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

改變

accrete

Leaven

機(jī)制

esoteric

0172-5939 ts of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance. .978-3-540-22347-4978-3-540-49966-4Series ISSN 0172-5939 Series E-ISSN 2191-6675

猛然一拉

https://doi.org/10.1007/BFb0091561his Gaussian space is precisely equal to the first Wiener chaos of ., that is: . In fact, the properties of the transformations being studied may be deduced from corresponding properties of associated transformations of . (IR., .), thanks to the Hilbert spaces isomorphism: . between .(.) and . (IR.,

加花粗鄙人

glowing

擁護(hù)者

Exploring Uncertainty in Risk Measurementn this Chapter, we present further results, which extend Lévy’s computation in the three following directions, in which . is replaced respectivelyby:.A posterior justification of these extensions may be that the results whichone obtains in each of these directions are particularly simple, this being

expository