Some Special Functionals (Part 1) (Lectures in Mathematics. ETH Zurich) - Softcover

Yor, Marc

9783764328078: Some Special Functionals (Part 1) (Lectures in Mathematics. ETH Zurich)

Softcover

ISBN 10: 376432807X ISBN 13: 9783764328078

Verlag: Birkhauser Verlag AG, 1992

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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.

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Cr�ticas

"This is a formidable book, and is meant for the specialist...this book (together with Part I) can be very rewarding, imparting a very good insight into the subtelities of martinglae theory and stochastic calculus." --The Journal of the Indian Inst. of Science "All efforts are rewarded by acknowledgment with modern point of view on such a popular object as Brownian motion and on still open problems related to it." -Zeitschrift fur Mathematik