الرئيسيون: | , |
|---|---|
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| الطبعة: | 1st ed. 2008. |
| سلاسل: | Universitext
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
L'impression du document génère 204 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Aspects of Brownian motion, Roger Mansuy, Marc Yor, 2008, Berlin, Springer, 1 vol. (XIII-195 p.), Universitext, 978-3-540-22347-4 • Aspects of Brownian Motion, Texte imprimé, 9783540860396 • Aspects of Brownian motion, Roger Mansuy, Marc Yor, 2008, Berlin, Springer, 1 vol. (XIII-195 p.), Universitext, 978-3-540-22347-4 |
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| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 084 | |a 60-02. 2010 | ||
| 084 | |a 60-01. 2010 | ||
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| 100 | 1 | |a Mansuy, Roger, |d 1977-...., |c mathématicien. | |
| 245 | 1 | 0 | |a Aspects of Brownian motion |c Roger Mansuy, Marc Yor. |
| 250 | |a 1st ed. 2008. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Universitext |x 2191-6675 | |
| 500 | |a L'impression du document génère 204 p. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. | ||
| 505 | 1 | |a The Gaussian space of BM The laws of some quadratic functionals of BM Squares of Bessel processes and Ray-Knight theorems for Brownian local times An explanation and some extensions of the Ciesielski-Taylor identities On the winding number of planar BM On some exponential functionals of Brownian motion and the problem of Asian options Some asymptotic laws for multidimensional BM Some extensions of Paul Lévy's arc sine law for BM Further results about reflecting Brownian motion perturbed by its local time at 0 On principal values of Brownian and Bessel local times Probabilistic representations of the Riemann zeta function and some generalisations related to Bessel processes. | |
| 505 | 0 | |a The Gaussian space of BM -- The laws of some quadratic functionals of BM -- Squares of Bessel processes and Ray-Knight theorems for Brownian local times -- An explanation and some extensions of the Ciesielski-Taylor identities -- On the winding number of planar BM -- On some exponential functionals of Brownian motion and the problem of Asian options -- Some asymptotic laws for multidimensional BM -- Some extensions of Paul Lévy s arc sine law for BM -- Further results about reflecting Brownian motion perturbed by its local time at 0 -- On principal values of Brownian and Bessel local times -- Probabilistic representations of the Riemann zeta function and some generalisations related to Bessel processes | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Processus de mouvement brownien | ||
| 700 | 1 | |a Yor, Marc, |d 1949-2014, |c mathématicien. |4 aut | |
| 776 | 0 | |0 128181974 |t Aspects of Brownian motion |f Roger Mansuy, Marc Yor |d 2008 |c Berlin |n Springer |p 1 vol. (XIII-195 p.) |s Universitext |z 978-3-540-22347-4 | |
| 776 | 0 | |t Aspects of Brownian Motion |b Texte imprimé |z 9783540860396 | |
| 776 | 0 | |0 128181974 |t Aspects of Brownian motion |f Roger Mansuy, Marc Yor |d 2008 |c Berlin |n Springer |p 1 vol. (XIII-195 p.) |s Universitext |z 978-3-540-22347-4 | |
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| 856 | 4 | |5 180339901:750874201 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-540-49966-4 |z Accès INSA CVL | |
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