Related Books

Local Times and Excursion Theory for Brownian Motion
Language: en
Pages: 140
Authors: Ju-Yi Yen
Categories: Mathematics
Type: BOOK - Published: 2013-10-01 - Publisher: Springer

DOWNLOAD EBOOK

This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brown
Local Times and Excursions for Brownian Motion
Language: en
Pages: 103
Authors: Marc Yor
Categories:
Type: BOOK - Published: 1995 - Publisher:

DOWNLOAD EBOOK

Handbook of Brownian Motion - Facts and Formulae
Language: en
Pages: 710
Authors: Andrei N. Borodin
Categories: Mathematics
Type: BOOK - Published: 2015-07-14 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book se
Handbook of Brownian Motion
Language: en
Pages: 480
Authors: Andrei Borodin
Categories:
Type: BOOK - Published: 1996-10-01 - Publisher:

DOWNLOAD EBOOK

Aspects of Brownian Motion
Language: en
Pages: 205
Authors: Roger Mansuy
Categories: Mathematics
Type: BOOK - Published: 2008-09-16 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes.