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Some Aspects of Brownian Motion
Language: en
Pages: 160
Authors: Marc Yor
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

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The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February
Aspects of Brownian Motion
Language: en
Pages: 205
Authors: Roger Mansuy
Categories: Mathematics
Type: BOOK - Published: 2008-09-16 - Publisher: Springer Science & Business Media

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Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes.
Selected Aspects of Fractional Brownian Motion
Language: en
Pages: 133
Authors: Ivan Nourdin
Categories: Mathematics
Type: BOOK - Published: 2013-01-17 - Publisher: Springer Science & Business Media

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Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in p
Brownian Motion
Language: en
Pages:
Authors: Peter Mörters
Categories: Mathematics
Type: BOOK - Published: 2010-03-25 - Publisher: Cambridge University Press

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This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the a
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

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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