Aspects of Brownian motion / Roger Mansuy; Marc Yor

By:

Mansuy, Roger [aut]

Contributor(s):

Yor, Marc, 1949-2014 [aut]

Resource type: Ressourcentyp: BuchBookPublisher number: 11013624Language: English Series: UniversitextPublisher: Berlin ; Heidelberg : Springer, 2008Description: XIII, 195 S. ; 24 cmISBN:

9783540223474

Subject(s):

Additional physical formats: 97835404996644. | Erscheint auch als: Aspects of Brownian Motion. Online-Ausgabe. Berlin : Springer, 2008. Online-Ressource (digital)MSC: MSC: *60J65 | 60-02 | 60J55 | 60J99 | 60K40RVK: RVK: SK | SK 810 | SK 820LOC classification:

QA274.75

Summary: 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 FunctionCall number: Grundsignatur: 2008 A 5269PPN: PPN: 479457719

Holdings ( 2 )

Holdings
Item type	Home library	Collection	Shelving location	Call number	Status	Date due	Barcode	Item holds
Freihandbestand ausleihbar	Bibliothek Campus Süd	math 8.18	Lesesaal Technik (LST)	2008 A 5269	Available		49805284090
Freihandbestand ausleihbar	Fachbibliothek Mathematik		Bibliothek / frei aufgestellt	Stoch. / Man	Available		36520005090

Total holds: 0