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

MIFF

書目名稱Aspects of Brownian Motion影響因子(影響力)




書目名稱Aspects of Brownian Motion影響因子(影響力)學(xué)科排名




書目名稱Aspects of Brownian Motion網(wǎng)絡(luò)公開(kāi)度




書目名稱Aspects of Brownian Motion網(wǎng)絡(luò)公開(kāi)度學(xué)科排名




書目名稱Aspects of Brownian Motion被引頻次




書目名稱Aspects of Brownian Motion被引頻次學(xué)科排名




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書目名稱Aspects of Brownian Motion年度引用學(xué)科排名




書目名稱Aspects of Brownian Motion讀者反饋




書目名稱Aspects of Brownian Motion讀者反饋學(xué)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

阻礙

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]).