Some special functionals

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.

著者

Yor, Marc

出版社

Birkhäuser

発売日

1992年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9783764328078

発売済み