• Media type: Book
  • Title: Aspects of Brownian motion
  • Contributor: Mansuy, Roger [Author]; Yor, Marc [Author]
  • imprint: Berlin; Heidelberg: Springer, 2008
  • Published in: Universitext
  • Extent: XIII, 195 S.; 24 cm
  • Language: English
  • ISBN: 9783540223474
  • Publisher, production or purchase order numbers: Sonstige Nummer: 11013624
  • RVK notation: SK
    SK 810 : Ergodentheorie, dynamische Systeme
    SK 820 : Stochastische Prozesse
  • Keywords: Brownsche Bewegung
  • Origination:
  • Footnote: Literaturverz. S. 189 - 195
  • Description: 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 Function

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  • Status: Loanable