Some Aspects of Brownian Motion (Lectures in Mathematics. ETH Zurich)

by Marc Yor

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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.
  • ISBN10 3034889550
  • ISBN13 9783034889551
  • Publish Date 20 March 1997 (first published October 1992)
  • Publish Status Withdrawn
  • Out of Print 18 October 2014
  • Publish Country US
  • Imprint Springer My Copy UK
  • Format Paperback (US Trade)
  • Pages 164
  • Language English