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100%: Roger Mansuy, Marc Yor: Aspects of Brownian Motion (Universitext) (ISBN: 9783540499664) 2008, 2008. Ausgabe, in Englisch, Band: 1873, auch als eBook.Nur diese Ausgabe anzeigen…
33%: Mansuy, Roger;Yor, Marc: Aspects of Brownian Motion (Universitext) (ISBN: 9783540223474) in Deutsch, Taschenbuch.
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Nur diese Ausgabe anzeigen…
Aspects of Brownian Motion (Universitext) - 13 Angebote vergleichen
| Preise | 2013 | 2014 | 2018 | 2019 |
|---|---|---|---|---|
| Schnitt | € 42,75 | € 42,75 | € 23,66 | € 48,03 |
| Nachfrage |
1
Aspects of Brownian Motion
DE NW EB DLISBN: 9783540499664 bzw. 3540499660, Band: 1873, in Deutsch, Springer-Verlag, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download.
Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum. MARC YOR has been Professor at the Laboratoire de Probabilités et Modèles Aléatoires at the Université Pierre et Marie Curie, Paris, since 1981, and a member of the Académie des Sciences de Paris since 2003. His research interests - which are well illustrated in the present book - bear upon properties of Brownian functionals, either for pure or applied purposes. Recently, Marc Yor has also been working on the interface between number theory and random matrices. ROGER MANSUY has been teaching mathematics at the Lycée Louis le Grand, Paris, since 2006. He has been working with Marc Yor - who was the supervisor of Roger Mansuys PhD thesis - in recent years. Prior to the present volume he and Marc Yor collaborated in publishing volume 1873 of the series Lecture Notes in Mathematics entitled Random Times and Enlargements of Filtration in a Brownian setting.
Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum. MARC YOR has been Professor at the Laboratoire de Probabilités et Modèles Aléatoires at the Université Pierre et Marie Curie, Paris, since 1981, and a member of the Académie des Sciences de Paris since 2003. His research interests - which are well illustrated in the present book - bear upon properties of Brownian functionals, either for pure or applied purposes. Recently, Marc Yor has also been working on the interface between number theory and random matrices. ROGER MANSUY has been teaching mathematics at the Lycée Louis le Grand, Paris, since 2006. He has been working with Marc Yor - who was the supervisor of Roger Mansuys PhD thesis - in recent years. Prior to the present volume he and Marc Yor collaborated in publishing volume 1873 of the series Lecture Notes in Mathematics entitled Random Times and Enlargements of Filtration in a Brownian setting.
2
Aspects of Brownian Motion
~EN NW EB DLISBN: 9783540499664 bzw. 3540499660, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
Lieferung aus: Schweiz, Lagernd, zzgl. Versandkosten.
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 subspaces of the Gaussian space of Brownian motion; - Brownian quadratic funtionals; - Brownian local times, - Exponential functionals of Brownian motion with drift; - Winding number of one or several Brownian motions around one or several points or a straight line, or curves; - Time spent by Brownian motion below a multiple of its one-sided supremum. Besides its obvious audience of students and lecturers the book also addresses the interests of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance. eBook.
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 subspaces of the Gaussian space of Brownian motion; - Brownian quadratic funtionals; - Brownian local times, - Exponential functionals of Brownian motion with drift; - Winding number of one or several Brownian motions around one or several points or a straight line, or curves; - Time spent by Brownian motion below a multiple of its one-sided supremum. Besides its obvious audience of students and lecturers the book also addresses the interests of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance. eBook.
3
Aspects of Brownian Motion
~EN NW EB DLISBN: 9783540499664 bzw. 3540499660, vermutlich in Englisch, Springer Berlin Heidelberg, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Aspects of Brownian Motion: 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 subspaces of the Gaussian space of Brownian motion - Brownian quadratic funtionals - Brownian local times, - Exponential functionals of Brownian motion with drift - Winding number of one or several Brownian motions around one or several points or a straight line, or curves - Time spent by Brownian motion below a multiple of its one-sided supremum.Besides its obvious audience of students and lecturers the book also addresses the interests of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance. Englisch, Ebook.
Aspects of Brownian Motion: 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 subspaces of the Gaussian space of Brownian motion - Brownian quadratic funtionals - Brownian local times, - Exponential functionals of Brownian motion with drift - Winding number of one or several Brownian motions around one or several points or a straight line, or curves - Time spent by Brownian motion below a multiple of its one-sided supremum.Besides its obvious audience of students and lecturers the book also addresses the interests of researchers from core probability theory out to applied fields such as polymer physics and mathematical finance. Englisch, Ebook.
4
Aspects of Brownian Motion
EN NW EB DLISBN: 9783540499664 bzw. 3540499660, in Englisch, Springer, Berlin/Heidelberg, Deutschland, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
5
Aspects of Brownian Motion (Universitext) (2008)
EN NW EB DLISBN: 9783540499664 bzw. 3540499660, in Englisch, 200 Seiten, 2008. Ausgabe, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
Aspects of Brownian Motion
DE NWISBN: 9783540499664 bzw. 3540499660, in Deutsch, Springer, Berlin/Heidelberg, Deutschland, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkostenfrei.
Aspects of Brownian Motion ab 35.49 € als pdf eBook: . Aus dem Bereich: eBooks, Belletristik, Erzählungen,.
Aspects of Brownian Motion ab 35.49 € als pdf eBook: . Aus dem Bereich: eBooks, Belletristik, Erzählungen,.
8
Aspects of Brownian Motion (Universitext)
DE PB NWISBN: 9783540223474 bzw. 3540223479, in Deutsch, Springer, Taschenbuch, neu.
Von Händler/Antiquariat, SBA [57931928], New York, NY, U.S.A.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
9
Aspects of Brownian Motion (2008)
DE PB NWISBN: 9783540223474 bzw. 3540223479, in Deutsch, Springer-Verlag Gmbh Sep 2008, Taschenbuch, neu.
Von Händler/Antiquariat, Buchhandlung - Bides GbR [52676528], Dresden, Germany.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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