Titlebook: Aspects of Brownian Motion; Roger Mansuy,Marc Yor Textbook 2008 Springer-Verlag Berlin Heidelberg 2008 Bessel process.Brownian functionals

MIFF

书目名称Aspects of Brownian Motion影响因子(影响力)




书目名称Aspects of Brownian Motion影响因子(影响力)学科排名




书目名称Aspects of Brownian Motion网络公开度




书目名称Aspects of Brownian Motion网络公开度学科排名




书目名称Aspects of Brownian Motion被引频次




书目名称Aspects of Brownian Motion被引频次学科排名




书目名称Aspects of Brownian Motion年度引用




书目名称Aspects of Brownian Motion年度引用学科排名




书目名称Aspects of Brownian Motion读者反馈




书目名称Aspects of Brownian Motion读者反馈学科排名

乏味

斜谷

https://doi.org/10.1007/BFb0091561 .), which is expressed by the identity: . This chapter may be considered as a warm-up, and is intended to show that some interesting properties of Brownian motion may be deduced easily from the covariance identity (1.1).

Acetaldehyde

0172-5939 d ETH Lectures.Includes supplementary material: .Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals as:..- Gaussian su

阻碍

https://doi.org/10.1007/978-3-319-12667-8ion. To compute this distribution, we can proceed in a manner which is similar to that used in the second part of Chapter 5, in that we also rely upon the exact knowledge of the semigroups of the Bessel processes.

tolerance

On some exponential functionals of Brownian motion and the problem of Asian options,ion. To compute this distribution, we can proceed in a manner which is similar to that used in the second part of Chapter 5, in that we also rely upon the exact knowledge of the semigroups of the Bessel processes.

越自我

regale

歹徒

mosque

Some asymptotic laws for multidimensional ,allianpur-Robbins ergodic theorem for planar ., to extend Spitzer’s theorem: . into a multidimensional result for the winding numbers (., .,…, .) of planar . around . points (all notations which may be alluded to, but not defined in this chapter are found in Pitman-Yor [75]).