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Catalogue Information
Field name	Details
Dewey Class	530.475
Title	Aspects of Brownian Motion ([EBook]) / by Roger Mansuy, Marc Yor.
Author	Mansuy, Roger
Added Personal Name	Yor, Marc
Other name(s)	SpringerLink (Online service)
Publication	Berlin, Heidelberg : Springer , 2008.
Physical Details	XIV, 200 pages : online resource.
Series	Universitext
ISBN	9783540499664
Summary Note	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.:
Contents note	The Gaussian Space of BM -- Quadratic Functionals of Brownian Motion -- Ray-Knight Theorems for Brownian Local Times -- On Squared Bessel Processes -- On the Ciesielski-Taylor Identities -- On the Winding Number of Planar BM -- Exponential Functionals of Brownian Motion -- Some Asymptotic Laws for Multidimensional Brownian Motion -- Some Extensions of Paul Lévy's Arc Sine Law -- Further Results about Perturbed Reflecting Brownian Motion. On Principal Values of Brownian and Bessel Local Times -- Probabilistic Representations of the Riemann Zeta Function.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-540-49966-4
Links to Related Works	Subject References: Brownian motion processes . Distribution (Probability theory) . Mathematics . Probability theory and stochastic processes . Authors: author . Mansuy, Roger . Yor, Marc . Corporate Authors: SpringerLink (Online service) . Series: Universitext . Classification: 530.475 . 530.475 (DDC 22) .

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Aspects of Brownian Motion

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