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Item Details
Title: SOME ASPECTS OF BROWNIAN MOTION
Volume: Pt. 1
By: Marc Yor
Format: Paperback

List price: £19.00


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ISBN 10: 376432807X
ISBN 13: 9783764328078
Publisher: BIRKHAUSER VERLAG AG
Series: Lectures in Mathematics
Pages: 148
Description: 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; and Brownian local times.
Synopsis: This 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.
Illustrations: illustrations
Publication: Switzerland
Imprint: Birkhauser Verlag AG
Returns: Returnable
Some other items by this author:
ASPECTS OF BROWNIAN MOTION (PB)
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ECOLE D'ETE DE PROBABILITES DE SAINT-FLOUR IX, 1979 (PB)
EXERCISES IN PROBABILITY
EXERCISES IN PROBABILITY
EXERCISES IN PROBABILITY (HB)
EXERCISES IN PROBABILITY (PB)
EXERCISES IN PROBABILITY (PB)
EXPONENTIAL FUNCTIONALS OF BROWNIAN MOTION AND RELATED PROCESSES (PB)
GROSSISSEMENTS DE FILTRATIONS: EXEMPLES ET APPLICATIONS (PB)
IN MEMORIAM PAUL-ANDRE MEYER (PB)
LOCAL TIMES AND EXCURSION THEORY FOR BROWNIAN MOTION (PB)
MATHEMATICAL METHODS FOR FINANCIAL MARKETS (HB)
MATHEMATICAL METHODS FOR FINANCIAL MARKETS (PB)
OPTION PRICES AS PROBABILITIES (PB)
PENALISING BROWNIAN PATHS (PB)
RANDOM TIMES AND ENLARGEMENTS OF FILTRATIONS IN A BROWNIAN SETTING (PB)
SAEMINAIRE DE PROBABILITAES 1967-1980 (PB)
SEMINAIRE DE PROBABILITES (PB)
SEMINAIRE DE PROBABILITES (PB)
SEMINAIRE DE PROBABILITES (PB)
SEMINAIRE DE PROBABILITES XIV (PB)
SEMINAIRE DE PROBABILITES XIX 1983/84 (PB)
SEMINAIRE DE PROBABILITES XV. 1979/80 (PB)
SEMINAIRE DE PROBABILITES XVI 1980/81 (PB)
SEMINAIRE DE PROBABILITES XVI 1980/81 (PB)
SEMINAIRE DE PROBABILITES XVII 1981/82 (PB)
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SEMINAIRE DE PROBABILITES XXIV 1988/89 (PB)
SEMINAIRE DE PROBABILITES XXVI (PB)
SEMINAIRE DE PROBABILITES XXVII (PB)
SEMINAIRE DE PROBABILITES XXVIII (PB)
SEMINAIRE DE PROBABILITES XXX (PB)
SEMINAIRE DE PROBABILITES XXXII (PB)
SEMINAIRE DE PROBABILITES XXXVIII (PB)
SEMINAIRE DE PROBABILITIES XXIII (PB)
SOME ASPECTS OF BROWNIAN MOTION (PB)
STOCHASTIC FILTERING AT SAINT-FLOUR
STOCHASTIC PROCESSES AND RELATED TOPICS
STOCHASTIC PROCESSES AND RELATED TOPICS (HB)
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